Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,860.8 |
1,848.3 |
-12.5 |
-0.7% |
1,872.6 |
High |
1,868.1 |
1,850.4 |
-17.7 |
-0.9% |
1,879.5 |
Low |
1,844.2 |
1,802.4 |
-41.8 |
-2.3% |
1,844.2 |
Close |
1,851.6 |
1,806.3 |
-45.3 |
-2.4% |
1,851.6 |
Range |
23.9 |
48.0 |
24.1 |
100.8% |
35.3 |
ATR |
23.3 |
25.2 |
1.8 |
7.9% |
0.0 |
Volume |
234,083 |
352,857 |
118,774 |
50.7% |
1,034,201 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,963.7 |
1,933.0 |
1,832.7 |
|
R3 |
1,915.7 |
1,885.0 |
1,819.5 |
|
R2 |
1,867.7 |
1,867.7 |
1,815.1 |
|
R1 |
1,837.0 |
1,837.0 |
1,810.7 |
1,828.4 |
PP |
1,819.7 |
1,819.7 |
1,819.7 |
1,815.4 |
S1 |
1,789.0 |
1,789.0 |
1,801.9 |
1,780.4 |
S2 |
1,771.7 |
1,771.7 |
1,797.5 |
|
S3 |
1,723.7 |
1,741.0 |
1,793.1 |
|
S4 |
1,675.7 |
1,693.0 |
1,779.9 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.3 |
1,943.3 |
1,871.0 |
|
R3 |
1,929.0 |
1,908.0 |
1,861.3 |
|
R2 |
1,893.7 |
1,893.7 |
1,858.1 |
|
R1 |
1,872.7 |
1,872.7 |
1,854.8 |
1,865.6 |
PP |
1,858.4 |
1,858.4 |
1,858.4 |
1,854.9 |
S1 |
1,837.4 |
1,837.4 |
1,848.4 |
1,830.3 |
S2 |
1,823.1 |
1,823.1 |
1,845.1 |
|
S3 |
1,787.8 |
1,802.1 |
1,841.9 |
|
S4 |
1,752.5 |
1,766.8 |
1,832.2 |
|
|
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 |
1,802.4 |
77.1 |
4.3% |
27.3 |
1.5% |
5% |
False |
True |
233,170 |
10 |
1,879.5 |
1,802.4 |
77.1 |
4.3% |
26.0 |
1.4% |
5% |
False |
True |
237,092 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.7% |
24.6 |
1.4% |
40% |
False |
False |
224,811 |
40 |
1,879.5 |
1,721.1 |
158.4 |
8.8% |
23.8 |
1.3% |
54% |
False |
False |
204,968 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.8% |
23.6 |
1.3% |
54% |
False |
False |
191,455 |
80 |
1,879.5 |
1,675.9 |
203.6 |
11.3% |
24.1 |
1.3% |
64% |
False |
False |
185,935 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.3% |
23.3 |
1.3% |
64% |
False |
False |
162,159 |
120 |
1,910.1 |
1,675.9 |
234.2 |
13.0% |
23.9 |
1.3% |
56% |
False |
False |
135,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.4 |
2.618 |
1,976.1 |
1.618 |
1,928.1 |
1.000 |
1,898.4 |
0.618 |
1,880.1 |
HIGH |
1,850.4 |
0.618 |
1,832.1 |
0.500 |
1,826.4 |
0.382 |
1,820.7 |
LOW |
1,802.4 |
0.618 |
1,772.7 |
1.000 |
1,754.4 |
1.618 |
1,724.7 |
2.618 |
1,676.7 |
4.250 |
1,598.4 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,826.4 |
1,837.9 |
PP |
1,819.7 |
1,827.3 |
S1 |
1,813.0 |
1,816.8 |
|