Trading Metrics calculated at close of trading on 19-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,685.25 |
4,705.25 |
20.00 |
0.4% |
4,684.75 |
High |
4,706.50 |
4,723.50 |
17.00 |
0.4% |
4,723.50 |
Low |
4,668.00 |
4,684.25 |
16.25 |
0.3% |
4,667.00 |
Close |
4,701.50 |
4,694.50 |
-7.00 |
-0.1% |
4,694.50 |
Range |
38.50 |
39.25 |
0.75 |
1.9% |
56.50 |
ATR |
40.47 |
40.38 |
-0.09 |
-0.2% |
0.00 |
Volume |
1,168,195 |
1,344,893 |
176,698 |
15.1% |
5,660,494 |
|
Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.50 |
4,795.75 |
4,716.00 |
|
R3 |
4,779.25 |
4,756.50 |
4,705.25 |
|
R2 |
4,740.00 |
4,740.00 |
4,701.75 |
|
R1 |
4,717.25 |
4,717.25 |
4,698.00 |
4,709.00 |
PP |
4,700.75 |
4,700.75 |
4,700.75 |
4,696.50 |
S1 |
4,678.00 |
4,678.00 |
4,691.00 |
4,669.75 |
S2 |
4,661.50 |
4,661.50 |
4,687.25 |
|
S3 |
4,622.25 |
4,638.75 |
4,683.75 |
|
S4 |
4,583.00 |
4,599.50 |
4,673.00 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,864.50 |
4,836.00 |
4,725.50 |
|
R3 |
4,808.00 |
4,779.50 |
4,710.00 |
|
R2 |
4,751.50 |
4,751.50 |
4,704.75 |
|
R1 |
4,723.00 |
4,723.00 |
4,699.75 |
4,737.25 |
PP |
4,695.00 |
4,695.00 |
4,695.00 |
4,702.00 |
S1 |
4,666.50 |
4,666.50 |
4,689.25 |
4,680.75 |
S2 |
4,638.50 |
4,638.50 |
4,684.25 |
|
S3 |
4,582.00 |
4,610.00 |
4,679.00 |
|
S4 |
4,525.50 |
4,553.50 |
4,663.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,723.50 |
4,667.00 |
56.50 |
1.2% |
33.75 |
0.7% |
49% |
True |
False |
1,132,098 |
10 |
4,723.50 |
4,625.25 |
98.25 |
2.1% |
35.75 |
0.8% |
70% |
True |
False |
1,168,230 |
20 |
4,723.50 |
4,522.50 |
201.00 |
4.3% |
36.50 |
0.8% |
86% |
True |
False |
1,180,197 |
40 |
4,723.50 |
4,260.00 |
463.50 |
9.9% |
49.00 |
1.0% |
94% |
True |
False |
1,355,931 |
60 |
4,723.50 |
4,260.00 |
463.50 |
9.9% |
49.50 |
1.1% |
94% |
True |
False |
1,260,723 |
80 |
4,723.50 |
4,260.00 |
463.50 |
9.9% |
46.00 |
1.0% |
94% |
True |
False |
946,828 |
100 |
4,723.50 |
4,214.25 |
509.25 |
10.8% |
46.00 |
1.0% |
94% |
True |
False |
757,801 |
120 |
4,723.50 |
4,117.00 |
606.50 |
12.9% |
44.25 |
0.9% |
95% |
True |
False |
631,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,890.25 |
2.618 |
4,826.25 |
1.618 |
4,787.00 |
1.000 |
4,762.75 |
0.618 |
4,747.75 |
HIGH |
4,723.50 |
0.618 |
4,708.50 |
0.500 |
4,704.00 |
0.382 |
4,699.25 |
LOW |
4,684.25 |
0.618 |
4,660.00 |
1.000 |
4,645.00 |
1.618 |
4,620.75 |
2.618 |
4,581.50 |
4.250 |
4,517.50 |
|
|
Fisher Pivots for day following 19-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,704.00 |
4,695.75 |
PP |
4,700.75 |
4,695.25 |
S1 |
4,697.50 |
4,695.00 |
|