| 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 |
36,299.25 |
36,038.78 |
-260.47 |
-0.7% |
35,833.65 |
| High |
36,346.61 |
36,108.17 |
-238.44 |
-0.7% |
36,484.75 |
| Low |
36,009.50 |
35,915.27 |
-94.23 |
-0.3% |
35,797.97 |
| Close |
36,079.94 |
35,921.23 |
-158.71 |
-0.4% |
36,327.95 |
| Range |
337.11 |
192.90 |
-144.21 |
-42.8% |
686.78 |
| ATR |
296.57 |
289.17 |
-7.41 |
-2.5% |
0.00 |
| Volume |
283,523,181 |
270,315,654 |
-13,207,527 |
-4.7% |
1,517,133,938 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,560.26 |
36,433.64 |
36,027.33 |
|
| R3 |
36,367.36 |
36,240.74 |
35,974.28 |
|
| R2 |
36,174.46 |
36,174.46 |
35,956.60 |
|
| R1 |
36,047.84 |
36,047.84 |
35,938.91 |
36,014.70 |
| PP |
35,981.56 |
35,981.56 |
35,981.56 |
35,964.99 |
| S1 |
35,854.94 |
35,854.94 |
35,903.55 |
35,821.80 |
| S2 |
35,788.66 |
35,788.66 |
35,885.87 |
|
| S3 |
35,595.76 |
35,662.04 |
35,868.18 |
|
| S4 |
35,402.86 |
35,469.14 |
35,815.14 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,263.90 |
37,982.70 |
36,705.68 |
|
| R3 |
37,577.12 |
37,295.92 |
36,516.81 |
|
| R2 |
36,890.34 |
36,890.34 |
36,453.86 |
|
| R1 |
36,609.14 |
36,609.14 |
36,390.90 |
36,749.74 |
| PP |
36,203.56 |
36,203.56 |
36,203.56 |
36,273.86 |
| S1 |
35,922.36 |
35,922.36 |
36,265.00 |
36,062.96 |
| S2 |
35,516.78 |
35,516.78 |
36,202.04 |
|
| S3 |
34,830.00 |
35,235.58 |
36,139.09 |
|
| S4 |
34,143.22 |
34,548.80 |
35,950.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,565.73 |
35,915.27 |
650.46 |
1.8% |
259.96 |
0.7% |
1% |
False |
True |
288,972,163 |
| 10 |
36,565.73 |
35,635.98 |
929.75 |
2.6% |
240.11 |
0.7% |
31% |
False |
False |
302,538,177 |
| 20 |
36,565.73 |
35,023.63 |
1,542.10 |
4.3% |
231.25 |
0.6% |
58% |
False |
False |
183,796,466 |
| 40 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
343.31 |
1.0% |
78% |
False |
False |
107,287,832 |
| 60 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
318.13 |
0.9% |
78% |
False |
False |
71,525,221 |
| 80 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
301.49 |
0.8% |
78% |
False |
False |
53,643,916 |
| 100 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
304.78 |
0.8% |
78% |
False |
False |
42,915,132 |
| 120 |
36,565.73 |
33,271.93 |
3,293.80 |
9.2% |
299.88 |
0.8% |
80% |
False |
False |
35,762,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,928.00 |
|
2.618 |
36,613.18 |
|
1.618 |
36,420.28 |
|
1.000 |
36,301.07 |
|
0.618 |
36,227.38 |
|
HIGH |
36,108.17 |
|
0.618 |
36,034.48 |
|
0.500 |
36,011.72 |
|
0.382 |
35,988.96 |
|
LOW |
35,915.27 |
|
0.618 |
35,796.06 |
|
1.000 |
35,722.37 |
|
1.618 |
35,603.16 |
|
2.618 |
35,410.26 |
|
4.250 |
35,095.45 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,011.72 |
36,166.13 |
| PP |
35,981.56 |
36,084.49 |
| S1 |
35,951.39 |
36,002.86 |
|