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 |
1,872.6 |
1,864.9 |
-7.7 |
-0.4% |
1,820.6 |
High |
1,873.0 |
1,879.5 |
6.5 |
0.3% |
1,871.4 |
Low |
1,858.5 |
1,851.0 |
-7.5 |
-0.4% |
1,813.8 |
Close |
1,866.6 |
1,854.1 |
-12.5 |
-0.7% |
1,868.5 |
Range |
14.5 |
28.5 |
14.0 |
96.6% |
57.6 |
ATR |
23.8 |
24.1 |
0.3 |
1.4% |
0.0 |
Volume |
221,208 |
220,431 |
-777 |
-0.4% |
1,184,276 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.0 |
1,929.1 |
1,869.8 |
|
R3 |
1,918.5 |
1,900.6 |
1,861.9 |
|
R2 |
1,890.0 |
1,890.0 |
1,859.3 |
|
R1 |
1,872.1 |
1,872.1 |
1,856.7 |
1,866.8 |
PP |
1,861.5 |
1,861.5 |
1,861.5 |
1,858.9 |
S1 |
1,843.6 |
1,843.6 |
1,851.5 |
1,838.3 |
S2 |
1,833.0 |
1,833.0 |
1,848.9 |
|
S3 |
1,804.5 |
1,815.1 |
1,846.3 |
|
S4 |
1,776.0 |
1,786.6 |
1,838.4 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.0 |
2,003.9 |
1,900.2 |
|
R3 |
1,966.4 |
1,946.3 |
1,884.3 |
|
R2 |
1,908.8 |
1,908.8 |
1,879.1 |
|
R1 |
1,888.7 |
1,888.7 |
1,873.8 |
1,898.8 |
PP |
1,851.2 |
1,851.2 |
1,851.2 |
1,856.3 |
S1 |
1,831.1 |
1,831.1 |
1,863.2 |
1,841.2 |
S2 |
1,793.6 |
1,793.6 |
1,857.9 |
|
S3 |
1,736.0 |
1,773.5 |
1,852.7 |
|
S4 |
1,678.4 |
1,715.9 |
1,836.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,879.5 |
1,823.0 |
56.5 |
3.0% |
27.6 |
1.5% |
55% |
True |
False |
240,219 |
10 |
1,879.5 |
1,758.5 |
121.0 |
6.5% |
26.3 |
1.4% |
79% |
True |
False |
240,556 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.5% |
23.5 |
1.3% |
79% |
True |
False |
216,500 |
40 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
23.5 |
1.3% |
84% |
True |
False |
198,506 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
23.3 |
1.3% |
84% |
True |
False |
185,971 |
80 |
1,879.5 |
1,675.9 |
203.6 |
11.0% |
23.7 |
1.3% |
88% |
True |
False |
182,186 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.0% |
23.0 |
1.2% |
88% |
True |
False |
152,920 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.3% |
23.9 |
1.3% |
72% |
False |
False |
128,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,000.6 |
2.618 |
1,954.1 |
1.618 |
1,925.6 |
1.000 |
1,908.0 |
0.618 |
1,897.1 |
HIGH |
1,879.5 |
0.618 |
1,868.6 |
0.500 |
1,865.3 |
0.382 |
1,861.9 |
LOW |
1,851.0 |
0.618 |
1,833.4 |
1.000 |
1,822.5 |
1.618 |
1,804.9 |
2.618 |
1,776.4 |
4.250 |
1,729.9 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,865.3 |
1,863.5 |
PP |
1,861.5 |
1,860.4 |
S1 |
1,857.8 |
1,857.2 |
|