| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,402.9 |
2,371.6 |
-31.3 |
-1.3% |
2,427.0 |
| High |
2,405.3 |
2,386.3 |
-19.0 |
-0.8% |
2,460.8 |
| Low |
2,366.4 |
2,345.3 |
-21.1 |
-0.9% |
2,378.4 |
| Close |
2,374.2 |
2,364.2 |
-10.0 |
-0.4% |
2,410.3 |
| Range |
38.9 |
41.0 |
2.1 |
5.4% |
82.4 |
| ATR |
39.4 |
39.5 |
0.1 |
0.3% |
0.0 |
| Volume |
152,834 |
186,525 |
33,691 |
22.0% |
780,015 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.3 |
2,467.2 |
2,386.8 |
|
| R3 |
2,447.3 |
2,426.2 |
2,375.5 |
|
| R2 |
2,406.3 |
2,406.3 |
2,371.7 |
|
| R1 |
2,385.2 |
2,385.2 |
2,368.0 |
2,375.3 |
| PP |
2,365.3 |
2,365.3 |
2,365.3 |
2,360.3 |
| S1 |
2,344.2 |
2,344.2 |
2,360.4 |
2,334.3 |
| S2 |
2,324.3 |
2,324.3 |
2,356.7 |
|
| S3 |
2,283.3 |
2,303.2 |
2,352.9 |
|
| S4 |
2,242.3 |
2,262.2 |
2,341.7 |
|
|
| 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 |
2,345.3 |
82.2 |
3.5% |
31.3 |
1.3% |
23% |
False |
True |
147,190 |
| 10 |
2,460.8 |
2,345.3 |
115.5 |
4.9% |
38.9 |
1.6% |
16% |
False |
True |
165,344 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
9.0% |
40.4 |
1.7% |
54% |
False |
False |
171,893 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.2% |
41.5 |
1.8% |
67% |
False |
False |
177,247 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.3% |
41.5 |
1.8% |
69% |
False |
False |
157,534 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.1% |
40.4 |
1.7% |
73% |
False |
False |
118,231 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.4% |
41.9 |
1.8% |
73% |
False |
False |
94,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.6 |
|
2.618 |
2,493.6 |
|
1.618 |
2,452.6 |
|
1.000 |
2,427.3 |
|
0.618 |
2,411.6 |
|
HIGH |
2,386.3 |
|
0.618 |
2,370.6 |
|
0.500 |
2,365.8 |
|
0.382 |
2,361.0 |
|
LOW |
2,345.3 |
|
0.618 |
2,320.0 |
|
1.000 |
2,304.3 |
|
1.618 |
2,279.0 |
|
2.618 |
2,238.0 |
|
4.250 |
2,171.1 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,365.8 |
2,377.2 |
| PP |
2,365.3 |
2,372.9 |
| S1 |
2,364.7 |
2,368.5 |
|