| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,099.0 |
16,100.0 |
1.0 |
0.0% |
16,027.0 |
| High |
16,120.0 |
16,146.0 |
26.0 |
0.2% |
16,120.0 |
| Low |
16,059.0 |
16,063.0 |
4.0 |
0.0% |
15,977.0 |
| Close |
16,095.0 |
16,132.0 |
37.0 |
0.2% |
16,095.0 |
| Range |
61.0 |
83.0 |
22.0 |
36.1% |
143.0 |
| ATR |
144.8 |
140.4 |
-4.4 |
-3.0% |
0.0 |
| Volume |
42,414 |
45,763 |
3,349 |
7.9% |
256,045 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,362.7 |
16,330.3 |
16,177.7 |
|
| R3 |
16,279.7 |
16,247.3 |
16,154.8 |
|
| R2 |
16,196.7 |
16,196.7 |
16,147.2 |
|
| R1 |
16,164.3 |
16,164.3 |
16,139.6 |
16,180.5 |
| PP |
16,113.7 |
16,113.7 |
16,113.7 |
16,121.8 |
| S1 |
16,081.3 |
16,081.3 |
16,124.4 |
16,097.5 |
| S2 |
16,030.7 |
16,030.7 |
16,116.8 |
|
| S3 |
15,947.7 |
15,998.3 |
16,109.2 |
|
| S4 |
15,864.7 |
15,915.3 |
16,086.4 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,493.0 |
16,437.0 |
16,173.7 |
|
| R3 |
16,350.0 |
16,294.0 |
16,134.3 |
|
| R2 |
16,207.0 |
16,207.0 |
16,121.2 |
|
| R1 |
16,151.0 |
16,151.0 |
16,108.1 |
16,179.0 |
| PP |
16,064.0 |
16,064.0 |
16,064.0 |
16,078.0 |
| S1 |
16,008.0 |
16,008.0 |
16,081.9 |
16,036.0 |
| S2 |
15,921.0 |
15,921.0 |
16,068.8 |
|
| S3 |
15,778.0 |
15,865.0 |
16,055.7 |
|
| S4 |
15,635.0 |
15,722.0 |
16,016.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,146.0 |
15,977.0 |
169.0 |
1.0% |
93.2 |
0.6% |
92% |
True |
False |
51,914 |
| 10 |
16,146.0 |
15,760.0 |
386.0 |
2.4% |
99.5 |
0.6% |
96% |
True |
False |
52,751 |
| 20 |
16,146.0 |
15,380.0 |
766.0 |
4.7% |
111.9 |
0.7% |
98% |
True |
False |
57,135 |
| 40 |
16,146.0 |
14,795.0 |
1,351.0 |
8.4% |
160.7 |
1.0% |
99% |
True |
False |
63,029 |
| 60 |
16,146.0 |
14,795.0 |
1,351.0 |
8.4% |
161.3 |
1.0% |
99% |
True |
False |
48,210 |
| 80 |
16,146.0 |
14,795.0 |
1,351.0 |
8.4% |
145.8 |
0.9% |
99% |
True |
False |
36,162 |
| 100 |
16,146.0 |
14,795.0 |
1,351.0 |
8.4% |
151.4 |
0.9% |
99% |
True |
False |
28,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,498.8 |
|
2.618 |
16,363.3 |
|
1.618 |
16,280.3 |
|
1.000 |
16,229.0 |
|
0.618 |
16,197.3 |
|
HIGH |
16,146.0 |
|
0.618 |
16,114.3 |
|
0.500 |
16,104.5 |
|
0.382 |
16,094.7 |
|
LOW |
16,063.0 |
|
0.618 |
16,011.7 |
|
1.000 |
15,980.0 |
|
1.618 |
15,928.7 |
|
2.618 |
15,845.7 |
|
4.250 |
15,710.3 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,122.8 |
16,111.2 |
| PP |
16,113.7 |
16,090.3 |
| S1 |
16,104.5 |
16,069.5 |
|