| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,399.00 |
16,300.25 |
-98.75 |
-0.6% |
16,212.25 |
| High |
16,418.75 |
16,368.50 |
-50.25 |
-0.3% |
16,628.50 |
| Low |
16,118.50 |
16,102.00 |
-16.50 |
-0.1% |
16,001.75 |
| Close |
16,312.00 |
16,366.00 |
54.00 |
0.3% |
16,575.00 |
| Range |
300.25 |
266.50 |
-33.75 |
-11.2% |
626.75 |
| ATR |
229.17 |
231.84 |
2.67 |
1.2% |
0.00 |
| Volume |
901,449 |
656,267 |
-245,182 |
-27.2% |
2,515,517 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,078.25 |
16,988.75 |
16,512.50 |
|
| R3 |
16,811.75 |
16,722.25 |
16,439.25 |
|
| R2 |
16,545.25 |
16,545.25 |
16,414.75 |
|
| R1 |
16,455.75 |
16,455.75 |
16,390.50 |
16,500.50 |
| PP |
16,278.75 |
16,278.75 |
16,278.75 |
16,301.25 |
| S1 |
16,189.25 |
16,189.25 |
16,341.50 |
16,234.00 |
| S2 |
16,012.25 |
16,012.25 |
16,317.25 |
|
| S3 |
15,745.75 |
15,922.75 |
16,292.75 |
|
| S4 |
15,479.25 |
15,656.25 |
16,219.50 |
|
|
| 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 |
16,102.00 |
665.50 |
4.1% |
262.50 |
1.6% |
40% |
False |
True |
695,931 |
| 10 |
16,767.50 |
15,976.00 |
791.50 |
4.8% |
224.50 |
1.4% |
49% |
False |
False |
570,117 |
| 20 |
16,767.50 |
15,591.75 |
1,175.75 |
7.2% |
226.75 |
1.4% |
66% |
False |
False |
532,289 |
| 40 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
232.25 |
1.4% |
83% |
False |
False |
538,468 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
227.75 |
1.4% |
83% |
False |
False |
497,700 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
211.25 |
1.3% |
83% |
False |
False |
373,533 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
207.00 |
1.3% |
83% |
False |
False |
299,008 |
| 120 |
16,767.50 |
13,712.75 |
3,054.75 |
18.7% |
199.50 |
1.2% |
87% |
False |
False |
249,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,501.00 |
|
2.618 |
17,066.25 |
|
1.618 |
16,799.75 |
|
1.000 |
16,635.00 |
|
0.618 |
16,533.25 |
|
HIGH |
16,368.50 |
|
0.618 |
16,266.75 |
|
0.500 |
16,235.25 |
|
0.382 |
16,203.75 |
|
LOW |
16,102.00 |
|
0.618 |
15,937.25 |
|
1.000 |
15,835.50 |
|
1.618 |
15,670.75 |
|
2.618 |
15,404.25 |
|
4.250 |
14,969.50 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,322.50 |
16,434.75 |
| PP |
16,278.75 |
16,411.75 |
| S1 |
16,235.25 |
16,389.00 |
|