| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,363.9 |
2,346.1 |
-17.8 |
-0.8% |
2,413.1 |
| High |
2,377.4 |
2,372.9 |
-4.5 |
-0.2% |
2,427.5 |
| Low |
2,328.5 |
2,326.2 |
-2.3 |
-0.1% |
2,328.5 |
| Close |
2,342.7 |
2,332.2 |
-10.5 |
-0.4% |
2,342.7 |
| Range |
48.9 |
46.7 |
-2.2 |
-4.5% |
99.0 |
| ATR |
40.2 |
40.7 |
0.5 |
1.2% |
0.0 |
| Volume |
208,340 |
221,701 |
13,361 |
6.4% |
828,413 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.9 |
2,454.7 |
2,357.9 |
|
| R3 |
2,437.2 |
2,408.0 |
2,345.0 |
|
| R2 |
2,390.5 |
2,390.5 |
2,340.8 |
|
| R1 |
2,361.3 |
2,361.3 |
2,336.5 |
2,352.6 |
| PP |
2,343.8 |
2,343.8 |
2,343.8 |
2,339.4 |
| S1 |
2,314.6 |
2,314.6 |
2,327.9 |
2,305.9 |
| S2 |
2,297.1 |
2,297.1 |
2,323.6 |
|
| S3 |
2,250.4 |
2,267.9 |
2,319.4 |
|
| S4 |
2,203.7 |
2,221.2 |
2,306.5 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.2 |
2,602.0 |
2,397.2 |
|
| R3 |
2,564.2 |
2,503.0 |
2,369.9 |
|
| R2 |
2,465.2 |
2,465.2 |
2,360.9 |
|
| R1 |
2,404.0 |
2,404.0 |
2,351.8 |
2,385.1 |
| PP |
2,366.2 |
2,366.2 |
2,366.2 |
2,356.8 |
| S1 |
2,305.0 |
2,305.0 |
2,333.6 |
2,286.1 |
| S2 |
2,267.2 |
2,267.2 |
2,324.6 |
|
| S3 |
2,168.2 |
2,206.0 |
2,315.5 |
|
| S4 |
2,069.2 |
2,107.0 |
2,288.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,409.1 |
2,326.2 |
82.9 |
3.6% |
40.0 |
1.7% |
7% |
False |
True |
181,556 |
| 10 |
2,442.0 |
2,326.2 |
115.8 |
5.0% |
37.2 |
1.6% |
5% |
False |
True |
166,016 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
9.1% |
41.3 |
1.8% |
39% |
False |
False |
177,886 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.4% |
41.8 |
1.8% |
56% |
False |
False |
179,520 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.5% |
41.3 |
1.8% |
59% |
False |
False |
164,680 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.3% |
40.6 |
1.7% |
64% |
False |
False |
123,604 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.6% |
42.4 |
1.8% |
65% |
False |
False |
98,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,571.4 |
|
2.618 |
2,495.2 |
|
1.618 |
2,448.5 |
|
1.000 |
2,419.6 |
|
0.618 |
2,401.8 |
|
HIGH |
2,372.9 |
|
0.618 |
2,355.1 |
|
0.500 |
2,349.6 |
|
0.382 |
2,344.0 |
|
LOW |
2,326.2 |
|
0.618 |
2,297.3 |
|
1.000 |
2,279.5 |
|
1.618 |
2,250.6 |
|
2.618 |
2,203.9 |
|
4.250 |
2,127.7 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.6 |
2,356.3 |
| PP |
2,343.8 |
2,348.2 |
| S1 |
2,338.0 |
2,340.2 |
|