| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,212.25 |
16,198.50 |
-13.75 |
-0.1% |
16,293.00 |
| High |
16,276.50 |
16,323.75 |
47.25 |
0.3% |
16,448.50 |
| Low |
16,001.75 |
16,142.00 |
140.25 |
0.9% |
15,896.50 |
| Close |
16,187.75 |
16,300.75 |
113.00 |
0.7% |
16,192.75 |
| Range |
274.75 |
181.75 |
-93.00 |
-33.8% |
552.00 |
| ATR |
225.49 |
222.36 |
-3.12 |
-1.4% |
0.00 |
| Volume |
483,873 |
424,380 |
-59,493 |
-12.3% |
2,490,612 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,800.75 |
16,732.50 |
16,400.75 |
|
| R3 |
16,619.00 |
16,550.75 |
16,350.75 |
|
| R2 |
16,437.25 |
16,437.25 |
16,334.00 |
|
| R1 |
16,369.00 |
16,369.00 |
16,317.50 |
16,403.00 |
| PP |
16,255.50 |
16,255.50 |
16,255.50 |
16,272.50 |
| S1 |
16,187.25 |
16,187.25 |
16,284.00 |
16,221.50 |
| S2 |
16,073.75 |
16,073.75 |
16,267.50 |
|
| S3 |
15,892.00 |
16,005.50 |
16,250.75 |
|
| S4 |
15,710.25 |
15,823.75 |
16,200.75 |
|
|
| 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 |
16,323.75 |
15,896.50 |
427.25 |
2.6% |
230.50 |
1.4% |
95% |
True |
False |
484,758 |
| 10 |
16,448.50 |
15,896.50 |
552.00 |
3.4% |
219.00 |
1.3% |
73% |
False |
False |
489,718 |
| 20 |
16,448.50 |
15,273.75 |
1,174.75 |
7.2% |
213.75 |
1.3% |
87% |
False |
False |
486,024 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
236.50 |
1.5% |
93% |
False |
False |
530,471 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
216.50 |
1.3% |
93% |
False |
False |
432,222 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
208.25 |
1.3% |
93% |
False |
False |
324,415 |
| 100 |
16,448.50 |
14,322.00 |
2,126.50 |
13.0% |
201.50 |
1.2% |
93% |
False |
False |
259,680 |
| 120 |
16,448.50 |
13,450.00 |
2,998.50 |
18.4% |
195.50 |
1.2% |
95% |
False |
False |
216,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,096.25 |
|
2.618 |
16,799.50 |
|
1.618 |
16,617.75 |
|
1.000 |
16,505.50 |
|
0.618 |
16,436.00 |
|
HIGH |
16,323.75 |
|
0.618 |
16,254.25 |
|
0.500 |
16,233.00 |
|
0.382 |
16,211.50 |
|
LOW |
16,142.00 |
|
0.618 |
16,029.75 |
|
1.000 |
15,960.25 |
|
1.618 |
15,848.00 |
|
2.618 |
15,666.25 |
|
4.250 |
15,369.50 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,278.00 |
16,254.75 |
| PP |
16,255.50 |
16,208.75 |
| S1 |
16,233.00 |
16,162.75 |
|