| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
4,368.5 |
4,375.0 |
6.5 |
0.1% |
4,347.5 |
| High |
4,379.5 |
4,403.0 |
23.5 |
0.5% |
4,366.5 |
| Low |
4,357.5 |
4,370.5 |
13.0 |
0.3% |
4,314.0 |
| Close |
4,373.0 |
4,396.0 |
23.0 |
0.5% |
4,365.5 |
| Range |
22.0 |
32.5 |
10.5 |
47.7% |
52.5 |
| ATR |
40.8 |
40.2 |
-0.6 |
-1.4% |
0.0 |
| Volume |
429,399 |
495,062 |
65,663 |
15.3% |
2,348,986 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,487.3 |
4,474.2 |
4,413.9 |
|
| R3 |
4,454.8 |
4,441.7 |
4,404.9 |
|
| R2 |
4,422.3 |
4,422.3 |
4,402.0 |
|
| R1 |
4,409.2 |
4,409.2 |
4,399.0 |
4,415.8 |
| PP |
4,389.8 |
4,389.8 |
4,389.8 |
4,393.1 |
| S1 |
4,376.7 |
4,376.7 |
4,393.0 |
4,383.3 |
| S2 |
4,357.3 |
4,357.3 |
4,390.0 |
|
| S3 |
4,324.8 |
4,344.2 |
4,387.1 |
|
| S4 |
4,292.3 |
4,311.7 |
4,378.1 |
|
|
| 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 |
4,403.0 |
4,314.0 |
89.0 |
2.0% |
29.5 |
0.7% |
92% |
True |
False |
458,144 |
| 10 |
4,403.0 |
4,280.0 |
123.0 |
2.8% |
31.2 |
0.7% |
94% |
True |
False |
503,567 |
| 20 |
4,403.0 |
4,127.0 |
276.0 |
6.3% |
34.1 |
0.8% |
97% |
True |
False |
548,249 |
| 40 |
4,403.0 |
3,949.5 |
453.5 |
10.3% |
49.4 |
1.1% |
98% |
True |
False |
640,436 |
| 60 |
4,403.0 |
3,949.5 |
453.5 |
10.3% |
49.4 |
1.1% |
98% |
True |
False |
578,860 |
| 80 |
4,403.0 |
3,949.5 |
453.5 |
10.3% |
43.5 |
1.0% |
98% |
True |
False |
438,289 |
| 100 |
4,403.0 |
3,882.0 |
521.0 |
11.9% |
43.2 |
1.0% |
99% |
True |
False |
351,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,541.1 |
|
2.618 |
4,488.1 |
|
1.618 |
4,455.6 |
|
1.000 |
4,435.5 |
|
0.618 |
4,423.1 |
|
HIGH |
4,403.0 |
|
0.618 |
4,390.6 |
|
0.500 |
4,386.8 |
|
0.382 |
4,382.9 |
|
LOW |
4,370.5 |
|
0.618 |
4,350.4 |
|
1.000 |
4,338.0 |
|
1.618 |
4,317.9 |
|
2.618 |
4,285.4 |
|
4.250 |
4,232.4 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,392.9 |
4,388.7 |
| PP |
4,389.8 |
4,381.3 |
| S1 |
4,386.8 |
4,374.0 |
|