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 |
1,861.66 |
1,864.38 |
2.72 |
0.1% |
1,814.64 |
High |
1,867.57 |
1,867.82 |
0.25 |
0.0% |
1,867.57 |
Low |
1,845.37 |
1,856.62 |
11.25 |
0.6% |
1,813.24 |
Close |
1,864.23 |
1,862.55 |
-1.68 |
-0.1% |
1,864.23 |
Range |
22.20 |
11.20 |
-11.00 |
-49.5% |
54.33 |
ATR |
21.33 |
20.60 |
-0.72 |
-3.4% |
0.00 |
Volume |
6,511 |
6,302 |
-209 |
-3.2% |
30,571 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,895.93 |
1,890.44 |
1,868.71 |
|
R3 |
1,884.73 |
1,879.24 |
1,865.63 |
|
R2 |
1,873.53 |
1,873.53 |
1,864.60 |
|
R1 |
1,868.04 |
1,868.04 |
1,863.58 |
1,865.19 |
PP |
1,862.33 |
1,862.33 |
1,862.33 |
1,860.90 |
S1 |
1,856.84 |
1,856.84 |
1,861.52 |
1,853.99 |
S2 |
1,851.13 |
1,851.13 |
1,860.50 |
|
S3 |
1,839.93 |
1,845.64 |
1,859.47 |
|
S4 |
1,828.73 |
1,834.44 |
1,856.39 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.34 |
1,992.11 |
1,894.11 |
|
R3 |
1,957.01 |
1,937.78 |
1,879.17 |
|
R2 |
1,902.68 |
1,902.68 |
1,874.19 |
|
R1 |
1,883.45 |
1,883.45 |
1,869.21 |
1,893.07 |
PP |
1,848.35 |
1,848.35 |
1,848.35 |
1,853.15 |
S1 |
1,829.12 |
1,829.12 |
1,859.25 |
1,838.74 |
S2 |
1,794.02 |
1,794.02 |
1,854.27 |
|
S3 |
1,739.69 |
1,774.79 |
1,849.29 |
|
S4 |
1,685.36 |
1,720.46 |
1,834.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,867.82 |
1,819.50 |
48.32 |
2.6% |
21.91 |
1.2% |
89% |
True |
False |
6,346 |
10 |
1,867.82 |
1,760.81 |
107.01 |
5.7% |
21.66 |
1.2% |
95% |
True |
False |
6,233 |
20 |
1,867.82 |
1,760.81 |
107.01 |
5.7% |
20.34 |
1.1% |
95% |
True |
False |
6,263 |
40 |
1,867.82 |
1,722.02 |
145.80 |
7.8% |
20.66 |
1.1% |
96% |
True |
False |
6,150 |
60 |
1,867.82 |
1,722.02 |
145.80 |
7.8% |
20.25 |
1.1% |
96% |
True |
False |
6,203 |
80 |
1,867.82 |
1,693.69 |
174.13 |
9.3% |
20.37 |
1.1% |
97% |
True |
False |
6,305 |
100 |
1,867.82 |
1,693.69 |
174.13 |
9.3% |
19.83 |
1.1% |
97% |
True |
False |
6,300 |
120 |
1,915.42 |
1,693.69 |
221.73 |
11.9% |
20.66 |
1.1% |
76% |
False |
False |
6,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.42 |
2.618 |
1,897.14 |
1.618 |
1,885.94 |
1.000 |
1,879.02 |
0.618 |
1,874.74 |
HIGH |
1,867.82 |
0.618 |
1,863.54 |
0.500 |
1,862.22 |
0.382 |
1,860.90 |
LOW |
1,856.62 |
0.618 |
1,849.70 |
1.000 |
1,845.42 |
1.618 |
1,838.50 |
2.618 |
1,827.30 |
4.250 |
1,809.02 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,862.44 |
1,860.16 |
PP |
1,862.33 |
1,857.76 |
S1 |
1,862.22 |
1,855.37 |
|