Trading Metrics calculated at close of trading on 23-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,701.00 |
4,686.00 |
-15.00 |
-0.3% |
4,684.75 |
High |
4,740.50 |
4,695.50 |
-45.00 |
-0.9% |
4,723.50 |
Low |
4,674.25 |
4,649.00 |
-25.25 |
-0.5% |
4,667.00 |
Close |
4,679.75 |
4,688.50 |
8.75 |
0.2% |
4,694.50 |
Range |
66.25 |
46.50 |
-19.75 |
-29.8% |
56.50 |
ATR |
42.23 |
42.54 |
0.30 |
0.7% |
0.00 |
Volume |
1,685,386 |
1,872,492 |
187,106 |
11.1% |
5,660,494 |
|
Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.25 |
4,799.25 |
4,714.00 |
|
R3 |
4,770.75 |
4,752.75 |
4,701.25 |
|
R2 |
4,724.25 |
4,724.25 |
4,697.00 |
|
R1 |
4,706.25 |
4,706.25 |
4,692.75 |
4,715.25 |
PP |
4,677.75 |
4,677.75 |
4,677.75 |
4,682.00 |
S1 |
4,659.75 |
4,659.75 |
4,684.25 |
4,668.75 |
S2 |
4,631.25 |
4,631.25 |
4,680.00 |
|
S3 |
4,584.75 |
4,613.25 |
4,675.75 |
|
S4 |
4,538.25 |
4,566.75 |
4,663.00 |
|
|
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 |
4,740.50 |
4,649.00 |
91.50 |
2.0% |
42.50 |
0.9% |
43% |
False |
True |
1,425,532 |
10 |
4,740.50 |
4,625.25 |
115.25 |
2.5% |
40.25 |
0.9% |
55% |
False |
False |
1,294,991 |
20 |
4,740.50 |
4,543.75 |
196.75 |
4.2% |
38.50 |
0.8% |
74% |
False |
False |
1,243,652 |
40 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
48.00 |
1.0% |
89% |
False |
False |
1,354,548 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
50.00 |
1.1% |
89% |
False |
False |
1,319,742 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
46.50 |
1.0% |
89% |
False |
False |
991,245 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
46.50 |
1.0% |
90% |
False |
False |
793,345 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.3% |
44.25 |
0.9% |
92% |
False |
False |
661,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,893.00 |
2.618 |
4,817.25 |
1.618 |
4,770.75 |
1.000 |
4,742.00 |
0.618 |
4,724.25 |
HIGH |
4,695.50 |
0.618 |
4,677.75 |
0.500 |
4,672.25 |
0.382 |
4,666.75 |
LOW |
4,649.00 |
0.618 |
4,620.25 |
1.000 |
4,602.50 |
1.618 |
4,573.75 |
2.618 |
4,527.25 |
4.250 |
4,451.50 |
|
|
Fisher Pivots for day following 23-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,683.00 |
4,694.75 |
PP |
4,677.75 |
4,692.75 |
S1 |
4,672.25 |
4,690.50 |
|