| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
15,989.00 |
16,043.75 |
54.75 |
0.3% |
16,293.00 |
| High |
16,114.00 |
16,213.25 |
99.25 |
0.6% |
16,448.50 |
| Low |
15,976.00 |
16,001.75 |
25.75 |
0.2% |
15,896.50 |
| Close |
16,022.75 |
16,192.75 |
170.00 |
1.1% |
16,192.75 |
| Range |
138.00 |
211.50 |
73.50 |
53.3% |
552.00 |
| ATR |
222.48 |
221.70 |
-0.78 |
-0.4% |
0.00 |
| Volume |
434,778 |
422,493 |
-12,285 |
-2.8% |
2,490,612 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,770.50 |
16,693.00 |
16,309.00 |
|
| R3 |
16,559.00 |
16,481.50 |
16,251.00 |
|
| R2 |
16,347.50 |
16,347.50 |
16,231.50 |
|
| R1 |
16,270.00 |
16,270.00 |
16,212.25 |
16,308.75 |
| PP |
16,136.00 |
16,136.00 |
16,136.00 |
16,155.25 |
| S1 |
16,058.50 |
16,058.50 |
16,173.25 |
16,097.25 |
| S2 |
15,924.50 |
15,924.50 |
16,154.00 |
|
| S3 |
15,713.00 |
15,847.00 |
16,134.50 |
|
| S4 |
15,501.50 |
15,635.50 |
16,076.50 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,835.25 |
17,566.00 |
16,496.25 |
|
| R3 |
17,283.25 |
17,014.00 |
16,344.50 |
|
| R2 |
16,731.25 |
16,731.25 |
16,294.00 |
|
| R1 |
16,462.00 |
16,462.00 |
16,243.25 |
16,320.50 |
| PP |
16,179.25 |
16,179.25 |
16,179.25 |
16,108.50 |
| S1 |
15,910.00 |
15,910.00 |
16,142.25 |
15,768.50 |
| S2 |
15,627.25 |
15,627.25 |
16,091.50 |
|
| S3 |
15,075.25 |
15,358.00 |
16,041.00 |
|
| S4 |
14,523.25 |
14,806.00 |
15,889.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,448.50 |
15,896.50 |
552.00 |
3.4% |
224.00 |
1.4% |
54% |
False |
False |
498,122 |
| 10 |
16,448.50 |
15,595.50 |
853.00 |
5.3% |
218.50 |
1.3% |
70% |
False |
False |
481,898 |
| 20 |
16,448.50 |
15,020.75 |
1,427.75 |
8.8% |
212.75 |
1.3% |
82% |
False |
False |
481,022 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
243.50 |
1.5% |
88% |
False |
False |
545,407 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
217.00 |
1.3% |
88% |
False |
False |
417,120 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
206.00 |
1.3% |
88% |
False |
False |
313,088 |
| 100 |
16,448.50 |
14,262.75 |
2,185.75 |
13.5% |
199.25 |
1.2% |
88% |
False |
False |
250,604 |
| 120 |
16,448.50 |
13,450.00 |
2,998.50 |
18.5% |
192.75 |
1.2% |
91% |
False |
False |
208,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,112.00 |
|
2.618 |
16,767.00 |
|
1.618 |
16,555.50 |
|
1.000 |
16,424.75 |
|
0.618 |
16,344.00 |
|
HIGH |
16,213.25 |
|
0.618 |
16,132.50 |
|
0.500 |
16,107.50 |
|
0.382 |
16,082.50 |
|
LOW |
16,001.75 |
|
0.618 |
15,871.00 |
|
1.000 |
15,790.25 |
|
1.618 |
15,659.50 |
|
2.618 |
15,448.00 |
|
4.250 |
15,103.00 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,164.25 |
16,151.75 |
| PP |
16,136.00 |
16,110.75 |
| S1 |
16,107.50 |
16,069.75 |
|