| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,322.50 |
16,503.25 |
180.75 |
1.1% |
16,212.25 |
| High |
16,508.00 |
16,628.50 |
120.50 |
0.7% |
16,628.50 |
| Low |
16,303.50 |
16,490.25 |
186.75 |
1.1% |
16,001.75 |
| Close |
16,481.25 |
16,575.00 |
93.75 |
0.6% |
16,575.00 |
| Range |
204.50 |
138.25 |
-66.25 |
-32.4% |
626.75 |
| ATR |
214.73 |
209.91 |
-4.82 |
-2.2% |
0.00 |
| Volume |
602,241 |
549,031 |
-53,210 |
-8.8% |
2,515,517 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,979.25 |
16,915.50 |
16,651.00 |
|
| R3 |
16,841.00 |
16,777.25 |
16,613.00 |
|
| R2 |
16,702.75 |
16,702.75 |
16,600.25 |
|
| R1 |
16,639.00 |
16,639.00 |
16,587.75 |
16,671.00 |
| PP |
16,564.50 |
16,564.50 |
16,564.50 |
16,580.50 |
| S1 |
16,500.75 |
16,500.75 |
16,562.25 |
16,532.50 |
| S2 |
16,426.25 |
16,426.25 |
16,549.75 |
|
| S3 |
16,288.00 |
16,362.50 |
16,537.00 |
|
| S4 |
16,149.75 |
16,224.25 |
16,499.00 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,282.00 |
18,055.25 |
16,919.75 |
|
| R3 |
17,655.25 |
17,428.50 |
16,747.25 |
|
| R2 |
17,028.50 |
17,028.50 |
16,690.00 |
|
| R1 |
16,801.75 |
16,801.75 |
16,632.50 |
16,915.00 |
| PP |
16,401.75 |
16,401.75 |
16,401.75 |
16,458.50 |
| S1 |
16,175.00 |
16,175.00 |
16,517.50 |
16,288.50 |
| S2 |
15,775.00 |
15,775.00 |
16,460.00 |
|
| S3 |
15,148.25 |
15,548.25 |
16,402.75 |
|
| S4 |
14,521.50 |
14,921.50 |
16,230.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,628.50 |
16,001.75 |
626.75 |
3.8% |
185.25 |
1.1% |
91% |
True |
False |
503,103 |
| 10 |
16,628.50 |
15,896.50 |
732.00 |
4.4% |
204.50 |
1.2% |
93% |
True |
False |
500,612 |
| 20 |
16,628.50 |
15,273.75 |
1,354.75 |
8.2% |
212.25 |
1.3% |
96% |
True |
False |
494,699 |
| 40 |
16,628.50 |
14,367.75 |
2,260.75 |
13.6% |
232.75 |
1.4% |
98% |
True |
False |
531,002 |
| 60 |
16,628.50 |
14,367.75 |
2,260.75 |
13.6% |
220.25 |
1.3% |
98% |
True |
False |
458,968 |
| 80 |
16,628.50 |
14,367.75 |
2,260.75 |
13.6% |
205.00 |
1.2% |
98% |
True |
False |
344,462 |
| 100 |
16,628.50 |
14,367.75 |
2,260.75 |
13.6% |
202.50 |
1.2% |
98% |
True |
False |
275,742 |
| 120 |
16,628.50 |
13,450.00 |
3,178.50 |
19.2% |
196.75 |
1.2% |
98% |
True |
False |
229,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,216.00 |
|
2.618 |
16,990.50 |
|
1.618 |
16,852.25 |
|
1.000 |
16,766.75 |
|
0.618 |
16,714.00 |
|
HIGH |
16,628.50 |
|
0.618 |
16,575.75 |
|
0.500 |
16,559.50 |
|
0.382 |
16,543.00 |
|
LOW |
16,490.25 |
|
0.618 |
16,404.75 |
|
1.000 |
16,352.00 |
|
1.618 |
16,266.50 |
|
2.618 |
16,128.25 |
|
4.250 |
15,902.75 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,569.75 |
16,533.00 |
| PP |
16,564.50 |
16,491.25 |
| S1 |
16,559.50 |
16,449.25 |
|