| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,130.0 |
16,239.0 |
109.0 |
0.7% |
16,027.0 |
| High |
16,261.0 |
16,279.0 |
18.0 |
0.1% |
16,120.0 |
| Low |
16,112.0 |
16,205.0 |
93.0 |
0.6% |
15,977.0 |
| Close |
16,246.0 |
16,247.0 |
1.0 |
0.0% |
16,095.0 |
| Range |
149.0 |
74.0 |
-75.0 |
-50.3% |
143.0 |
| ATR |
141.0 |
136.2 |
-4.8 |
-3.4% |
0.0 |
| Volume |
60,325 |
41,867 |
-18,458 |
-30.6% |
256,045 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,465.7 |
16,430.3 |
16,287.7 |
|
| R3 |
16,391.7 |
16,356.3 |
16,267.4 |
|
| R2 |
16,317.7 |
16,317.7 |
16,260.6 |
|
| R1 |
16,282.3 |
16,282.3 |
16,253.8 |
16,300.0 |
| PP |
16,243.7 |
16,243.7 |
16,243.7 |
16,252.5 |
| S1 |
16,208.3 |
16,208.3 |
16,240.2 |
16,226.0 |
| S2 |
16,169.7 |
16,169.7 |
16,233.4 |
|
| S3 |
16,095.7 |
16,134.3 |
16,226.7 |
|
| S4 |
16,021.7 |
16,060.3 |
16,206.3 |
|
|
| 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 |
16,279.0 |
15,993.0 |
286.0 |
1.8% |
96.8 |
0.6% |
89% |
True |
False |
48,052 |
| 10 |
16,279.0 |
15,977.0 |
302.0 |
1.9% |
91.6 |
0.6% |
89% |
True |
False |
51,685 |
| 20 |
16,279.0 |
15,380.0 |
899.0 |
5.5% |
113.8 |
0.7% |
96% |
True |
False |
57,056 |
| 40 |
16,279.0 |
14,795.0 |
1,484.0 |
9.1% |
152.1 |
0.9% |
98% |
True |
False |
61,471 |
| 60 |
16,279.0 |
14,795.0 |
1,484.0 |
9.1% |
163.0 |
1.0% |
98% |
True |
False |
49,913 |
| 80 |
16,279.0 |
14,795.0 |
1,484.0 |
9.1% |
145.6 |
0.9% |
98% |
True |
False |
37,439 |
| 100 |
16,279.0 |
14,795.0 |
1,484.0 |
9.1% |
150.5 |
0.9% |
98% |
True |
False |
29,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,593.5 |
|
2.618 |
16,472.7 |
|
1.618 |
16,398.7 |
|
1.000 |
16,353.0 |
|
0.618 |
16,324.7 |
|
HIGH |
16,279.0 |
|
0.618 |
16,250.7 |
|
0.500 |
16,242.0 |
|
0.382 |
16,233.3 |
|
LOW |
16,205.0 |
|
0.618 |
16,159.3 |
|
1.000 |
16,131.0 |
|
1.618 |
16,085.3 |
|
2.618 |
16,011.3 |
|
4.250 |
15,890.5 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,245.3 |
16,221.7 |
| PP |
16,243.7 |
16,196.3 |
| S1 |
16,242.0 |
16,171.0 |
|