| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,073.0 |
15,995.0 |
-78.0 |
-0.5% |
16,100.0 |
| High |
16,092.0 |
16,024.0 |
-68.0 |
-0.4% |
16,295.0 |
| Low |
15,860.0 |
15,735.0 |
-125.0 |
-0.8% |
16,063.0 |
| Close |
15,963.0 |
15,895.0 |
-68.0 |
-0.4% |
16,170.0 |
| Range |
232.0 |
289.0 |
57.0 |
24.6% |
232.0 |
| ATR |
148.5 |
158.5 |
10.0 |
6.8% |
0.0 |
| Volume |
93,775 |
92,993 |
-782 |
-0.8% |
301,582 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,751.7 |
16,612.3 |
16,054.0 |
|
| R3 |
16,462.7 |
16,323.3 |
15,974.5 |
|
| R2 |
16,173.7 |
16,173.7 |
15,948.0 |
|
| R1 |
16,034.3 |
16,034.3 |
15,921.5 |
15,959.5 |
| PP |
15,884.7 |
15,884.7 |
15,884.7 |
15,847.3 |
| S1 |
15,745.3 |
15,745.3 |
15,868.5 |
15,670.5 |
| S2 |
15,595.7 |
15,595.7 |
15,842.0 |
|
| S3 |
15,306.7 |
15,456.3 |
15,815.5 |
|
| S4 |
15,017.7 |
15,167.3 |
15,736.1 |
|
|
| 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 |
15,735.0 |
560.0 |
3.5% |
194.4 |
1.2% |
29% |
False |
True |
80,613 |
| 10 |
16,295.0 |
15,735.0 |
560.0 |
3.5% |
145.6 |
0.9% |
29% |
False |
True |
64,332 |
| 20 |
16,295.0 |
15,483.0 |
812.0 |
5.1% |
131.7 |
0.8% |
51% |
False |
False |
62,092 |
| 40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
146.7 |
0.9% |
73% |
False |
False |
62,377 |
| 60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
171.4 |
1.1% |
73% |
False |
False |
56,628 |
| 80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
150.9 |
0.9% |
73% |
False |
False |
42,476 |
| 100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
153.3 |
1.0% |
73% |
False |
False |
33,987 |
| 120 |
16,295.0 |
14,795.0 |
1,500.0 |
9.4% |
144.9 |
0.9% |
73% |
False |
False |
28,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,252.3 |
|
2.618 |
16,780.6 |
|
1.618 |
16,491.6 |
|
1.000 |
16,313.0 |
|
0.618 |
16,202.6 |
|
HIGH |
16,024.0 |
|
0.618 |
15,913.6 |
|
0.500 |
15,879.5 |
|
0.382 |
15,845.4 |
|
LOW |
15,735.0 |
|
0.618 |
15,556.4 |
|
1.000 |
15,446.0 |
|
1.618 |
15,267.4 |
|
2.618 |
14,978.4 |
|
4.250 |
14,506.8 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,889.8 |
15,967.0 |
| PP |
15,884.7 |
15,943.0 |
| S1 |
15,879.5 |
15,919.0 |
|