Trading Metrics calculated at close of trading on 16-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,876.3 |
1,867.4 |
-8.9 |
-0.5% |
1,822.2 |
High |
1,876.3 |
1,881.9 |
5.6 |
0.3% |
1,873.3 |
Low |
1,861.0 |
1,853.5 |
-7.5 |
-0.4% |
1,815.9 |
Close |
1,869.2 |
1,856.7 |
-12.5 |
-0.7% |
1,870.8 |
Range |
15.3 |
28.4 |
13.1 |
85.6% |
57.4 |
ATR |
23.4 |
23.7 |
0.4 |
1.5% |
0.0 |
Volume |
87,363 |
24,654 |
-62,709 |
-71.8% |
243,742 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.2 |
1,931.4 |
1,872.3 |
|
R3 |
1,920.8 |
1,903.0 |
1,864.5 |
|
R2 |
1,892.4 |
1,892.4 |
1,861.9 |
|
R1 |
1,874.6 |
1,874.6 |
1,859.3 |
1,869.3 |
PP |
1,864.0 |
1,864.0 |
1,864.0 |
1,861.4 |
S1 |
1,846.2 |
1,846.2 |
1,854.1 |
1,840.9 |
S2 |
1,835.6 |
1,835.6 |
1,851.5 |
|
S3 |
1,807.2 |
1,817.8 |
1,848.9 |
|
S4 |
1,778.8 |
1,789.4 |
1,841.1 |
|
|
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 |
1,881.9 |
1,825.2 |
56.7 |
3.1% |
27.6 |
1.5% |
56% |
True |
False |
52,322 |
10 |
1,881.9 |
1,761.0 |
120.9 |
6.5% |
26.0 |
1.4% |
79% |
True |
False |
41,882 |
20 |
1,881.9 |
1,761.0 |
120.9 |
6.5% |
23.1 |
1.2% |
79% |
True |
False |
24,524 |
40 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.8 |
1.2% |
84% |
True |
False |
14,378 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.4 |
1.2% |
84% |
True |
False |
10,304 |
80 |
1,881.9 |
1,680.0 |
201.9 |
10.9% |
22.6 |
1.2% |
88% |
True |
False |
8,287 |
100 |
1,881.9 |
1,680.0 |
201.9 |
10.9% |
21.9 |
1.2% |
88% |
True |
False |
7,009 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.1% |
22.8 |
1.2% |
73% |
False |
False |
5,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.6 |
2.618 |
1,956.3 |
1.618 |
1,927.9 |
1.000 |
1,910.3 |
0.618 |
1,899.5 |
HIGH |
1,881.9 |
0.618 |
1,871.1 |
0.500 |
1,867.7 |
0.382 |
1,864.3 |
LOW |
1,853.5 |
0.618 |
1,835.9 |
1.000 |
1,825.1 |
1.618 |
1,807.5 |
2.618 |
1,779.1 |
4.250 |
1,732.8 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,867.7 |
1,865.9 |
PP |
1,864.0 |
1,862.8 |
S1 |
1,860.4 |
1,859.8 |
|