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 |
1,866.3 |
1,876.3 |
10.0 |
0.5% |
1,822.2 |
High |
1,873.3 |
1,876.3 |
3.0 |
0.2% |
1,873.3 |
Low |
1,849.9 |
1,861.0 |
11.1 |
0.6% |
1,815.9 |
Close |
1,870.8 |
1,869.2 |
-1.6 |
-0.1% |
1,870.8 |
Range |
23.4 |
15.3 |
-8.1 |
-34.6% |
57.4 |
ATR |
24.0 |
23.4 |
-0.6 |
-2.6% |
0.0 |
Volume |
28,481 |
87,363 |
58,882 |
206.7% |
243,742 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,914.7 |
1,907.3 |
1,877.6 |
|
R3 |
1,899.4 |
1,892.0 |
1,873.4 |
|
R2 |
1,884.1 |
1,884.1 |
1,872.0 |
|
R1 |
1,876.7 |
1,876.7 |
1,870.6 |
1,872.8 |
PP |
1,868.8 |
1,868.8 |
1,868.8 |
1,866.9 |
S1 |
1,861.4 |
1,861.4 |
1,867.8 |
1,857.5 |
S2 |
1,853.5 |
1,853.5 |
1,866.4 |
|
S3 |
1,838.2 |
1,846.1 |
1,865.0 |
|
S4 |
1,822.9 |
1,830.8 |
1,860.8 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,025.5 |
2,005.6 |
1,902.4 |
|
R3 |
1,968.1 |
1,948.2 |
1,886.6 |
|
R2 |
1,910.7 |
1,910.7 |
1,881.3 |
|
R1 |
1,890.8 |
1,890.8 |
1,876.1 |
1,900.8 |
PP |
1,853.3 |
1,853.3 |
1,853.3 |
1,858.3 |
S1 |
1,833.4 |
1,833.4 |
1,865.5 |
1,843.4 |
S2 |
1,795.9 |
1,795.9 |
1,860.3 |
|
S3 |
1,738.5 |
1,776.0 |
1,855.0 |
|
S4 |
1,681.1 |
1,718.6 |
1,839.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.3 |
1,823.2 |
53.1 |
2.8% |
24.6 |
1.3% |
87% |
True |
False |
58,288 |
10 |
1,876.3 |
1,761.0 |
115.3 |
6.2% |
24.1 |
1.3% |
94% |
True |
False |
40,207 |
20 |
1,876.3 |
1,761.0 |
115.3 |
6.2% |
22.8 |
1.2% |
94% |
True |
False |
23,369 |
40 |
1,876.3 |
1,723.7 |
152.6 |
8.2% |
22.7 |
1.2% |
95% |
True |
False |
13,817 |
60 |
1,876.3 |
1,723.7 |
152.6 |
8.2% |
22.4 |
1.2% |
95% |
True |
False |
9,914 |
80 |
1,876.3 |
1,680.0 |
196.3 |
10.5% |
22.5 |
1.2% |
96% |
True |
False |
7,996 |
100 |
1,876.3 |
1,680.0 |
196.3 |
10.5% |
21.7 |
1.2% |
96% |
True |
False |
6,768 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.0% |
22.7 |
1.2% |
78% |
False |
False |
5,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.3 |
2.618 |
1,916.4 |
1.618 |
1,901.1 |
1.000 |
1,891.6 |
0.618 |
1,885.8 |
HIGH |
1,876.3 |
0.618 |
1,870.5 |
0.500 |
1,868.7 |
0.382 |
1,866.8 |
LOW |
1,861.0 |
0.618 |
1,851.5 |
1.000 |
1,845.7 |
1.618 |
1,836.2 |
2.618 |
1,820.9 |
4.250 |
1,796.0 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.0 |
1,866.8 |
PP |
1,868.8 |
1,864.4 |
S1 |
1,868.7 |
1,862.0 |
|