Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,385.5 |
4,353.0 |
-32.5 |
-0.7% |
4,368.5 |
High |
4,399.0 |
4,368.5 |
-30.5 |
-0.7% |
4,409.5 |
Low |
4,327.0 |
4,318.0 |
-9.0 |
-0.2% |
4,327.0 |
Close |
4,355.0 |
4,341.5 |
-13.5 |
-0.3% |
4,355.0 |
Range |
72.0 |
50.5 |
-21.5 |
-29.9% |
82.5 |
ATR |
40.8 |
41.5 |
0.7 |
1.7% |
0.0 |
Volume |
1,013,390 |
579,374 |
-434,016 |
-42.8% |
2,950,179 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.2 |
4,468.3 |
4,369.3 |
|
R3 |
4,443.7 |
4,417.8 |
4,355.4 |
|
R2 |
4,393.2 |
4,393.2 |
4,350.8 |
|
R1 |
4,367.3 |
4,367.3 |
4,346.1 |
4,355.0 |
PP |
4,342.7 |
4,342.7 |
4,342.7 |
4,336.5 |
S1 |
4,316.8 |
4,316.8 |
4,336.9 |
4,304.5 |
S2 |
4,292.2 |
4,292.2 |
4,332.2 |
|
S3 |
4,241.7 |
4,266.3 |
4,327.6 |
|
S4 |
4,191.2 |
4,215.8 |
4,313.7 |
|
|
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 |
4,318.0 |
91.5 |
2.1% |
41.6 |
1.0% |
26% |
False |
True |
620,030 |
10 |
4,409.5 |
4,314.0 |
95.5 |
2.2% |
35.2 |
0.8% |
29% |
False |
False |
545,222 |
20 |
4,409.5 |
4,178.0 |
231.5 |
5.3% |
36.2 |
0.8% |
71% |
False |
False |
571,913 |
40 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
47.2 |
1.1% |
85% |
False |
False |
642,355 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
50.6 |
1.2% |
85% |
False |
False |
619,007 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.6% |
44.3 |
1.0% |
85% |
False |
False |
470,817 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.2% |
43.5 |
1.0% |
87% |
False |
False |
377,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.1 |
2.618 |
4,500.7 |
1.618 |
4,450.2 |
1.000 |
4,419.0 |
0.618 |
4,399.7 |
HIGH |
4,368.5 |
0.618 |
4,349.2 |
0.500 |
4,343.3 |
0.382 |
4,337.3 |
LOW |
4,318.0 |
0.618 |
4,286.8 |
1.000 |
4,267.5 |
1.618 |
4,236.3 |
2.618 |
4,185.8 |
4.250 |
4,103.4 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,343.3 |
4,363.8 |
PP |
4,342.7 |
4,356.3 |
S1 |
4,342.1 |
4,348.9 |
|