Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,081.0520 |
4,352.3420 |
271.2900 |
6.6% |
4,657.9010 |
High |
4,386.9320 |
4,369.3220 |
-17.6100 |
-0.4% |
4,768.8630 |
Low |
4,067.4260 |
4,171.2240 |
103.7980 |
2.6% |
3,961.0010 |
Close |
4,352.8810 |
4,260.2400 |
-92.6410 |
-2.1% |
4,283.8820 |
Range |
319.5060 |
198.0980 |
-121.4080 |
-38.0% |
807.8620 |
ATR |
292.7907 |
286.0269 |
-6.7638 |
-2.3% |
0.0000 |
Volume |
556,539 |
364,426 |
-192,113 |
-34.5% |
2,489,519 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,861.2227 |
4,758.8293 |
4,369.1939 |
|
R3 |
4,663.1247 |
4,560.7313 |
4,314.7170 |
|
R2 |
4,465.0267 |
4,465.0267 |
4,296.5580 |
|
R1 |
4,362.6333 |
4,362.6333 |
4,278.3990 |
4,314.7810 |
PP |
4,266.9287 |
4,266.9287 |
4,266.9287 |
4,243.0025 |
S1 |
4,164.5353 |
4,164.5353 |
4,242.0810 |
4,116.6830 |
S2 |
4,068.8307 |
4,068.8307 |
4,223.9220 |
|
S3 |
3,870.7327 |
3,966.4373 |
4,205.7631 |
|
S4 |
3,672.6347 |
3,768.3393 |
4,151.2861 |
|
|
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 |
4,436.3990 |
3,961.0010 |
475.3980 |
11.2% |
330.6400 |
7.8% |
63% |
False |
False |
419,961 |
10 |
4,806.0420 |
3,961.0010 |
845.0410 |
19.8% |
311.3599 |
7.3% |
35% |
False |
False |
426,415 |
20 |
4,865.4260 |
3,896.8760 |
968.5500 |
22.7% |
287.0313 |
6.7% |
38% |
False |
False |
385,589 |
40 |
4,865.4260 |
2,807.0740 |
2,058.3520 |
48.3% |
260.4326 |
6.1% |
71% |
False |
False |
347,147 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.8% |
279.9999 |
6.6% |
73% |
False |
False |
550,839 |
80 |
4,865.4260 |
2,461.2590 |
2,404.1670 |
56.4% |
266.0418 |
6.2% |
75% |
False |
False |
671,817 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
73.8% |
245.7338 |
5.8% |
81% |
False |
False |
785,564 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
74.1% |
241.7043 |
5.7% |
81% |
False |
False |
883,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,211.2385 |
2.618 |
4,887.9426 |
1.618 |
4,689.8446 |
1.000 |
4,567.4200 |
0.618 |
4,491.7466 |
HIGH |
4,369.3220 |
0.618 |
4,293.6486 |
0.500 |
4,270.2730 |
0.382 |
4,246.8974 |
LOW |
4,171.2240 |
0.618 |
4,048.7994 |
1.000 |
3,973.1260 |
1.618 |
3,850.7014 |
2.618 |
3,652.6034 |
4.250 |
3,329.3075 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,270.2730 |
4,251.0562 |
PP |
4,266.9287 |
4,241.8723 |
S1 |
4,263.5843 |
4,232.6885 |
|