| 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 |
16,245.0 |
16,169.0 |
-76.0 |
-0.5% |
16,100.0 |
| High |
16,295.0 |
16,199.0 |
-96.0 |
-0.6% |
16,295.0 |
| Low |
16,087.0 |
16,054.0 |
-33.0 |
-0.2% |
16,063.0 |
| Close |
16,170.0 |
16,128.0 |
-42.0 |
-0.3% |
16,170.0 |
| Range |
208.0 |
145.0 |
-63.0 |
-30.3% |
232.0 |
| ATR |
138.8 |
139.3 |
0.4 |
0.3% |
0.0 |
| Volume |
96,307 |
62,670 |
-33,637 |
-34.9% |
301,582 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,562.0 |
16,490.0 |
16,207.8 |
|
| R3 |
16,417.0 |
16,345.0 |
16,167.9 |
|
| R2 |
16,272.0 |
16,272.0 |
16,154.6 |
|
| R1 |
16,200.0 |
16,200.0 |
16,141.3 |
16,163.5 |
| PP |
16,127.0 |
16,127.0 |
16,127.0 |
16,108.8 |
| S1 |
16,055.0 |
16,055.0 |
16,114.7 |
16,018.5 |
| S2 |
15,982.0 |
15,982.0 |
16,101.4 |
|
| S3 |
15,837.0 |
15,910.0 |
16,088.1 |
|
| S4 |
15,692.0 |
15,765.0 |
16,048.3 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,872.0 |
16,753.0 |
16,297.6 |
|
| R3 |
16,640.0 |
16,521.0 |
16,233.8 |
|
| R2 |
16,408.0 |
16,408.0 |
16,212.5 |
|
| R1 |
16,289.0 |
16,289.0 |
16,191.3 |
16,348.5 |
| PP |
16,176.0 |
16,176.0 |
16,176.0 |
16,205.8 |
| S1 |
16,057.0 |
16,057.0 |
16,148.7 |
16,116.5 |
| S2 |
15,944.0 |
15,944.0 |
16,127.5 |
|
| S3 |
15,712.0 |
15,825.0 |
16,106.2 |
|
| S4 |
15,480.0 |
15,593.0 |
16,042.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,295.0 |
16,054.0 |
241.0 |
1.5% |
134.8 |
0.8% |
31% |
False |
True |
63,697 |
| 10 |
16,295.0 |
15,977.0 |
318.0 |
2.0% |
114.0 |
0.7% |
47% |
False |
False |
57,806 |
| 20 |
16,295.0 |
15,483.0 |
812.0 |
5.0% |
117.4 |
0.7% |
79% |
False |
False |
59,396 |
| 40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.3% |
148.4 |
0.9% |
89% |
False |
False |
62,073 |
| 60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.3% |
166.9 |
1.0% |
89% |
False |
False |
53,517 |
| 80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.3% |
147.7 |
0.9% |
89% |
False |
False |
40,142 |
| 100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.3% |
150.8 |
0.9% |
89% |
False |
False |
32,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,815.3 |
|
2.618 |
16,578.6 |
|
1.618 |
16,433.6 |
|
1.000 |
16,344.0 |
|
0.618 |
16,288.6 |
|
HIGH |
16,199.0 |
|
0.618 |
16,143.6 |
|
0.500 |
16,126.5 |
|
0.382 |
16,109.4 |
|
LOW |
16,054.0 |
|
0.618 |
15,964.4 |
|
1.000 |
15,909.0 |
|
1.618 |
15,819.4 |
|
2.618 |
15,674.4 |
|
4.250 |
15,437.8 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,127.5 |
16,174.5 |
| PP |
16,127.0 |
16,159.0 |
| S1 |
16,126.5 |
16,143.5 |
|