| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,600.25 |
16,399.00 |
-201.25 |
-1.2% |
16,212.25 |
| High |
16,767.50 |
16,418.75 |
-348.75 |
-2.1% |
16,628.50 |
| Low |
16,364.50 |
16,118.50 |
-246.00 |
-1.5% |
16,001.75 |
| Close |
16,382.00 |
16,312.00 |
-70.00 |
-0.4% |
16,575.00 |
| Range |
403.00 |
300.25 |
-102.75 |
-25.5% |
626.75 |
| ATR |
223.70 |
229.17 |
5.47 |
2.4% |
0.00 |
| Volume |
770,668 |
901,449 |
130,781 |
17.0% |
2,515,517 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,183.75 |
17,048.25 |
16,477.25 |
|
| R3 |
16,883.50 |
16,748.00 |
16,394.50 |
|
| R2 |
16,583.25 |
16,583.25 |
16,367.00 |
|
| R1 |
16,447.75 |
16,447.75 |
16,339.50 |
16,365.50 |
| PP |
16,283.00 |
16,283.00 |
16,283.00 |
16,242.00 |
| S1 |
16,147.50 |
16,147.50 |
16,284.50 |
16,065.00 |
| S2 |
15,982.75 |
15,982.75 |
16,257.00 |
|
| S3 |
15,682.50 |
15,847.25 |
16,229.50 |
|
| S4 |
15,382.25 |
15,547.00 |
16,146.75 |
|
|
| 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 |
16,118.50 |
649.00 |
4.0% |
234.50 |
1.4% |
30% |
False |
True |
655,876 |
| 10 |
16,767.50 |
15,896.50 |
871.00 |
5.3% |
232.50 |
1.4% |
48% |
False |
False |
570,317 |
| 20 |
16,767.50 |
15,507.25 |
1,260.25 |
7.7% |
224.00 |
1.4% |
64% |
False |
False |
526,200 |
| 40 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
231.00 |
1.4% |
81% |
False |
False |
538,300 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
225.75 |
1.4% |
81% |
False |
False |
486,795 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
210.25 |
1.3% |
81% |
False |
False |
365,339 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
206.00 |
1.3% |
81% |
False |
False |
292,451 |
| 120 |
16,767.50 |
13,674.50 |
3,093.00 |
19.0% |
198.25 |
1.2% |
85% |
False |
False |
243,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,694.75 |
|
2.618 |
17,204.75 |
|
1.618 |
16,904.50 |
|
1.000 |
16,719.00 |
|
0.618 |
16,604.25 |
|
HIGH |
16,418.75 |
|
0.618 |
16,304.00 |
|
0.500 |
16,268.50 |
|
0.382 |
16,233.25 |
|
LOW |
16,118.50 |
|
0.618 |
15,933.00 |
|
1.000 |
15,818.25 |
|
1.618 |
15,632.75 |
|
2.618 |
15,332.50 |
|
4.250 |
14,842.50 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,297.50 |
16,443.00 |
| PP |
16,283.00 |
16,399.25 |
| S1 |
16,268.50 |
16,355.75 |
|