| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,043.75 |
16,212.25 |
168.50 |
1.1% |
16,293.00 |
| High |
16,213.25 |
16,276.50 |
63.25 |
0.4% |
16,448.50 |
| Low |
16,001.75 |
16,001.75 |
0.00 |
0.0% |
15,896.50 |
| Close |
16,192.75 |
16,187.75 |
-5.00 |
0.0% |
16,192.75 |
| Range |
211.50 |
274.75 |
63.25 |
29.9% |
552.00 |
| ATR |
221.70 |
225.49 |
3.79 |
1.7% |
0.00 |
| Volume |
422,493 |
483,873 |
61,380 |
14.5% |
2,490,612 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,979.50 |
16,858.50 |
16,338.75 |
|
| R3 |
16,704.75 |
16,583.75 |
16,263.25 |
|
| R2 |
16,430.00 |
16,430.00 |
16,238.00 |
|
| R1 |
16,309.00 |
16,309.00 |
16,213.00 |
16,232.00 |
| PP |
16,155.25 |
16,155.25 |
16,155.25 |
16,117.00 |
| S1 |
16,034.25 |
16,034.25 |
16,162.50 |
15,957.50 |
| S2 |
15,880.50 |
15,880.50 |
16,137.50 |
|
| S3 |
15,605.75 |
15,759.50 |
16,112.25 |
|
| S4 |
15,331.00 |
15,484.75 |
16,036.75 |
|
|
| 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 |
16,391.75 |
15,896.50 |
495.25 |
3.1% |
240.50 |
1.5% |
59% |
False |
False |
512,031 |
| 10 |
16,448.50 |
15,849.50 |
599.00 |
3.7% |
214.00 |
1.3% |
56% |
False |
False |
489,135 |
| 20 |
16,448.50 |
15,269.00 |
1,179.50 |
7.3% |
212.75 |
1.3% |
78% |
False |
False |
484,045 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.9% |
237.00 |
1.5% |
87% |
False |
False |
536,356 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.9% |
217.50 |
1.3% |
87% |
False |
False |
425,164 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.9% |
207.25 |
1.3% |
87% |
False |
False |
319,123 |
| 100 |
16,448.50 |
14,303.50 |
2,145.00 |
13.3% |
200.50 |
1.2% |
88% |
False |
False |
255,439 |
| 120 |
16,448.50 |
13,450.00 |
2,998.50 |
18.5% |
194.75 |
1.2% |
91% |
False |
False |
212,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,444.25 |
|
2.618 |
16,995.75 |
|
1.618 |
16,721.00 |
|
1.000 |
16,551.25 |
|
0.618 |
16,446.25 |
|
HIGH |
16,276.50 |
|
0.618 |
16,171.50 |
|
0.500 |
16,139.00 |
|
0.382 |
16,106.75 |
|
LOW |
16,001.75 |
|
0.618 |
15,832.00 |
|
1.000 |
15,727.00 |
|
1.618 |
15,557.25 |
|
2.618 |
15,282.50 |
|
4.250 |
14,834.00 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,171.50 |
16,167.25 |
| PP |
16,155.25 |
16,146.75 |
| S1 |
16,139.00 |
16,126.25 |
|