Trading Metrics calculated at close of trading on 23-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,848.3 |
1,807.1 |
-41.2 |
-2.2% |
1,872.6 |
High |
1,850.4 |
1,812.5 |
-37.9 |
-2.0% |
1,879.5 |
Low |
1,802.4 |
1,781.7 |
-20.7 |
-1.1% |
1,844.2 |
Close |
1,806.3 |
1,783.8 |
-22.5 |
-1.2% |
1,851.6 |
Range |
48.0 |
30.8 |
-17.2 |
-35.8% |
35.3 |
ATR |
25.2 |
25.6 |
0.4 |
1.6% |
0.0 |
Volume |
352,857 |
311,348 |
-41,509 |
-11.8% |
1,034,201 |
|
Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.1 |
1,865.2 |
1,800.7 |
|
R3 |
1,854.3 |
1,834.4 |
1,792.3 |
|
R2 |
1,823.5 |
1,823.5 |
1,789.4 |
|
R1 |
1,803.6 |
1,803.6 |
1,786.6 |
1,798.2 |
PP |
1,792.7 |
1,792.7 |
1,792.7 |
1,789.9 |
S1 |
1,772.8 |
1,772.8 |
1,781.0 |
1,767.4 |
S2 |
1,761.9 |
1,761.9 |
1,778.2 |
|
S3 |
1,731.1 |
1,742.0 |
1,775.3 |
|
S4 |
1,700.3 |
1,711.2 |
1,766.9 |
|
|
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 |
1,873.3 |
1,781.7 |
91.6 |
5.1% |
27.8 |
1.6% |
2% |
False |
True |
251,353 |
10 |
1,879.5 |
1,781.7 |
97.8 |
5.5% |
27.7 |
1.6% |
2% |
False |
True |
245,786 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.8% |
24.8 |
1.4% |
21% |
False |
False |
230,482 |
40 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
23.9 |
1.3% |
40% |
False |
False |
207,356 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
23.9 |
1.3% |
40% |
False |
False |
194,896 |
80 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
24.3 |
1.4% |
53% |
False |
False |
187,830 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.4 |
1.3% |
53% |
False |
False |
165,201 |
120 |
1,910.1 |
1,675.9 |
234.2 |
13.1% |
23.8 |
1.3% |
46% |
False |
False |
138,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.4 |
2.618 |
1,893.1 |
1.618 |
1,862.3 |
1.000 |
1,843.3 |
0.618 |
1,831.5 |
HIGH |
1,812.5 |
0.618 |
1,800.7 |
0.500 |
1,797.1 |
0.382 |
1,793.5 |
LOW |
1,781.7 |
0.618 |
1,762.7 |
1.000 |
1,750.9 |
1.618 |
1,731.9 |
2.618 |
1,701.1 |
4.250 |
1,650.8 |
|
|
Fisher Pivots for day following 23-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,797.1 |
1,824.9 |
PP |
1,792.7 |
1,811.2 |
S1 |
1,788.2 |
1,797.5 |
|