Trading Metrics calculated at close of trading on 18-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,396.0 |
4,396.0 |
0.0 |
0.0% |
4,347.5 |
High |
4,403.5 |
4,409.5 |
6.0 |
0.1% |
4,366.5 |
Low |
4,388.0 |
4,372.0 |
-16.0 |
-0.4% |
4,314.0 |
Close |
4,395.5 |
4,378.0 |
-17.5 |
-0.4% |
4,365.5 |
Range |
15.5 |
37.5 |
22.0 |
141.9% |
52.5 |
ATR |
38.4 |
38.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
478,534 |
533,794 |
55,260 |
11.5% |
2,348,986 |
|
Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.0 |
4,476.0 |
4,398.6 |
|
R3 |
4,461.5 |
4,438.5 |
4,388.3 |
|
R2 |
4,424.0 |
4,424.0 |
4,384.9 |
|
R1 |
4,401.0 |
4,401.0 |
4,381.4 |
4,393.8 |
PP |
4,386.5 |
4,386.5 |
4,386.5 |
4,382.9 |
S1 |
4,363.5 |
4,363.5 |
4,374.6 |
4,356.3 |
S2 |
4,349.0 |
4,349.0 |
4,371.1 |
|
S3 |
4,311.5 |
4,326.0 |
4,367.7 |
|
S4 |
4,274.0 |
4,288.5 |
4,357.4 |
|
|
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 |
4,409.5 |
4,345.0 |
64.5 |
1.5% |
25.8 |
0.6% |
51% |
True |
False |
478,573 |
10 |
4,409.5 |
4,314.0 |
95.5 |
2.2% |
30.2 |
0.7% |
67% |
True |
False |
495,561 |
20 |
4,409.5 |
4,149.5 |
260.0 |
5.9% |
33.1 |
0.8% |
88% |
True |
False |
546,856 |
40 |
4,409.5 |
3,949.5 |
460.0 |
10.5% |
47.0 |
1.1% |
93% |
True |
False |
630,076 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.5% |
49.6 |
1.1% |
93% |
True |
False |
594,945 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.5% |
43.4 |
1.0% |
93% |
True |
False |
450,914 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.0% |
42.9 |
1.0% |
94% |
True |
False |
361,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,568.9 |
2.618 |
4,507.7 |
1.618 |
4,470.2 |
1.000 |
4,447.0 |
0.618 |
4,432.7 |
HIGH |
4,409.5 |
0.618 |
4,395.2 |
0.500 |
4,390.8 |
0.382 |
4,386.3 |
LOW |
4,372.0 |
0.618 |
4,348.8 |
1.000 |
4,334.5 |
1.618 |
4,311.3 |
2.618 |
4,273.8 |
4.250 |
4,212.6 |
|
|
Fisher Pivots for day following 18-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,390.8 |
4,390.0 |
PP |
4,386.5 |
4,386.0 |
S1 |
4,382.3 |
4,382.0 |
|