Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
7,386.0 |
7,337.0 |
-49.0 |
-0.7% |
7,286.0 |
High |
7,388.5 |
7,352.0 |
-36.5 |
-0.5% |
7,388.5 |
Low |
7,324.5 |
7,317.5 |
-7.0 |
-0.1% |
7,237.0 |
Close |
7,334.5 |
7,331.0 |
-3.5 |
0.0% |
7,334.5 |
Range |
64.0 |
34.5 |
-29.5 |
-46.1% |
151.5 |
ATR |
63.4 |
61.4 |
-2.1 |
-3.3% |
0.0 |
Volume |
88,941 |
70,142 |
-18,799 |
-21.1% |
387,101 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,437.0 |
7,418.5 |
7,350.0 |
|
R3 |
7,402.5 |
7,384.0 |
7,340.5 |
|
R2 |
7,368.0 |
7,368.0 |
7,337.5 |
|
R1 |
7,349.5 |
7,349.5 |
7,334.0 |
7,341.5 |
PP |
7,333.5 |
7,333.5 |
7,333.5 |
7,329.5 |
S1 |
7,315.0 |
7,315.0 |
7,328.0 |
7,307.0 |
S2 |
7,299.0 |
7,299.0 |
7,324.5 |
|
S3 |
7,264.5 |
7,280.5 |
7,321.5 |
|
S4 |
7,230.0 |
7,246.0 |
7,312.0 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,774.5 |
7,706.0 |
7,418.0 |
|
R3 |
7,623.0 |
7,554.5 |
7,376.0 |
|
R2 |
7,471.5 |
7,471.5 |
7,362.5 |
|
R1 |
7,403.0 |
7,403.0 |
7,348.5 |
7,437.0 |
PP |
7,320.0 |
7,320.0 |
7,320.0 |
7,337.0 |
S1 |
7,251.5 |
7,251.5 |
7,320.5 |
7,286.0 |
S2 |
7,168.5 |
7,168.5 |
7,306.5 |
|
S3 |
7,017.0 |
7,100.0 |
7,293.0 |
|
S4 |
6,865.5 |
6,948.5 |
7,251.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,388.5 |
7,237.0 |
151.5 |
2.1% |
63.5 |
0.9% |
62% |
False |
False |
79,719 |
10 |
7,388.5 |
7,214.5 |
174.0 |
2.4% |
57.5 |
0.8% |
67% |
False |
False |
77,965 |
20 |
7,388.5 |
7,157.5 |
231.0 |
3.2% |
52.5 |
0.7% |
75% |
False |
False |
75,695 |
40 |
7,388.5 |
6,879.5 |
509.0 |
6.9% |
68.5 |
0.9% |
89% |
False |
False |
84,639 |
60 |
7,388.5 |
6,791.5 |
597.0 |
8.1% |
64.5 |
0.9% |
90% |
False |
False |
82,233 |
80 |
7,388.5 |
6,791.5 |
597.0 |
8.1% |
53.5 |
0.7% |
90% |
False |
False |
61,750 |
100 |
7,388.5 |
6,730.0 |
658.5 |
9.0% |
47.0 |
0.6% |
91% |
False |
False |
49,401 |
120 |
7,388.5 |
6,730.0 |
658.5 |
9.0% |
43.5 |
0.6% |
91% |
False |
False |
41,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,498.5 |
2.618 |
7,442.5 |
1.618 |
7,408.0 |
1.000 |
7,386.5 |
0.618 |
7,373.5 |
HIGH |
7,352.0 |
0.618 |
7,339.0 |
0.500 |
7,335.0 |
0.382 |
7,330.5 |
LOW |
7,317.5 |
0.618 |
7,296.0 |
1.000 |
7,283.0 |
1.618 |
7,261.5 |
2.618 |
7,227.0 |
4.250 |
7,171.0 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
7,335.0 |
7,343.0 |
PP |
7,333.5 |
7,339.0 |
S1 |
7,332.0 |
7,335.0 |
|