Trading Metrics calculated at close of trading on 17-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,571.9970 |
4,256.8210 |
-315.1760 |
-6.9% |
4,452.4380 |
High |
4,584.4980 |
4,298.0250 |
-286.4730 |
-6.2% |
4,865.4260 |
Low |
4,134.5280 |
4,073.7040 |
-60.8240 |
-1.5% |
4,331.6070 |
Close |
4,256.9540 |
4,254.3970 |
-2.5570 |
-0.1% |
4,657.6910 |
Range |
449.9700 |
224.3210 |
-225.6490 |
-50.1% |
533.8190 |
ATR |
272.1116 |
268.6980 |
-3.4136 |
-1.3% |
0.0000 |
Volume |
649,225 |
662,280 |
13,055 |
2.0% |
1,924,360 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,881.6717 |
4,792.3553 |
4,377.7736 |
|
R3 |
4,657.3507 |
4,568.0343 |
4,316.0853 |
|
R2 |
4,433.0297 |
4,433.0297 |
4,295.5225 |
|
R1 |
4,343.7133 |
4,343.7133 |
4,274.9598 |
4,276.2110 |
PP |
4,208.7087 |
4,208.7087 |
4,208.7087 |
4,174.9575 |
S1 |
4,119.3923 |
4,119.3923 |
4,233.8342 |
4,051.8900 |
S2 |
3,984.3877 |
3,984.3877 |
4,213.2715 |
|
S3 |
3,760.0667 |
3,895.0713 |
4,192.7087 |
|
S4 |
3,535.7457 |
3,670.7503 |
4,131.0205 |
|
|
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 |
4,806.0420 |
4,073.7040 |
732.3380 |
17.2% |
292.0798 |
6.9% |
25% |
False |
True |
432,869 |
10 |
4,865.4260 |
4,073.7040 |
791.7220 |
18.6% |
272.4812 |
6.4% |
23% |
False |
True |
324,415 |
20 |
4,865.4260 |
3,896.8760 |
968.5500 |
22.8% |
274.9550 |
6.5% |
37% |
False |
False |
308,203 |
40 |
4,865.4260 |
2,742.6620 |
2,122.7640 |
49.9% |
253.5282 |
6.0% |
71% |
False |
False |
400,521 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.9% |
269.8072 |
6.3% |
72% |
False |
False |
576,128 |
80 |
4,865.4260 |
2,242.8360 |
2,622.5900 |
61.6% |
255.0516 |
6.0% |
77% |
False |
False |
720,668 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
73.9% |
237.5897 |
5.6% |
81% |
False |
False |
827,864 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
74.2% |
238.4932 |
5.6% |
81% |
False |
False |
906,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,251.3893 |
2.618 |
4,885.2974 |
1.618 |
4,660.9764 |
1.000 |
4,522.3460 |
0.618 |
4,436.6554 |
HIGH |
4,298.0250 |
0.618 |
4,212.3344 |
0.500 |
4,185.8645 |
0.382 |
4,159.3946 |
LOW |
4,073.7040 |
0.618 |
3,935.0736 |
1.000 |
3,849.3830 |
1.618 |
3,710.7526 |
2.618 |
3,486.4316 |
4.250 |
3,120.3398 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,231.5528 |
4,421.2835 |
PP |
4,208.7087 |
4,365.6547 |
S1 |
4,185.8645 |
4,310.0258 |
|