| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,854.5 |
1,871.7 |
17.2 |
0.9% |
1,822.2 |
| High |
1,873.1 |
1,875.9 |
2.8 |
0.1% |
1,873.3 |
| Low |
1,853.8 |
1,859.4 |
5.6 |
0.3% |
1,815.9 |
| Close |
1,872.8 |
1,864.0 |
-8.8 |
-0.5% |
1,870.8 |
| Range |
19.3 |
16.5 |
-2.8 |
-14.5% |
57.4 |
| ATR |
23.4 |
22.9 |
-0.5 |
-2.1% |
0.0 |
| Volume |
34,031 |
50,578 |
16,547 |
48.6% |
243,742 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.9 |
1,906.5 |
1,873.1 |
|
| R3 |
1,899.4 |
1,890.0 |
1,868.5 |
|
| R2 |
1,882.9 |
1,882.9 |
1,867.0 |
|
| R1 |
1,873.5 |
1,873.5 |
1,865.5 |
1,870.0 |
| PP |
1,866.4 |
1,866.4 |
1,866.4 |
1,864.7 |
| S1 |
1,857.0 |
1,857.0 |
1,862.5 |
1,853.5 |
| S2 |
1,849.9 |
1,849.9 |
1,861.0 |
|
| S3 |
1,833.4 |
1,840.5 |
1,859.5 |
|
| S4 |
1,816.9 |
1,824.0 |
1,854.9 |
|
|
| 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 |
1,849.9 |
32.0 |
1.7% |
20.6 |
1.1% |
44% |
False |
False |
45,021 |
| 10 |
1,881.9 |
1,787.6 |
94.3 |
5.1% |
23.7 |
1.3% |
81% |
False |
False |
48,860 |
| 20 |
1,881.9 |
1,761.0 |
120.9 |
6.5% |
23.2 |
1.2% |
85% |
False |
False |
28,493 |
| 40 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.2 |
1.2% |
89% |
False |
False |
16,368 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.5 |
1.2% |
89% |
False |
False |
11,697 |
| 80 |
1,881.9 |
1,680.0 |
201.9 |
10.8% |
22.7 |
1.2% |
91% |
False |
False |
9,241 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
10.8% |
21.8 |
1.2% |
91% |
False |
False |
7,842 |
| 120 |
1,916.4 |
1,680.0 |
236.4 |
12.7% |
22.8 |
1.2% |
78% |
False |
False |
6,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,946.0 |
|
2.618 |
1,919.1 |
|
1.618 |
1,902.6 |
|
1.000 |
1,892.4 |
|
0.618 |
1,886.1 |
|
HIGH |
1,875.9 |
|
0.618 |
1,869.6 |
|
0.500 |
1,867.7 |
|
0.382 |
1,865.7 |
|
LOW |
1,859.4 |
|
0.618 |
1,849.2 |
|
1.000 |
1,842.9 |
|
1.618 |
1,832.7 |
|
2.618 |
1,816.2 |
|
4.250 |
1,789.3 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,867.7 |
1,867.7 |
| PP |
1,866.4 |
1,866.5 |
| S1 |
1,865.2 |
1,865.2 |
|