| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,346.1 |
2,336.3 |
-9.8 |
-0.4% |
2,413.1 |
| High |
2,372.9 |
2,344.9 |
-28.0 |
-1.2% |
2,427.5 |
| Low |
2,326.2 |
2,300.9 |
-25.3 |
-1.1% |
2,328.5 |
| Close |
2,332.2 |
2,329.3 |
-2.9 |
-0.1% |
2,342.7 |
| Range |
46.7 |
44.0 |
-2.7 |
-5.8% |
99.0 |
| ATR |
40.7 |
40.9 |
0.2 |
0.6% |
0.0 |
| Volume |
221,701 |
220,497 |
-1,204 |
-0.5% |
828,413 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,457.0 |
2,437.2 |
2,353.5 |
|
| R3 |
2,413.0 |
2,393.2 |
2,341.4 |
|
| R2 |
2,369.0 |
2,369.0 |
2,337.4 |
|
| R1 |
2,349.2 |
2,349.2 |
2,333.3 |
2,337.1 |
| PP |
2,325.0 |
2,325.0 |
2,325.0 |
2,319.0 |
| S1 |
2,305.2 |
2,305.2 |
2,325.3 |
2,293.1 |
| S2 |
2,281.0 |
2,281.0 |
2,321.2 |
|
| S3 |
2,237.0 |
2,261.2 |
2,317.2 |
|
| S4 |
2,193.0 |
2,217.2 |
2,305.1 |
|
|
| 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 |
2,405.3 |
2,300.9 |
104.4 |
4.5% |
43.9 |
1.9% |
27% |
False |
True |
197,979 |
| 10 |
2,431.4 |
2,300.9 |
130.5 |
5.6% |
38.5 |
1.7% |
22% |
False |
True |
170,637 |
| 20 |
2,460.8 |
2,248.8 |
212.0 |
9.1% |
41.9 |
1.8% |
38% |
False |
False |
180,053 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.4% |
41.3 |
1.8% |
55% |
False |
False |
178,586 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.5% |
41.6 |
1.8% |
58% |
False |
False |
168,343 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.3% |
40.6 |
1.7% |
63% |
False |
False |
126,359 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.6% |
42.5 |
1.8% |
64% |
False |
False |
101,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.9 |
|
2.618 |
2,460.1 |
|
1.618 |
2,416.1 |
|
1.000 |
2,388.9 |
|
0.618 |
2,372.1 |
|
HIGH |
2,344.9 |
|
0.618 |
2,328.1 |
|
0.500 |
2,322.9 |
|
0.382 |
2,317.7 |
|
LOW |
2,300.9 |
|
0.618 |
2,273.7 |
|
1.000 |
2,256.9 |
|
1.618 |
2,229.7 |
|
2.618 |
2,185.7 |
|
4.250 |
2,113.9 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,327.2 |
2,339.2 |
| PP |
2,325.0 |
2,335.9 |
| S1 |
2,322.9 |
2,332.6 |
|