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 |
1,864.38 |
1,862.57 |
-1.81 |
-0.1% |
1,814.64 |
High |
1,867.82 |
1,875.09 |
7.27 |
0.4% |
1,867.57 |
Low |
1,856.62 |
1,849.60 |
-7.02 |
-0.4% |
1,813.24 |
Close |
1,862.55 |
1,849.92 |
-12.63 |
-0.7% |
1,864.23 |
Range |
11.20 |
25.49 |
14.29 |
127.6% |
54.33 |
ATR |
20.60 |
20.95 |
0.35 |
1.7% |
0.00 |
Volume |
6,302 |
6,328 |
26 |
0.4% |
30,571 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.67 |
1,917.79 |
1,863.94 |
|
R3 |
1,909.18 |
1,892.30 |
1,856.93 |
|
R2 |
1,883.69 |
1,883.69 |
1,854.59 |
|
R1 |
1,866.81 |
1,866.81 |
1,852.26 |
1,862.51 |
PP |
1,858.20 |
1,858.20 |
1,858.20 |
1,856.05 |
S1 |
1,841.32 |
1,841.32 |
1,847.58 |
1,837.02 |
S2 |
1,832.71 |
1,832.71 |
1,845.25 |
|
S3 |
1,807.22 |
1,815.83 |
1,842.91 |
|
S4 |
1,781.73 |
1,790.34 |
1,835.90 |
|
|
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 |
1,875.09 |
1,822.90 |
52.19 |
2.8% |
24.45 |
1.3% |
52% |
True |
False |
6,370 |
10 |
1,875.09 |
1,760.81 |
114.28 |
6.2% |
23.27 |
1.3% |
78% |
True |
False |
6,231 |
20 |
1,875.09 |
1,760.81 |
114.28 |
6.2% |
20.59 |
1.1% |
78% |
True |
False |
6,250 |
40 |
1,875.09 |
1,722.02 |
153.07 |
8.3% |
20.75 |
1.1% |
84% |
True |
False |
6,160 |
60 |
1,875.09 |
1,722.02 |
153.07 |
8.3% |
20.20 |
1.1% |
84% |
True |
False |
6,203 |
80 |
1,875.09 |
1,693.69 |
181.40 |
9.8% |
20.51 |
1.1% |
86% |
True |
False |
6,305 |
100 |
1,875.09 |
1,693.69 |
181.40 |
9.8% |
19.94 |
1.1% |
86% |
True |
False |
6,302 |
120 |
1,915.42 |
1,693.69 |
221.73 |
12.0% |
20.77 |
1.1% |
70% |
False |
False |
6,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,983.42 |
2.618 |
1,941.82 |
1.618 |
1,916.33 |
1.000 |
1,900.58 |
0.618 |
1,890.84 |
HIGH |
1,875.09 |
0.618 |
1,865.35 |
0.500 |
1,862.35 |
0.382 |
1,859.34 |
LOW |
1,849.60 |
0.618 |
1,833.85 |
1.000 |
1,824.11 |
1.618 |
1,808.36 |
2.618 |
1,782.87 |
4.250 |
1,741.27 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,862.35 |
1,860.23 |
PP |
1,858.20 |
1,856.79 |
S1 |
1,854.06 |
1,853.36 |
|