| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,864.9 |
1,851.6 |
-13.3 |
-0.7% |
1,820.6 |
| High |
1,879.5 |
1,870.6 |
-8.9 |
-0.5% |
1,871.4 |
| Low |
1,851.0 |
1,851.1 |
0.1 |
0.0% |
1,813.8 |
| Close |
1,854.1 |
1,870.2 |
16.1 |
0.9% |
1,868.5 |
| Range |
28.5 |
19.5 |
-9.0 |
-31.6% |
57.6 |
| ATR |
24.1 |
23.8 |
-0.3 |
-1.4% |
0.0 |
| Volume |
220,431 |
172,417 |
-48,014 |
-21.8% |
1,184,276 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,922.5 |
1,915.8 |
1,880.9 |
|
| R3 |
1,903.0 |
1,896.3 |
1,875.6 |
|
| R2 |
1,883.5 |
1,883.5 |
1,873.8 |
|
| R1 |
1,876.8 |
1,876.8 |
1,872.0 |
1,880.2 |
| PP |
1,864.0 |
1,864.0 |
1,864.0 |
1,865.6 |
| S1 |
1,857.3 |
1,857.3 |
1,868.4 |
1,860.7 |
| S2 |
1,844.5 |
1,844.5 |
1,866.6 |
|
| S3 |
1,825.0 |
1,837.8 |
1,864.8 |
|
| S4 |
1,805.5 |
1,818.3 |
1,859.5 |
|
|
| 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 |
1,845.1 |
34.4 |
1.8% |
22.0 |
1.2% |
73% |
False |
False |
204,145 |
| 10 |
1,879.5 |
1,769.3 |
110.2 |
5.9% |
25.2 |
1.3% |
92% |
False |
False |
232,055 |
| 20 |
1,879.5 |
1,758.5 |
121.0 |
6.5% |
23.4 |
1.3% |
92% |
False |
False |
216,417 |
| 40 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
23.4 |
1.3% |
94% |
False |
False |
198,507 |
| 60 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
23.5 |
1.3% |
94% |
False |
False |
186,932 |
| 80 |
1,879.5 |
1,675.9 |
203.6 |
10.9% |
23.8 |
1.3% |
95% |
False |
False |
183,370 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
10.9% |
23.1 |
1.2% |
95% |
False |
False |
154,607 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.2% |
23.8 |
1.3% |
79% |
False |
False |
129,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,953.5 |
|
2.618 |
1,921.7 |
|
1.618 |
1,902.2 |
|
1.000 |
1,890.1 |
|
0.618 |
1,882.7 |
|
HIGH |
1,870.6 |
|
0.618 |
1,863.2 |
|
0.500 |
1,860.9 |
|
0.382 |
1,858.5 |
|
LOW |
1,851.1 |
|
0.618 |
1,839.0 |
|
1.000 |
1,831.6 |
|
1.618 |
1,819.5 |
|
2.618 |
1,800.0 |
|
4.250 |
1,768.2 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.1 |
1,868.6 |
| PP |
1,864.0 |
1,866.9 |
| S1 |
1,860.9 |
1,865.3 |
|