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 |
4,680.75 |
4,696.50 |
15.75 |
0.3% |
4,678.50 |
High |
4,709.75 |
4,701.00 |
-8.75 |
-0.2% |
4,707.00 |
Low |
4,670.75 |
4,679.25 |
8.50 |
0.2% |
4,625.25 |
Close |
4,696.00 |
4,686.25 |
-9.75 |
-0.2% |
4,678.25 |
Range |
39.00 |
21.75 |
-17.25 |
-44.2% |
81.75 |
ATR |
42.08 |
40.62 |
-1.45 |
-3.5% |
0.00 |
Volume |
1,043,587 |
1,056,696 |
13,109 |
1.3% |
6,021,807 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,754.00 |
4,742.00 |
4,698.25 |
|
R3 |
4,732.25 |
4,720.25 |
4,692.25 |
|
R2 |
4,710.50 |
4,710.50 |
4,690.25 |
|
R1 |
4,698.50 |
4,698.50 |
4,688.25 |
4,693.50 |
PP |
4,688.75 |
4,688.75 |
4,688.75 |
4,686.50 |
S1 |
4,676.75 |
4,676.75 |
4,684.25 |
4,672.00 |
S2 |
4,667.00 |
4,667.00 |
4,682.25 |
|
S3 |
4,645.25 |
4,655.00 |
4,680.25 |
|
S4 |
4,623.50 |
4,633.25 |
4,674.25 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,915.50 |
4,878.50 |
4,723.25 |
|
R3 |
4,833.75 |
4,796.75 |
4,700.75 |
|
R2 |
4,752.00 |
4,752.00 |
4,693.25 |
|
R1 |
4,715.00 |
4,715.00 |
4,685.75 |
4,692.50 |
PP |
4,670.25 |
4,670.25 |
4,670.25 |
4,659.00 |
S1 |
4,633.25 |
4,633.25 |
4,670.75 |
4,611.00 |
S2 |
4,588.50 |
4,588.50 |
4,663.25 |
|
S3 |
4,506.75 |
4,551.50 |
4,655.75 |
|
S4 |
4,425.00 |
4,469.75 |
4,633.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,709.75 |
4,638.00 |
71.75 |
1.5% |
31.25 |
0.7% |
67% |
False |
False |
1,047,970 |
10 |
4,711.75 |
4,625.25 |
86.50 |
1.8% |
35.00 |
0.7% |
71% |
False |
False |
1,179,824 |
20 |
4,711.75 |
4,510.25 |
201.50 |
4.3% |
36.25 |
0.8% |
87% |
False |
False |
1,167,254 |
40 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
49.75 |
1.1% |
94% |
False |
False |
1,358,840 |
60 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
49.00 |
1.0% |
94% |
False |
False |
1,219,117 |
80 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
46.00 |
1.0% |
94% |
False |
False |
915,493 |
100 |
4,711.75 |
4,214.25 |
497.50 |
10.6% |
45.75 |
1.0% |
95% |
False |
False |
732,689 |
120 |
4,711.75 |
4,117.00 |
594.75 |
12.7% |
44.00 |
0.9% |
96% |
False |
False |
610,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,793.50 |
2.618 |
4,758.00 |
1.618 |
4,736.25 |
1.000 |
4,722.75 |
0.618 |
4,714.50 |
HIGH |
4,701.00 |
0.618 |
4,692.75 |
0.500 |
4,690.00 |
0.382 |
4,687.50 |
LOW |
4,679.25 |
0.618 |
4,665.75 |
1.000 |
4,657.50 |
1.618 |
4,644.00 |
2.618 |
4,622.25 |
4.250 |
4,586.75 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,690.00 |
4,688.50 |
PP |
4,688.75 |
4,687.75 |
S1 |
4,687.50 |
4,687.00 |
|