| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,198.50 |
16,297.75 |
99.25 |
0.6% |
16,293.00 |
| High |
16,323.75 |
16,396.50 |
72.75 |
0.4% |
16,448.50 |
| Low |
16,142.00 |
16,270.00 |
128.00 |
0.8% |
15,896.50 |
| Close |
16,300.75 |
16,311.50 |
10.75 |
0.1% |
16,192.75 |
| Range |
181.75 |
126.50 |
-55.25 |
-30.4% |
552.00 |
| ATR |
222.36 |
215.52 |
-6.85 |
-3.1% |
0.00 |
| Volume |
424,380 |
455,992 |
31,612 |
7.4% |
2,490,612 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,705.50 |
16,635.00 |
16,381.00 |
|
| R3 |
16,579.00 |
16,508.50 |
16,346.25 |
|
| R2 |
16,452.50 |
16,452.50 |
16,334.75 |
|
| R1 |
16,382.00 |
16,382.00 |
16,323.00 |
16,417.25 |
| PP |
16,326.00 |
16,326.00 |
16,326.00 |
16,343.50 |
| S1 |
16,255.50 |
16,255.50 |
16,300.00 |
16,290.75 |
| S2 |
16,199.50 |
16,199.50 |
16,288.25 |
|
| S3 |
16,073.00 |
16,129.00 |
16,276.75 |
|
| S4 |
15,946.50 |
16,002.50 |
16,242.00 |
|
|
| 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 |
16,396.50 |
15,976.00 |
420.50 |
2.6% |
186.50 |
1.1% |
80% |
True |
False |
444,303 |
| 10 |
16,448.50 |
15,896.50 |
552.00 |
3.4% |
210.50 |
1.3% |
75% |
False |
False |
490,504 |
| 20 |
16,448.50 |
15,273.75 |
1,174.75 |
7.2% |
213.75 |
1.3% |
88% |
False |
False |
486,237 |
| 40 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
232.25 |
1.4% |
93% |
False |
False |
526,846 |
| 60 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
217.25 |
1.3% |
93% |
False |
False |
439,807 |
| 80 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
205.50 |
1.3% |
93% |
False |
False |
330,091 |
| 100 |
16,448.50 |
14,367.75 |
2,080.75 |
12.8% |
201.00 |
1.2% |
93% |
False |
False |
264,236 |
| 120 |
16,448.50 |
13,450.00 |
2,998.50 |
18.4% |
196.00 |
1.2% |
95% |
False |
False |
220,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,934.00 |
|
2.618 |
16,727.75 |
|
1.618 |
16,601.25 |
|
1.000 |
16,523.00 |
|
0.618 |
16,474.75 |
|
HIGH |
16,396.50 |
|
0.618 |
16,348.25 |
|
0.500 |
16,333.25 |
|
0.382 |
16,318.25 |
|
LOW |
16,270.00 |
|
0.618 |
16,191.75 |
|
1.000 |
16,143.50 |
|
1.618 |
16,065.25 |
|
2.618 |
15,938.75 |
|
4.250 |
15,732.50 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,333.25 |
16,274.00 |
| PP |
16,326.00 |
16,236.50 |
| S1 |
16,318.75 |
16,199.00 |
|