Trading Metrics calculated at close of trading on 19-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,396.0 |
4,385.5 |
-10.5 |
-0.2% |
4,368.5 |
High |
4,409.5 |
4,399.0 |
-10.5 |
-0.2% |
4,409.5 |
Low |
4,372.0 |
4,327.0 |
-45.0 |
-1.0% |
4,327.0 |
Close |
4,378.0 |
4,355.0 |
-23.0 |
-0.5% |
4,355.0 |
Range |
37.5 |
72.0 |
34.5 |
92.0% |
82.5 |
ATR |
38.4 |
40.8 |
2.4 |
6.3% |
0.0 |
Volume |
533,794 |
1,013,390 |
479,596 |
89.8% |
2,950,179 |
|
Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,576.3 |
4,537.7 |
4,394.6 |
|
R3 |
4,504.3 |
4,465.7 |
4,374.8 |
|
R2 |
4,432.3 |
4,432.3 |
4,368.2 |
|
R1 |
4,393.7 |
4,393.7 |
4,361.6 |
4,377.0 |
PP |
4,360.3 |
4,360.3 |
4,360.3 |
4,352.0 |
S1 |
4,321.7 |
4,321.7 |
4,348.4 |
4,305.0 |
S2 |
4,288.3 |
4,288.3 |
4,341.8 |
|
S3 |
4,216.3 |
4,249.7 |
4,335.2 |
|
S4 |
4,144.3 |
4,177.7 |
4,315.4 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.3 |
4,565.7 |
4,400.4 |
|
R3 |
4,528.8 |
4,483.2 |
4,377.7 |
|
R2 |
4,446.3 |
4,446.3 |
4,370.1 |
|
R1 |
4,400.7 |
4,400.7 |
4,362.6 |
4,382.3 |
PP |
4,363.8 |
4,363.8 |
4,363.8 |
4,354.6 |
S1 |
4,318.2 |
4,318.2 |
4,347.4 |
4,299.8 |
S2 |
4,281.3 |
4,281.3 |
4,339.9 |
|
S3 |
4,198.8 |
4,235.7 |
4,332.3 |
|
S4 |
4,116.3 |
4,153.2 |
4,309.6 |
|
|
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 |
4,327.0 |
82.5 |
1.9% |
35.9 |
0.8% |
34% |
False |
True |
590,035 |
10 |
4,409.5 |
4,314.0 |
95.5 |
2.2% |
32.4 |
0.7% |
43% |
False |
False |
529,916 |
20 |
4,409.5 |
4,173.0 |
236.5 |
5.4% |
34.6 |
0.8% |
77% |
False |
False |
564,446 |
40 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
47.0 |
1.1% |
88% |
False |
False |
641,059 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
50.3 |
1.2% |
88% |
False |
False |
609,743 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
44.1 |
1.0% |
88% |
False |
False |
463,581 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.1% |
43.1 |
1.0% |
90% |
False |
False |
371,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,705.0 |
2.618 |
4,587.5 |
1.618 |
4,515.5 |
1.000 |
4,471.0 |
0.618 |
4,443.5 |
HIGH |
4,399.0 |
0.618 |
4,371.5 |
0.500 |
4,363.0 |
0.382 |
4,354.5 |
LOW |
4,327.0 |
0.618 |
4,282.5 |
1.000 |
4,255.0 |
1.618 |
4,210.5 |
2.618 |
4,138.5 |
4.250 |
4,021.0 |
|
|
Fisher Pivots for day following 19-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,363.0 |
4,368.3 |
PP |
4,360.3 |
4,363.8 |
S1 |
4,357.7 |
4,359.4 |
|