Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,355.5 |
4,368.5 |
13.0 |
0.3% |
4,347.5 |
High |
4,366.5 |
4,379.5 |
13.0 |
0.3% |
4,366.5 |
Low |
4,345.0 |
4,357.5 |
12.5 |
0.3% |
4,314.0 |
Close |
4,365.5 |
4,373.0 |
7.5 |
0.2% |
4,365.5 |
Range |
21.5 |
22.0 |
0.5 |
2.3% |
52.5 |
ATR |
42.2 |
40.8 |
-1.4 |
-3.4% |
0.0 |
Volume |
456,079 |
429,399 |
-26,680 |
-5.8% |
2,348,986 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,436.0 |
4,426.5 |
4,385.1 |
|
R3 |
4,414.0 |
4,404.5 |
4,379.1 |
|
R2 |
4,392.0 |
4,392.0 |
4,377.0 |
|
R1 |
4,382.5 |
4,382.5 |
4,375.0 |
4,387.3 |
PP |
4,370.0 |
4,370.0 |
4,370.0 |
4,372.4 |
S1 |
4,360.5 |
4,360.5 |
4,371.0 |
4,365.3 |
S2 |
4,348.0 |
4,348.0 |
4,369.0 |
|
S3 |
4,326.0 |
4,338.5 |
4,367.0 |
|
S4 |
4,304.0 |
4,316.5 |
4,360.9 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,506.2 |
4,488.3 |
4,394.4 |
|
R3 |
4,453.7 |
4,435.8 |
4,379.9 |
|
R2 |
4,401.2 |
4,401.2 |
4,375.1 |
|
R1 |
4,383.3 |
4,383.3 |
4,370.3 |
4,392.3 |
PP |
4,348.7 |
4,348.7 |
4,348.7 |
4,353.1 |
S1 |
4,330.8 |
4,330.8 |
4,360.7 |
4,339.8 |
S2 |
4,296.2 |
4,296.2 |
4,355.9 |
|
S3 |
4,243.7 |
4,278.3 |
4,351.1 |
|
S4 |
4,191.2 |
4,225.8 |
4,336.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,379.5 |
4,314.0 |
65.5 |
1.5% |
28.8 |
0.7% |
90% |
True |
False |
470,414 |
10 |
4,379.5 |
4,262.0 |
117.5 |
2.7% |
31.0 |
0.7% |
94% |
True |
False |
500,953 |
20 |
4,379.5 |
4,127.0 |
252.5 |
5.8% |
33.5 |
0.8% |
97% |
True |
False |
546,238 |
40 |
4,379.5 |
3,949.5 |
430.0 |
9.8% |
50.4 |
1.2% |
98% |
True |
False |
651,152 |
60 |
4,379.5 |
3,949.5 |
430.0 |
9.8% |
49.2 |
1.1% |
98% |
True |
False |
570,680 |
80 |
4,379.5 |
3,949.5 |
430.0 |
9.8% |
43.4 |
1.0% |
98% |
True |
False |
432,133 |
100 |
4,379.5 |
3,882.0 |
497.5 |
11.4% |
42.8 |
1.0% |
99% |
True |
False |
346,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,473.0 |
2.618 |
4,437.1 |
1.618 |
4,415.1 |
1.000 |
4,401.5 |
0.618 |
4,393.1 |
HIGH |
4,379.5 |
0.618 |
4,371.1 |
0.500 |
4,368.5 |
0.382 |
4,365.9 |
LOW |
4,357.5 |
0.618 |
4,343.9 |
1.000 |
4,335.5 |
1.618 |
4,321.9 |
2.618 |
4,299.9 |
4.250 |
4,264.0 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,371.5 |
4,364.8 |
PP |
4,370.0 |
4,356.7 |
S1 |
4,368.5 |
4,348.5 |
|