Trading Metrics calculated at close of trading on 18-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,696.50 |
4,685.25 |
-11.25 |
-0.2% |
4,678.50 |
High |
4,701.00 |
4,706.50 |
5.50 |
0.1% |
4,707.00 |
Low |
4,679.25 |
4,668.00 |
-11.25 |
-0.2% |
4,625.25 |
Close |
4,686.25 |
4,701.50 |
15.25 |
0.3% |
4,678.25 |
Range |
21.75 |
38.50 |
16.75 |
77.0% |
81.75 |
ATR |
40.62 |
40.47 |
-0.15 |
-0.4% |
0.00 |
Volume |
1,056,696 |
1,168,195 |
111,499 |
10.6% |
6,021,807 |
|
Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,807.50 |
4,793.00 |
4,722.75 |
|
R3 |
4,769.00 |
4,754.50 |
4,712.00 |
|
R2 |
4,730.50 |
4,730.50 |
4,708.50 |
|
R1 |
4,716.00 |
4,716.00 |
4,705.00 |
4,723.25 |
PP |
4,692.00 |
4,692.00 |
4,692.00 |
4,695.50 |
S1 |
4,677.50 |
4,677.50 |
4,698.00 |
4,684.75 |
S2 |
4,653.50 |
4,653.50 |
4,694.50 |
|
S3 |
4,615.00 |
4,639.00 |
4,691.00 |
|
S4 |
4,576.50 |
4,600.50 |
4,680.25 |
|
|
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 |
4,643.75 |
66.00 |
1.4% |
34.25 |
0.7% |
88% |
False |
False |
1,094,238 |
10 |
4,711.75 |
4,625.25 |
86.50 |
1.8% |
36.25 |
0.8% |
88% |
False |
False |
1,179,655 |
20 |
4,711.75 |
4,515.25 |
196.50 |
4.2% |
36.50 |
0.8% |
95% |
False |
False |
1,178,736 |
40 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
49.00 |
1.0% |
98% |
False |
False |
1,351,860 |
60 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
49.50 |
1.1% |
98% |
False |
False |
1,238,470 |
80 |
4,711.75 |
4,260.00 |
451.75 |
9.6% |
46.25 |
1.0% |
98% |
False |
False |
930,054 |
100 |
4,711.75 |
4,214.25 |
497.50 |
10.6% |
45.75 |
1.0% |
98% |
False |
False |
744,364 |
120 |
4,711.75 |
4,117.00 |
594.75 |
12.7% |
44.00 |
0.9% |
98% |
False |
False |
620,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,870.00 |
2.618 |
4,807.25 |
1.618 |
4,768.75 |
1.000 |
4,745.00 |
0.618 |
4,730.25 |
HIGH |
4,706.50 |
0.618 |
4,691.75 |
0.500 |
4,687.25 |
0.382 |
4,682.75 |
LOW |
4,668.00 |
0.618 |
4,644.25 |
1.000 |
4,629.50 |
1.618 |
4,605.75 |
2.618 |
4,567.25 |
4.250 |
4,504.50 |
|
|
Fisher Pivots for day following 18-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,696.75 |
4,697.25 |
PP |
4,692.00 |
4,693.00 |
S1 |
4,687.25 |
4,689.00 |
|