Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,742.9140 |
4,657.9010 |
-85.0130 |
-1.8% |
4,452.4380 |
High |
4,806.0420 |
4,768.8630 |
-37.1790 |
-0.8% |
4,865.4260 |
Low |
4,514.2540 |
4,517.2900 |
3.0360 |
0.1% |
4,331.6070 |
Close |
4,657.6910 |
4,572.0000 |
-85.6910 |
-1.8% |
4,657.6910 |
Range |
291.7880 |
251.5730 |
-40.2150 |
-13.8% |
533.8190 |
ATR |
258.9577 |
258.4302 |
-0.5275 |
-0.2% |
0.0000 |
Volume |
400,160 |
3,051 |
-397,109 |
-99.2% |
1,924,360 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,374.1033 |
5,224.6247 |
4,710.3652 |
|
R3 |
5,122.5303 |
4,973.0517 |
4,641.1826 |
|
R2 |
4,870.9573 |
4,870.9573 |
4,618.1217 |
|
R1 |
4,721.4787 |
4,721.4787 |
4,595.0609 |
4,670.4315 |
PP |
4,619.3843 |
4,619.3843 |
4,619.3843 |
4,593.8608 |
S1 |
4,469.9057 |
4,469.9057 |
4,548.9391 |
4,418.8585 |
S2 |
4,367.8113 |
4,367.8113 |
4,525.8783 |
|
S3 |
4,116.2383 |
4,218.3327 |
4,502.8174 |
|
S4 |
3,864.6653 |
3,966.7597 |
4,433.6349 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,219.6983 |
5,972.5137 |
4,951.2915 |
|
R3 |
5,685.8793 |
5,438.6947 |
4,804.4912 |
|
R2 |
5,152.0603 |
5,152.0603 |
4,755.5578 |
|
R1 |
4,904.8757 |
4,904.8757 |
4,706.6244 |
5,028.4680 |
PP |
4,618.2413 |
4,618.2413 |
4,618.2413 |
4,680.0375 |
S1 |
4,371.0567 |
4,371.0567 |
4,608.7576 |
4,494.6490 |
S2 |
4,084.4223 |
4,084.4223 |
4,559.8242 |
|
S3 |
3,550.6033 |
3,837.2377 |
4,510.8908 |
|
S4 |
3,016.7843 |
3,303.4187 |
4,364.0906 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,865.4260 |
4,514.2540 |
351.1720 |
7.7% |
251.3806 |
5.5% |
16% |
False |
False |
384,869 |
10 |
4,865.4260 |
4,279.8000 |
585.6260 |
12.8% |
250.5961 |
5.5% |
50% |
False |
False |
292,831 |
20 |
4,865.4260 |
3,716.3040 |
1,149.1220 |
25.1% |
264.8261 |
5.8% |
74% |
False |
False |
265,377 |
40 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.3% |
256.0310 |
5.6% |
87% |
False |
False |
436,801 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.3% |
266.1045 |
5.8% |
87% |
False |
False |
580,083 |
80 |
4,865.4260 |
2,037.5830 |
2,827.8430 |
61.9% |
253.5513 |
5.5% |
90% |
False |
False |
743,195 |
100 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
68.8% |
237.3297 |
5.2% |
91% |
False |
False |
844,514 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
69.0% |
237.9427 |
5.2% |
91% |
False |
False |
913,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,838.0483 |
2.618 |
5,427.4811 |
1.618 |
5,175.9081 |
1.000 |
5,020.4360 |
0.618 |
4,924.3351 |
HIGH |
4,768.8630 |
0.618 |
4,672.7621 |
0.500 |
4,643.0765 |
0.382 |
4,613.3909 |
LOW |
4,517.2900 |
0.618 |
4,361.8179 |
1.000 |
4,265.7170 |
1.618 |
4,110.2449 |
2.618 |
3,858.6719 |
4.250 |
3,448.1048 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,643.0765 |
4,660.1480 |
PP |
4,619.3843 |
4,630.7653 |
S1 |
4,595.6922 |
4,601.3827 |
|