| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,867.4 |
1,854.5 |
-12.9 |
-0.7% |
1,822.2 |
| High |
1,881.9 |
1,873.1 |
-8.8 |
-0.5% |
1,873.3 |
| Low |
1,853.5 |
1,853.8 |
0.3 |
0.0% |
1,815.9 |
| Close |
1,856.7 |
1,872.8 |
16.1 |
0.9% |
1,870.8 |
| Range |
28.4 |
19.3 |
-9.1 |
-32.0% |
57.4 |
| ATR |
23.7 |
23.4 |
-0.3 |
-1.3% |
0.0 |
| Volume |
24,654 |
34,031 |
9,377 |
38.0% |
243,742 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,924.5 |
1,917.9 |
1,883.4 |
|
| R3 |
1,905.2 |
1,898.6 |
1,878.1 |
|
| R2 |
1,885.9 |
1,885.9 |
1,876.3 |
|
| R1 |
1,879.3 |
1,879.3 |
1,874.6 |
1,882.6 |
| PP |
1,866.6 |
1,866.6 |
1,866.6 |
1,868.2 |
| S1 |
1,860.0 |
1,860.0 |
1,871.0 |
1,863.3 |
| S2 |
1,847.3 |
1,847.3 |
1,869.3 |
|
| S3 |
1,828.0 |
1,840.7 |
1,867.5 |
|
| S4 |
1,808.7 |
1,821.4 |
1,862.2 |
|
|
| 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 |
1,847.6 |
34.3 |
1.8% |
21.9 |
1.2% |
73% |
False |
False |
44,441 |
| 10 |
1,881.9 |
1,773.0 |
108.9 |
5.8% |
24.9 |
1.3% |
92% |
False |
False |
44,611 |
| 20 |
1,881.9 |
1,761.0 |
120.9 |
6.5% |
23.0 |
1.2% |
92% |
False |
False |
26,015 |
| 40 |
1,881.9 |
1,723.7 |
158.2 |
8.4% |
22.7 |
1.2% |
94% |
False |
False |
15,158 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.4% |
22.6 |
1.2% |
94% |
False |
False |
10,861 |
| 80 |
1,881.9 |
1,680.0 |
201.9 |
10.8% |
22.7 |
1.2% |
95% |
False |
False |
8,684 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
10.8% |
21.9 |
1.2% |
95% |
False |
False |
7,345 |
| 120 |
1,923.0 |
1,680.0 |
243.0 |
13.0% |
22.8 |
1.2% |
79% |
False |
False |
6,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,955.1 |
|
2.618 |
1,923.6 |
|
1.618 |
1,904.3 |
|
1.000 |
1,892.4 |
|
0.618 |
1,885.0 |
|
HIGH |
1,873.1 |
|
0.618 |
1,865.7 |
|
0.500 |
1,863.5 |
|
0.382 |
1,861.2 |
|
LOW |
1,853.8 |
|
0.618 |
1,841.9 |
|
1.000 |
1,834.5 |
|
1.618 |
1,822.6 |
|
2.618 |
1,803.3 |
|
4.250 |
1,771.8 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,869.7 |
1,871.1 |
| PP |
1,866.6 |
1,869.4 |
| S1 |
1,863.5 |
1,867.7 |
|