Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
16,503.25 |
16,600.25 |
97.00 |
0.6% |
16,212.25 |
High |
16,628.50 |
16,767.50 |
139.00 |
0.8% |
16,628.50 |
Low |
16,490.25 |
16,364.50 |
-125.75 |
-0.8% |
16,001.75 |
Close |
16,575.00 |
16,382.00 |
-193.00 |
-1.2% |
16,575.00 |
Range |
138.25 |
403.00 |
264.75 |
191.5% |
626.75 |
ATR |
209.91 |
223.70 |
13.79 |
6.6% |
0.00 |
Volume |
549,031 |
770,668 |
221,637 |
40.4% |
2,515,517 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,713.75 |
17,450.75 |
16,603.75 |
|
R3 |
17,310.75 |
17,047.75 |
16,492.75 |
|
R2 |
16,907.75 |
16,907.75 |
16,456.00 |
|
R1 |
16,644.75 |
16,644.75 |
16,419.00 |
16,574.75 |
PP |
16,504.75 |
16,504.75 |
16,504.75 |
16,469.50 |
S1 |
16,241.75 |
16,241.75 |
16,345.00 |
16,171.75 |
S2 |
16,101.75 |
16,101.75 |
16,308.00 |
|
S3 |
15,698.75 |
15,838.75 |
16,271.25 |
|
S4 |
15,295.75 |
15,435.75 |
16,160.25 |
|
|
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 |
16,767.50 |
16,142.00 |
625.50 |
3.8% |
210.75 |
1.3% |
38% |
True |
False |
560,462 |
10 |
16,767.50 |
15,896.50 |
871.00 |
5.3% |
225.75 |
1.4% |
56% |
True |
False |
536,247 |
20 |
16,767.50 |
15,503.00 |
1,264.50 |
7.7% |
218.75 |
1.3% |
70% |
True |
False |
510,432 |
40 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
234.75 |
1.4% |
84% |
True |
False |
536,684 |
60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
224.00 |
1.4% |
84% |
True |
False |
471,796 |
80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
208.00 |
1.3% |
84% |
True |
False |
354,082 |
100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
205.25 |
1.3% |
84% |
True |
False |
283,445 |
120 |
16,767.50 |
13,450.00 |
3,317.50 |
20.3% |
198.25 |
1.2% |
88% |
True |
False |
236,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,480.25 |
2.618 |
17,822.50 |
1.618 |
17,419.50 |
1.000 |
17,170.50 |
0.618 |
17,016.50 |
HIGH |
16,767.50 |
0.618 |
16,613.50 |
0.500 |
16,566.00 |
0.382 |
16,518.50 |
LOW |
16,364.50 |
0.618 |
16,115.50 |
1.000 |
15,961.50 |
1.618 |
15,712.50 |
2.618 |
15,309.50 |
4.250 |
14,651.75 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
16,566.00 |
16,535.50 |
PP |
16,504.75 |
16,484.25 |
S1 |
16,443.25 |
16,433.25 |
|