Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,023.7430 |
4,283.9940 |
260.2510 |
6.5% |
4,657.9010 |
High |
4,309.7030 |
4,436.3990 |
126.6960 |
2.9% |
4,768.8630 |
Low |
3,961.0010 |
4,028.9780 |
67.9770 |
1.7% |
3,961.0010 |
Close |
4,283.8820 |
4,081.0650 |
-202.8170 |
-4.7% |
4,283.8820 |
Range |
348.7020 |
407.4210 |
58.7190 |
16.8% |
807.8620 |
ATR |
281.7599 |
290.7357 |
8.9758 |
3.2% |
0.0000 |
Volume |
604,320 |
3,877 |
-600,443 |
-99.4% |
2,489,519 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,404.4103 |
5,150.1587 |
4,305.1466 |
|
R3 |
4,996.9893 |
4,742.7377 |
4,193.1058 |
|
R2 |
4,589.5683 |
4,589.5683 |
4,155.7589 |
|
R1 |
4,335.3167 |
4,335.3167 |
4,118.4119 |
4,258.7320 |
PP |
4,182.1473 |
4,182.1473 |
4,182.1473 |
4,143.8550 |
S1 |
3,927.8957 |
3,927.8957 |
4,043.7181 |
3,851.3110 |
S2 |
3,774.7263 |
3,774.7263 |
4,006.3712 |
|
S3 |
3,367.3053 |
3,520.4747 |
3,969.0242 |
|
S4 |
2,959.8843 |
3,113.0537 |
3,856.9835 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,761.5013 |
6,330.5537 |
4,728.2061 |
|
R3 |
5,953.6393 |
5,522.6917 |
4,506.0441 |
|
R2 |
5,145.7773 |
5,145.7773 |
4,431.9900 |
|
R1 |
4,714.8297 |
4,714.8297 |
4,357.9360 |
4,526.3725 |
PP |
4,337.9153 |
4,337.9153 |
4,337.9153 |
4,243.6868 |
S1 |
3,906.9677 |
3,906.9677 |
4,209.8280 |
3,718.5105 |
S2 |
3,530.0533 |
3,530.0533 |
4,135.7740 |
|
S3 |
2,722.1913 |
3,099.1057 |
4,061.7200 |
|
S4 |
1,914.3293 |
2,291.2437 |
3,839.5579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,584.4980 |
3,961.0010 |
623.4970 |
15.3% |
361.9774 |
8.9% |
19% |
False |
False |
498,069 |
10 |
4,865.4260 |
3,961.0010 |
904.4250 |
22.2% |
306.6790 |
7.5% |
13% |
False |
False |
441,469 |
20 |
4,865.4260 |
3,896.8760 |
968.5500 |
23.7% |
286.6187 |
7.0% |
19% |
False |
False |
366,810 |
40 |
4,865.4260 |
2,787.4490 |
2,077.9770 |
50.9% |
257.0372 |
6.3% |
62% |
False |
False |
361,253 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.1% |
279.2541 |
6.8% |
64% |
False |
False |
560,463 |
80 |
4,865.4260 |
2,419.9240 |
2,445.5020 |
59.9% |
265.3695 |
6.5% |
68% |
False |
False |
695,822 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
77.0% |
243.2554 |
6.0% |
75% |
False |
False |
795,204 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
77.3% |
242.3822 |
5.9% |
75% |
False |
False |
893,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,167.9383 |
2.618 |
5,503.0272 |
1.618 |
5,095.6062 |
1.000 |
4,843.8200 |
0.618 |
4,688.1852 |
HIGH |
4,436.3990 |
0.618 |
4,280.7642 |
0.500 |
4,232.6885 |
0.382 |
4,184.6128 |
LOW |
4,028.9780 |
0.618 |
3,777.1918 |
1.000 |
3,621.5570 |
1.618 |
3,369.7708 |
2.618 |
2,962.3498 |
4.250 |
2,297.4388 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,232.6885 |
4,198.7000 |
PP |
4,182.1473 |
4,159.4883 |
S1 |
4,131.6062 |
4,120.2767 |
|