| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,169.0 |
16,073.0 |
-96.0 |
-0.6% |
16,100.0 |
| High |
16,199.0 |
16,092.0 |
-107.0 |
-0.7% |
16,295.0 |
| Low |
16,054.0 |
15,860.0 |
-194.0 |
-1.2% |
16,063.0 |
| Close |
16,128.0 |
15,963.0 |
-165.0 |
-1.0% |
16,170.0 |
| Range |
145.0 |
232.0 |
87.0 |
60.0% |
232.0 |
| ATR |
139.3 |
148.5 |
9.2 |
6.6% |
0.0 |
| Volume |
62,670 |
93,775 |
31,105 |
49.6% |
301,582 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,667.7 |
16,547.3 |
16,090.6 |
|
| R3 |
16,435.7 |
16,315.3 |
16,026.8 |
|
| R2 |
16,203.7 |
16,203.7 |
16,005.5 |
|
| R1 |
16,083.3 |
16,083.3 |
15,984.3 |
16,027.5 |
| PP |
15,971.7 |
15,971.7 |
15,971.7 |
15,943.8 |
| S1 |
15,851.3 |
15,851.3 |
15,941.7 |
15,795.5 |
| S2 |
15,739.7 |
15,739.7 |
15,920.5 |
|
| S3 |
15,507.7 |
15,619.3 |
15,899.2 |
|
| S4 |
15,275.7 |
15,387.3 |
15,835.4 |
|
|
| 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 |
15,860.0 |
435.0 |
2.7% |
151.4 |
0.9% |
24% |
False |
True |
70,387 |
| 10 |
16,295.0 |
15,860.0 |
435.0 |
2.7% |
126.0 |
0.8% |
24% |
False |
True |
61,315 |
| 20 |
16,295.0 |
15,483.0 |
812.0 |
5.1% |
121.6 |
0.8% |
59% |
False |
False |
60,662 |
| 40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
144.1 |
0.9% |
78% |
False |
False |
61,823 |
| 60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
170.3 |
1.1% |
78% |
False |
False |
55,079 |
| 80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
148.3 |
0.9% |
78% |
False |
False |
41,314 |
| 100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
152.0 |
1.0% |
78% |
False |
False |
33,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,078.0 |
|
2.618 |
16,699.4 |
|
1.618 |
16,467.4 |
|
1.000 |
16,324.0 |
|
0.618 |
16,235.4 |
|
HIGH |
16,092.0 |
|
0.618 |
16,003.4 |
|
0.500 |
15,976.0 |
|
0.382 |
15,948.6 |
|
LOW |
15,860.0 |
|
0.618 |
15,716.6 |
|
1.000 |
15,628.0 |
|
1.618 |
15,484.6 |
|
2.618 |
15,252.6 |
|
4.250 |
14,874.0 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,976.0 |
16,077.5 |
| PP |
15,971.7 |
16,039.3 |
| S1 |
15,967.3 |
16,001.2 |
|