| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,413.1 |
2,400.9 |
-12.2 |
-0.5% |
2,427.0 |
| High |
2,427.5 |
2,409.1 |
-18.4 |
-0.8% |
2,460.8 |
| Low |
2,390.8 |
2,384.7 |
-6.1 |
-0.3% |
2,378.4 |
| Close |
2,401.0 |
2,404.8 |
3.8 |
0.2% |
2,410.3 |
| Range |
36.7 |
24.4 |
-12.3 |
-33.5% |
82.4 |
| ATR |
40.6 |
39.4 |
-1.2 |
-2.8% |
0.0 |
| Volume |
142,334 |
138,380 |
-3,954 |
-2.8% |
780,015 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.7 |
2,463.2 |
2,418.2 |
|
| R3 |
2,448.3 |
2,438.8 |
2,411.5 |
|
| R2 |
2,423.9 |
2,423.9 |
2,409.3 |
|
| R1 |
2,414.4 |
2,414.4 |
2,407.0 |
2,419.2 |
| PP |
2,399.5 |
2,399.5 |
2,399.5 |
2,401.9 |
| S1 |
2,390.0 |
2,390.0 |
2,402.6 |
2,394.8 |
| S2 |
2,375.1 |
2,375.1 |
2,400.3 |
|
| S3 |
2,350.7 |
2,365.6 |
2,398.1 |
|
| S4 |
2,326.3 |
2,341.2 |
2,391.4 |
|
|
| 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 |
2,431.4 |
2,378.4 |
53.0 |
2.2% |
33.1 |
1.4% |
50% |
False |
False |
143,295 |
| 10 |
2,460.8 |
2,354.1 |
106.7 |
4.4% |
40.3 |
1.7% |
48% |
False |
False |
172,435 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
8.8% |
39.4 |
1.6% |
74% |
False |
False |
168,911 |
| 40 |
2,460.8 |
2,167.4 |
293.4 |
12.2% |
42.3 |
1.8% |
81% |
False |
False |
178,492 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.1% |
41.0 |
1.7% |
82% |
False |
False |
151,903 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
14.8% |
40.6 |
1.7% |
84% |
False |
False |
113,993 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.2% |
41.8 |
1.7% |
85% |
False |
False |
91,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.8 |
|
2.618 |
2,473.0 |
|
1.618 |
2,448.6 |
|
1.000 |
2,433.5 |
|
0.618 |
2,424.2 |
|
HIGH |
2,409.1 |
|
0.618 |
2,399.8 |
|
0.500 |
2,396.9 |
|
0.382 |
2,394.0 |
|
LOW |
2,384.7 |
|
0.618 |
2,369.6 |
|
1.000 |
2,360.3 |
|
1.618 |
2,345.2 |
|
2.618 |
2,320.8 |
|
4.250 |
2,281.0 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.2 |
2,406.1 |
| PP |
2,399.5 |
2,405.7 |
| S1 |
2,396.9 |
2,405.2 |
|