Trading Metrics calculated at close of trading on 16-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,657.9010 |
4,571.9970 |
-85.9040 |
-1.8% |
4,452.4380 |
High |
4,768.8630 |
4,584.4980 |
-184.3650 |
-3.9% |
4,865.4260 |
Low |
4,517.2900 |
4,134.5280 |
-382.7620 |
-8.5% |
4,331.6070 |
Close |
4,572.0000 |
4,256.9540 |
-315.0460 |
-6.9% |
4,657.6910 |
Range |
251.5730 |
449.9700 |
198.3970 |
78.9% |
533.8190 |
ATR |
258.4302 |
272.1116 |
13.6814 |
5.3% |
0.0000 |
Volume |
3,051 |
649,225 |
646,174 |
21,179.1% |
1,924,360 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,675.2367 |
5,416.0653 |
4,504.4375 |
|
R3 |
5,225.2667 |
4,966.0953 |
4,380.6958 |
|
R2 |
4,775.2967 |
4,775.2967 |
4,339.4485 |
|
R1 |
4,516.1253 |
4,516.1253 |
4,298.2013 |
4,420.7260 |
PP |
4,325.3267 |
4,325.3267 |
4,325.3267 |
4,277.6270 |
S1 |
4,066.1553 |
4,066.1553 |
4,215.7068 |
3,970.7560 |
S2 |
3,875.3567 |
3,875.3567 |
4,174.4595 |
|
S3 |
3,425.3867 |
3,616.1853 |
4,133.2123 |
|
S4 |
2,975.4167 |
3,166.2153 |
4,009.4705 |
|
|
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 |
4,134.5280 |
730.8980 |
17.2% |
316.7240 |
7.4% |
17% |
False |
True |
402,666 |
10 |
4,865.4260 |
4,134.5280 |
730.8980 |
17.2% |
270.5596 |
6.4% |
17% |
False |
True |
309,438 |
20 |
4,865.4260 |
3,801.8080 |
1,063.6180 |
25.0% |
280.4711 |
6.6% |
43% |
False |
False |
297,836 |
40 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.9% |
258.7106 |
6.1% |
72% |
False |
False |
413,369 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.9% |
269.5348 |
6.3% |
72% |
False |
False |
581,237 |
80 |
4,865.4260 |
2,154.0200 |
2,711.4060 |
63.7% |
254.2911 |
6.0% |
78% |
False |
False |
732,879 |
100 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
73.9% |
239.5794 |
5.6% |
81% |
False |
False |
837,367 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
74.1% |
239.6516 |
5.6% |
81% |
False |
False |
910,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,496.8705 |
2.618 |
5,762.5195 |
1.618 |
5,312.5495 |
1.000 |
5,034.4680 |
0.618 |
4,862.5795 |
HIGH |
4,584.4980 |
0.618 |
4,412.6095 |
0.500 |
4,359.5130 |
0.382 |
4,306.4165 |
LOW |
4,134.5280 |
0.618 |
3,856.4465 |
1.000 |
3,684.5580 |
1.618 |
3,406.4765 |
2.618 |
2,956.5065 |
4.250 |
2,222.1555 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,359.5130 |
4,470.2850 |
PP |
4,325.3267 |
4,399.1747 |
S1 |
4,291.1403 |
4,328.0643 |
|