Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,319.0 |
4,302.5 |
-16.5 |
-0.4% |
4,368.5 |
High |
4,327.0 |
4,304.5 |
-22.5 |
-0.5% |
4,409.5 |
Low |
4,263.0 |
4,236.5 |
-26.5 |
-0.6% |
4,327.0 |
Close |
4,288.5 |
4,277.0 |
-11.5 |
-0.3% |
4,355.0 |
Range |
64.0 |
68.0 |
4.0 |
6.3% |
82.5 |
ATR |
44.1 |
45.8 |
1.7 |
3.9% |
0.0 |
Volume |
835,671 |
735,209 |
-100,462 |
-12.0% |
2,950,179 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,476.7 |
4,444.8 |
4,314.4 |
|
R3 |
4,408.7 |
4,376.8 |
4,295.7 |
|
R2 |
4,340.7 |
4,340.7 |
4,289.5 |
|
R1 |
4,308.8 |
4,308.8 |
4,283.2 |
4,290.8 |
PP |
4,272.7 |
4,272.7 |
4,272.7 |
4,263.6 |
S1 |
4,240.8 |
4,240.8 |
4,270.8 |
4,222.8 |
S2 |
4,204.7 |
4,204.7 |
4,264.5 |
|
S3 |
4,136.7 |
4,172.8 |
4,258.3 |
|
S4 |
4,068.7 |
4,104.8 |
4,239.6 |
|
|
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 |
4,236.5 |
173.0 |
4.0% |
58.4 |
1.4% |
23% |
False |
True |
739,487 |
10 |
4,409.5 |
4,236.5 |
173.0 |
4.0% |
41.9 |
1.0% |
23% |
False |
True |
596,560 |
20 |
4,409.5 |
4,178.0 |
231.5 |
5.4% |
39.4 |
0.9% |
43% |
False |
False |
594,045 |
40 |
4,409.5 |
3,949.5 |
460.0 |
10.8% |
45.9 |
1.1% |
71% |
False |
False |
636,815 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.8% |
51.8 |
1.2% |
71% |
False |
False |
643,013 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.8% |
45.4 |
1.1% |
71% |
False |
False |
489,706 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.3% |
44.0 |
1.0% |
75% |
False |
False |
392,870 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.3% |
41.7 |
1.0% |
75% |
False |
False |
327,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,593.5 |
2.618 |
4,482.5 |
1.618 |
4,414.5 |
1.000 |
4,372.5 |
0.618 |
4,346.5 |
HIGH |
4,304.5 |
0.618 |
4,278.5 |
0.500 |
4,270.5 |
0.382 |
4,262.5 |
LOW |
4,236.5 |
0.618 |
4,194.5 |
1.000 |
4,168.5 |
1.618 |
4,126.5 |
2.618 |
4,058.5 |
4.250 |
3,947.5 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,274.8 |
4,302.5 |
PP |
4,272.7 |
4,294.0 |
S1 |
4,270.5 |
4,285.5 |
|