| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,400.9 |
2,402.9 |
2.0 |
0.1% |
2,427.0 |
| High |
2,409.1 |
2,405.3 |
-3.8 |
-0.2% |
2,460.8 |
| Low |
2,384.7 |
2,366.4 |
-18.3 |
-0.8% |
2,378.4 |
| Close |
2,404.8 |
2,374.2 |
-30.6 |
-1.3% |
2,410.3 |
| Range |
24.4 |
38.9 |
14.5 |
59.4% |
82.4 |
| ATR |
39.4 |
39.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
138,380 |
152,834 |
14,454 |
10.4% |
780,015 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,498.7 |
2,475.3 |
2,395.6 |
|
| R3 |
2,459.8 |
2,436.4 |
2,384.9 |
|
| R2 |
2,420.9 |
2,420.9 |
2,381.3 |
|
| R1 |
2,397.5 |
2,397.5 |
2,377.8 |
2,389.8 |
| PP |
2,382.0 |
2,382.0 |
2,382.0 |
2,378.1 |
| S1 |
2,358.6 |
2,358.6 |
2,370.6 |
2,350.9 |
| S2 |
2,343.1 |
2,343.1 |
2,367.1 |
|
| S3 |
2,304.2 |
2,319.7 |
2,363.5 |
|
| S4 |
2,265.3 |
2,280.8 |
2,352.8 |
|
|
| 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 |
2,427.5 |
2,366.4 |
61.1 |
2.6% |
30.2 |
1.3% |
13% |
False |
True |
136,222 |
| 10 |
2,460.8 |
2,366.4 |
94.4 |
4.0% |
38.2 |
1.6% |
8% |
False |
True |
165,222 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
8.9% |
39.9 |
1.7% |
59% |
False |
False |
169,917 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.2% |
41.6 |
1.8% |
70% |
False |
False |
177,172 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.2% |
41.3 |
1.7% |
72% |
False |
False |
154,442 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.0% |
40.5 |
1.7% |
76% |
False |
False |
115,901 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.3% |
41.8 |
1.8% |
76% |
False |
False |
92,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,570.6 |
|
2.618 |
2,507.1 |
|
1.618 |
2,468.2 |
|
1.000 |
2,444.2 |
|
0.618 |
2,429.3 |
|
HIGH |
2,405.3 |
|
0.618 |
2,390.4 |
|
0.500 |
2,385.9 |
|
0.382 |
2,381.3 |
|
LOW |
2,366.4 |
|
0.618 |
2,342.4 |
|
1.000 |
2,327.5 |
|
1.618 |
2,303.5 |
|
2.618 |
2,264.6 |
|
4.250 |
2,201.1 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,385.9 |
2,397.0 |
| PP |
2,382.0 |
2,389.4 |
| S1 |
2,378.1 |
2,381.8 |
|