Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,686.00 |
4,686.25 |
0.25 |
0.0% |
4,684.75 |
High |
4,695.50 |
4,702.25 |
6.75 |
0.1% |
4,723.50 |
Low |
4,649.00 |
4,656.25 |
7.25 |
0.2% |
4,667.00 |
Close |
4,688.50 |
4,699.00 |
10.50 |
0.2% |
4,694.50 |
Range |
46.50 |
46.00 |
-0.50 |
-1.1% |
56.50 |
ATR |
42.54 |
42.78 |
0.25 |
0.6% |
0.00 |
Volume |
1,872,492 |
1,408,571 |
-463,921 |
-24.8% |
5,660,494 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,823.75 |
4,807.50 |
4,724.25 |
|
R3 |
4,777.75 |
4,761.50 |
4,711.75 |
|
R2 |
4,731.75 |
4,731.75 |
4,707.50 |
|
R1 |
4,715.50 |
4,715.50 |
4,703.25 |
4,723.50 |
PP |
4,685.75 |
4,685.75 |
4,685.75 |
4,690.00 |
S1 |
4,669.50 |
4,669.50 |
4,694.75 |
4,677.50 |
S2 |
4,639.75 |
4,639.75 |
4,690.50 |
|
S3 |
4,593.75 |
4,623.50 |
4,686.25 |
|
S4 |
4,547.75 |
4,577.50 |
4,673.75 |
|
|
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 |
1.9% |
47.25 |
1.0% |
55% |
False |
False |
1,495,907 |
10 |
4,740.50 |
4,638.00 |
102.50 |
2.2% |
39.25 |
0.8% |
60% |
False |
False |
1,271,939 |
20 |
4,740.50 |
4,545.25 |
195.25 |
4.2% |
39.25 |
0.8% |
79% |
False |
False |
1,250,922 |
40 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
48.25 |
1.0% |
91% |
False |
False |
1,344,369 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
50.25 |
1.1% |
91% |
False |
False |
1,342,975 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
46.50 |
1.0% |
91% |
False |
False |
1,008,836 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
46.50 |
1.0% |
92% |
False |
False |
807,405 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.3% |
44.50 |
0.9% |
93% |
False |
False |
672,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.75 |
2.618 |
4,822.75 |
1.618 |
4,776.75 |
1.000 |
4,748.25 |
0.618 |
4,730.75 |
HIGH |
4,702.25 |
0.618 |
4,684.75 |
0.500 |
4,679.25 |
0.382 |
4,673.75 |
LOW |
4,656.25 |
0.618 |
4,627.75 |
1.000 |
4,610.25 |
1.618 |
4,581.75 |
2.618 |
4,535.75 |
4.250 |
4,460.75 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,692.50 |
4,697.50 |
PP |
4,685.75 |
4,696.25 |
S1 |
4,679.25 |
4,694.75 |
|