Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,705.25 |
4,701.00 |
-4.25 |
-0.1% |
4,684.75 |
High |
4,723.50 |
4,740.50 |
17.00 |
0.4% |
4,723.50 |
Low |
4,684.25 |
4,674.25 |
-10.00 |
-0.2% |
4,667.00 |
Close |
4,694.50 |
4,679.75 |
-14.75 |
-0.3% |
4,694.50 |
Range |
39.25 |
66.25 |
27.00 |
68.8% |
56.50 |
ATR |
40.38 |
42.23 |
1.85 |
4.6% |
0.00 |
Volume |
1,344,893 |
1,685,386 |
340,493 |
25.3% |
5,660,494 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,897.00 |
4,854.50 |
4,716.25 |
|
R3 |
4,830.75 |
4,788.25 |
4,698.00 |
|
R2 |
4,764.50 |
4,764.50 |
4,692.00 |
|
R1 |
4,722.00 |
4,722.00 |
4,685.75 |
4,710.00 |
PP |
4,698.25 |
4,698.25 |
4,698.25 |
4,692.25 |
S1 |
4,655.75 |
4,655.75 |
4,673.75 |
4,644.00 |
S2 |
4,632.00 |
4,632.00 |
4,667.50 |
|
S3 |
4,565.75 |
4,589.50 |
4,661.50 |
|
S4 |
4,499.50 |
4,523.25 |
4,643.25 |
|
|
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 |
4,740.50 |
4,668.00 |
72.50 |
1.5% |
41.00 |
0.9% |
16% |
True |
False |
1,259,751 |
10 |
4,740.50 |
4,625.25 |
115.25 |
2.5% |
39.25 |
0.8% |
47% |
True |
False |
1,236,728 |
20 |
4,740.50 |
4,543.75 |
196.75 |
4.2% |
37.75 |
0.8% |
69% |
True |
False |
1,212,895 |
40 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
49.50 |
1.1% |
87% |
True |
False |
1,365,411 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
49.75 |
1.1% |
87% |
True |
False |
1,288,649 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
46.50 |
1.0% |
87% |
True |
False |
967,862 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
46.50 |
1.0% |
88% |
True |
False |
774,641 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.3% |
44.25 |
0.9% |
90% |
True |
False |
645,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,022.00 |
2.618 |
4,914.00 |
1.618 |
4,847.75 |
1.000 |
4,806.75 |
0.618 |
4,781.50 |
HIGH |
4,740.50 |
0.618 |
4,715.25 |
0.500 |
4,707.50 |
0.382 |
4,699.50 |
LOW |
4,674.25 |
0.618 |
4,633.25 |
1.000 |
4,608.00 |
1.618 |
4,567.00 |
2.618 |
4,500.75 |
4.250 |
4,392.75 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,707.50 |
4,704.25 |
PP |
4,698.25 |
4,696.00 |
S1 |
4,689.00 |
4,688.00 |
|