Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,807.1 |
1,789.8 |
-17.3 |
-1.0% |
1,872.6 |
High |
1,812.5 |
1,796.2 |
-16.3 |
-0.9% |
1,879.5 |
Low |
1,781.7 |
1,777.4 |
-4.3 |
-0.2% |
1,844.2 |
Close |
1,783.8 |
1,784.3 |
0.5 |
0.0% |
1,851.6 |
Range |
30.8 |
18.8 |
-12.0 |
-39.0% |
35.3 |
ATR |
25.6 |
25.1 |
-0.5 |
-1.9% |
0.0 |
Volume |
311,348 |
203,236 |
-108,112 |
-34.7% |
1,034,201 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.4 |
1,832.1 |
1,794.6 |
|
R3 |
1,823.6 |
1,813.3 |
1,789.5 |
|
R2 |
1,804.8 |
1,804.8 |
1,787.7 |
|
R1 |
1,794.5 |
1,794.5 |
1,786.0 |
1,790.3 |
PP |
1,786.0 |
1,786.0 |
1,786.0 |
1,783.8 |
S1 |
1,775.7 |
1,775.7 |
1,782.6 |
1,771.5 |
S2 |
1,767.2 |
1,767.2 |
1,780.9 |
|
S3 |
1,748.4 |
1,756.9 |
1,779.1 |
|
S4 |
1,729.6 |
1,738.1 |
1,774.0 |
|
|
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 |
1,777.4 |
95.9 |
5.4% |
27.6 |
1.5% |
7% |
False |
True |
257,517 |
10 |
1,879.5 |
1,777.4 |
102.1 |
5.7% |
24.8 |
1.4% |
7% |
False |
True |
230,831 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.8% |
24.9 |
1.4% |
21% |
False |
False |
231,503 |
40 |
1,879.5 |
1,721.8 |
157.7 |
8.8% |
23.8 |
1.3% |
40% |
False |
False |
208,002 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
23.9 |
1.3% |
40% |
False |
False |
195,443 |
80 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
24.4 |
1.4% |
53% |
False |
False |
189,077 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.3 |
1.3% |
53% |
False |
False |
167,136 |
120 |
1,910.1 |
1,675.9 |
234.2 |
13.1% |
23.8 |
1.3% |
46% |
False |
False |
140,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.1 |
2.618 |
1,845.4 |
1.618 |
1,826.6 |
1.000 |
1,815.0 |
0.618 |
1,807.8 |
HIGH |
1,796.2 |
0.618 |
1,789.0 |
0.500 |
1,786.8 |
0.382 |
1,784.6 |
LOW |
1,777.4 |
0.618 |
1,765.8 |
1.000 |
1,758.6 |
1.618 |
1,747.0 |
2.618 |
1,728.2 |
4.250 |
1,697.5 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,786.8 |
1,813.9 |
PP |
1,786.0 |
1,804.0 |
S1 |
1,785.1 |
1,794.2 |
|