| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,407.8 |
2,413.1 |
5.3 |
0.2% |
2,427.0 |
| High |
2,418.5 |
2,427.5 |
9.0 |
0.4% |
2,460.8 |
| Low |
2,402.8 |
2,390.8 |
-12.0 |
-0.5% |
2,378.4 |
| Close |
2,410.3 |
2,401.0 |
-9.3 |
-0.4% |
2,410.3 |
| Range |
15.7 |
36.7 |
21.0 |
133.8% |
82.4 |
| ATR |
40.9 |
40.6 |
-0.3 |
-0.7% |
0.0 |
| Volume |
115,877 |
142,334 |
26,457 |
22.8% |
780,015 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.5 |
2,495.5 |
2,421.2 |
|
| R3 |
2,479.8 |
2,458.8 |
2,411.1 |
|
| R2 |
2,443.1 |
2,443.1 |
2,407.7 |
|
| R1 |
2,422.1 |
2,422.1 |
2,404.4 |
2,414.3 |
| PP |
2,406.4 |
2,406.4 |
2,406.4 |
2,402.5 |
| S1 |
2,385.4 |
2,385.4 |
2,397.6 |
2,377.6 |
| S2 |
2,369.7 |
2,369.7 |
2,394.3 |
|
| S3 |
2,333.0 |
2,348.7 |
2,390.9 |
|
| S4 |
2,296.3 |
2,312.0 |
2,380.8 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.7 |
2,619.4 |
2,455.6 |
|
| R3 |
2,581.3 |
2,537.0 |
2,433.0 |
|
| R2 |
2,498.9 |
2,498.9 |
2,425.4 |
|
| R1 |
2,454.6 |
2,454.6 |
2,417.9 |
2,435.6 |
| PP |
2,416.5 |
2,416.5 |
2,416.5 |
2,407.0 |
| S1 |
2,372.2 |
2,372.2 |
2,402.7 |
2,353.2 |
| S2 |
2,334.1 |
2,334.1 |
2,395.2 |
|
| S3 |
2,251.7 |
2,289.8 |
2,387.6 |
|
| S4 |
2,169.3 |
2,207.4 |
2,365.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,442.0 |
2,378.4 |
63.6 |
2.6% |
34.4 |
1.4% |
36% |
False |
False |
150,477 |
| 10 |
2,460.8 |
2,341.4 |
119.4 |
5.0% |
40.1 |
1.7% |
50% |
False |
False |
176,430 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
8.8% |
39.5 |
1.6% |
72% |
False |
False |
168,148 |
| 40 |
2,460.8 |
2,163.0 |
297.8 |
12.4% |
42.8 |
1.8% |
80% |
False |
False |
180,181 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.1% |
41.4 |
1.7% |
81% |
False |
False |
149,601 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.8% |
40.9 |
1.7% |
83% |
False |
False |
112,264 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.2% |
41.7 |
1.7% |
84% |
False |
False |
89,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.5 |
|
2.618 |
2,523.6 |
|
1.618 |
2,486.9 |
|
1.000 |
2,464.2 |
|
0.618 |
2,450.2 |
|
HIGH |
2,427.5 |
|
0.618 |
2,413.5 |
|
0.500 |
2,409.2 |
|
0.382 |
2,404.8 |
|
LOW |
2,390.8 |
|
0.618 |
2,368.1 |
|
1.000 |
2,354.1 |
|
1.618 |
2,331.4 |
|
2.618 |
2,294.7 |
|
4.250 |
2,234.8 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.2 |
2,405.9 |
| PP |
2,406.4 |
2,404.2 |
| S1 |
2,403.7 |
2,402.6 |
|