| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,100.0 |
16,130.0 |
30.0 |
0.2% |
16,027.0 |
| High |
16,146.0 |
16,261.0 |
115.0 |
0.7% |
16,120.0 |
| Low |
16,063.0 |
16,112.0 |
49.0 |
0.3% |
15,977.0 |
| Close |
16,132.0 |
16,246.0 |
114.0 |
0.7% |
16,095.0 |
| Range |
83.0 |
149.0 |
66.0 |
79.5% |
143.0 |
| ATR |
140.4 |
141.0 |
0.6 |
0.4% |
0.0 |
| Volume |
45,763 |
60,325 |
14,562 |
31.8% |
256,045 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,653.3 |
16,598.7 |
16,328.0 |
|
| R3 |
16,504.3 |
16,449.7 |
16,287.0 |
|
| R2 |
16,355.3 |
16,355.3 |
16,273.3 |
|
| R1 |
16,300.7 |
16,300.7 |
16,259.7 |
16,328.0 |
| PP |
16,206.3 |
16,206.3 |
16,206.3 |
16,220.0 |
| S1 |
16,151.7 |
16,151.7 |
16,232.3 |
16,179.0 |
| S2 |
16,057.3 |
16,057.3 |
16,218.7 |
|
| S3 |
15,908.3 |
16,002.7 |
16,205.0 |
|
| S4 |
15,759.3 |
15,853.7 |
16,164.1 |
|
|
| 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 |
16,261.0 |
15,977.0 |
284.0 |
1.7% |
100.6 |
0.6% |
95% |
True |
False |
52,244 |
| 10 |
16,261.0 |
15,909.0 |
352.0 |
2.2% |
95.4 |
0.6% |
96% |
True |
False |
52,678 |
| 20 |
16,261.0 |
15,380.0 |
881.0 |
5.4% |
115.6 |
0.7% |
98% |
True |
False |
57,690 |
| 40 |
16,261.0 |
14,795.0 |
1,466.0 |
9.0% |
157.7 |
1.0% |
99% |
True |
False |
62,260 |
| 60 |
16,261.0 |
14,795.0 |
1,466.0 |
9.0% |
162.2 |
1.0% |
99% |
True |
False |
49,215 |
| 80 |
16,261.0 |
14,795.0 |
1,466.0 |
9.0% |
147.1 |
0.9% |
99% |
True |
False |
36,916 |
| 100 |
16,261.0 |
14,795.0 |
1,466.0 |
9.0% |
151.8 |
0.9% |
99% |
True |
False |
29,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,894.3 |
|
2.618 |
16,651.1 |
|
1.618 |
16,502.1 |
|
1.000 |
16,410.0 |
|
0.618 |
16,353.1 |
|
HIGH |
16,261.0 |
|
0.618 |
16,204.1 |
|
0.500 |
16,186.5 |
|
0.382 |
16,168.9 |
|
LOW |
16,112.0 |
|
0.618 |
16,019.9 |
|
1.000 |
15,963.0 |
|
1.618 |
15,870.9 |
|
2.618 |
15,721.9 |
|
4.250 |
15,478.8 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,226.2 |
16,217.3 |
| PP |
16,206.3 |
16,188.7 |
| S1 |
16,186.5 |
16,160.0 |
|