| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,851.6 |
1,869.5 |
17.9 |
1.0% |
1,820.6 |
| High |
1,870.6 |
1,873.3 |
2.7 |
0.1% |
1,871.4 |
| Low |
1,851.1 |
1,856.6 |
5.5 |
0.3% |
1,813.8 |
| Close |
1,870.2 |
1,861.4 |
-8.8 |
-0.5% |
1,868.5 |
| Range |
19.5 |
16.7 |
-2.8 |
-14.4% |
57.6 |
| ATR |
23.8 |
23.3 |
-0.5 |
-2.1% |
0.0 |
| Volume |
172,417 |
186,062 |
13,645 |
7.9% |
1,184,276 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.9 |
1,904.3 |
1,870.6 |
|
| R3 |
1,897.2 |
1,887.6 |
1,866.0 |
|
| R2 |
1,880.5 |
1,880.5 |
1,864.5 |
|
| R1 |
1,870.9 |
1,870.9 |
1,862.9 |
1,867.4 |
| PP |
1,863.8 |
1,863.8 |
1,863.8 |
1,862.0 |
| S1 |
1,854.2 |
1,854.2 |
1,859.9 |
1,850.7 |
| S2 |
1,847.1 |
1,847.1 |
1,858.3 |
|
| S3 |
1,830.4 |
1,837.5 |
1,856.8 |
|
| S4 |
1,813.7 |
1,820.8 |
1,852.2 |
|
|
| 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 |
1,847.5 |
32.0 |
1.7% |
20.6 |
1.1% |
43% |
False |
False |
200,295 |
| 10 |
1,879.5 |
1,785.3 |
94.2 |
5.1% |
23.7 |
1.3% |
81% |
False |
False |
228,401 |
| 20 |
1,879.5 |
1,758.5 |
121.0 |
6.5% |
23.6 |
1.3% |
85% |
False |
False |
218,784 |
| 40 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
22.9 |
1.2% |
89% |
False |
False |
197,523 |
| 60 |
1,879.5 |
1,721.1 |
158.4 |
8.5% |
23.4 |
1.3% |
89% |
False |
False |
187,309 |
| 80 |
1,879.5 |
1,675.9 |
203.6 |
10.9% |
23.8 |
1.3% |
91% |
False |
False |
183,213 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
10.9% |
22.9 |
1.2% |
91% |
False |
False |
156,392 |
| 120 |
1,915.7 |
1,675.9 |
239.8 |
12.9% |
23.8 |
1.3% |
77% |
False |
False |
131,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.3 |
|
2.618 |
1,917.0 |
|
1.618 |
1,900.3 |
|
1.000 |
1,890.0 |
|
0.618 |
1,883.6 |
|
HIGH |
1,873.3 |
|
0.618 |
1,866.9 |
|
0.500 |
1,865.0 |
|
0.382 |
1,863.0 |
|
LOW |
1,856.6 |
|
0.618 |
1,846.3 |
|
1.000 |
1,839.9 |
|
1.618 |
1,829.6 |
|
2.618 |
1,812.9 |
|
4.250 |
1,785.6 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,865.0 |
1,865.3 |
| PP |
1,863.8 |
1,864.0 |
| S1 |
1,862.6 |
1,862.7 |
|