| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,093.29 |
16,104.49 |
11.20 |
0.1% |
15,862.46 |
| High |
16,224.51 |
16,116.25 |
-108.26 |
-0.7% |
16,454.48 |
| Low |
15,905.28 |
16,019.39 |
114.11 |
0.7% |
15,785.31 |
| Close |
15,985.57 |
16,032.47 |
46.90 |
0.3% |
16,359.38 |
| Range |
319.23 |
96.86 |
-222.37 |
-69.7% |
669.17 |
| ATR |
193.48 |
189.00 |
-4.49 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,346.62 |
16,286.40 |
16,085.74 |
|
| R3 |
16,249.76 |
16,189.54 |
16,059.11 |
|
| R2 |
16,152.90 |
16,152.90 |
16,050.23 |
|
| R1 |
16,092.68 |
16,092.68 |
16,041.35 |
16,074.36 |
| PP |
16,056.04 |
16,056.04 |
16,056.04 |
16,046.88 |
| S1 |
15,995.82 |
15,995.82 |
16,023.59 |
15,977.50 |
| S2 |
15,959.18 |
15,959.18 |
16,014.71 |
|
| S3 |
15,862.32 |
15,898.96 |
16,005.83 |
|
| S4 |
15,765.46 |
15,802.10 |
15,979.20 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,207.23 |
17,952.48 |
16,727.42 |
|
| R3 |
17,538.06 |
17,283.31 |
16,543.40 |
|
| R2 |
16,868.89 |
16,868.89 |
16,482.06 |
|
| R1 |
16,614.14 |
16,614.14 |
16,420.72 |
16,741.52 |
| PP |
16,199.72 |
16,199.72 |
16,199.72 |
16,263.41 |
| S1 |
15,944.97 |
15,944.97 |
16,298.04 |
16,072.35 |
| S2 |
15,530.55 |
15,530.55 |
16,236.70 |
|
| S3 |
14,861.38 |
15,275.80 |
16,175.36 |
|
| S4 |
14,192.21 |
14,606.63 |
15,991.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,454.48 |
15,905.28 |
549.20 |
3.4% |
177.94 |
1.1% |
23% |
False |
False |
|
| 10 |
16,454.48 |
15,642.58 |
811.90 |
5.1% |
175.96 |
1.1% |
48% |
False |
False |
|
| 20 |
16,454.48 |
15,064.59 |
1,389.89 |
8.7% |
165.72 |
1.0% |
70% |
False |
False |
|
| 40 |
16,454.48 |
14,384.93 |
2,069.55 |
12.9% |
183.46 |
1.1% |
80% |
False |
False |
|
| 60 |
16,454.48 |
14,384.93 |
2,069.55 |
12.9% |
169.69 |
1.1% |
80% |
False |
False |
|
| 80 |
16,454.48 |
14,384.93 |
2,069.55 |
12.9% |
162.14 |
1.0% |
80% |
False |
False |
|
| 100 |
16,454.48 |
14,247.58 |
2,206.90 |
13.8% |
156.46 |
1.0% |
81% |
False |
False |
|
| 120 |
16,454.48 |
13,469.85 |
2,984.63 |
18.6% |
153.11 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,527.91 |
|
2.618 |
16,369.83 |
|
1.618 |
16,272.97 |
|
1.000 |
16,213.11 |
|
0.618 |
16,176.11 |
|
HIGH |
16,116.25 |
|
0.618 |
16,079.25 |
|
0.500 |
16,067.82 |
|
0.382 |
16,056.39 |
|
LOW |
16,019.39 |
|
0.618 |
15,959.53 |
|
1.000 |
15,922.53 |
|
1.618 |
15,862.67 |
|
2.618 |
15,765.81 |
|
4.250 |
15,607.74 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,067.82 |
16,153.59 |
| PP |
16,056.04 |
16,113.21 |
| S1 |
16,044.25 |
16,072.84 |
|