| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1,871.7 |
1,863.8 |
-7.9 |
-0.4% |
1,876.3 |
| High |
1,875.9 |
1,870.6 |
-5.3 |
-0.3% |
1,881.9 |
| Low |
1,859.4 |
1,847.0 |
-12.4 |
-0.7% |
1,847.0 |
| Close |
1,864.0 |
1,854.3 |
-9.7 |
-0.5% |
1,854.3 |
| Range |
16.5 |
23.6 |
7.1 |
43.0% |
34.9 |
| ATR |
22.9 |
23.0 |
0.0 |
0.2% |
0.0 |
| Volume |
50,578 |
62,337 |
11,759 |
23.2% |
258,963 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,928.1 |
1,914.8 |
1,867.3 |
|
| R3 |
1,904.5 |
1,891.2 |
1,860.8 |
|
| R2 |
1,880.9 |
1,880.9 |
1,858.6 |
|
| R1 |
1,867.6 |
1,867.6 |
1,856.5 |
1,862.5 |
| PP |
1,857.3 |
1,857.3 |
1,857.3 |
1,854.7 |
| S1 |
1,844.0 |
1,844.0 |
1,852.1 |
1,838.9 |
| S2 |
1,833.7 |
1,833.7 |
1,850.0 |
|
| S3 |
1,810.1 |
1,820.4 |
1,847.8 |
|
| S4 |
1,786.5 |
1,796.8 |
1,841.3 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.8 |
1,944.9 |
1,873.5 |
|
| R3 |
1,930.9 |
1,910.0 |
1,863.9 |
|
| R2 |
1,896.0 |
1,896.0 |
1,860.7 |
|
| R1 |
1,875.1 |
1,875.1 |
1,857.5 |
1,868.1 |
| PP |
1,861.1 |
1,861.1 |
1,861.1 |
1,857.6 |
| S1 |
1,840.2 |
1,840.2 |
1,851.1 |
1,833.2 |
| S2 |
1,826.2 |
1,826.2 |
1,847.9 |
|
| S3 |
1,791.3 |
1,805.3 |
1,844.7 |
|
| S4 |
1,756.4 |
1,770.4 |
1,835.1 |
|
|
| 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 |
1,847.0 |
34.9 |
1.9% |
20.6 |
1.1% |
21% |
False |
True |
51,792 |
| 10 |
1,881.9 |
1,815.9 |
66.0 |
3.6% |
22.6 |
1.2% |
58% |
False |
False |
50,270 |
| 20 |
1,881.9 |
1,761.0 |
120.9 |
6.5% |
22.8 |
1.2% |
77% |
False |
False |
30,967 |
| 40 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.4 |
1.2% |
83% |
False |
False |
17,883 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.5% |
22.6 |
1.2% |
83% |
False |
False |
12,720 |
| 80 |
1,881.9 |
1,680.0 |
201.9 |
10.9% |
22.7 |
1.2% |
86% |
False |
False |
9,966 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
10.9% |
21.9 |
1.2% |
86% |
False |
False |
8,460 |
| 120 |
1,916.4 |
1,680.0 |
236.4 |
12.7% |
22.9 |
1.2% |
74% |
False |
False |
7,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,970.9 |
|
2.618 |
1,932.4 |
|
1.618 |
1,908.8 |
|
1.000 |
1,894.2 |
|
0.618 |
1,885.2 |
|
HIGH |
1,870.6 |
|
0.618 |
1,861.6 |
|
0.500 |
1,858.8 |
|
0.382 |
1,856.0 |
|
LOW |
1,847.0 |
|
0.618 |
1,832.4 |
|
1.000 |
1,823.4 |
|
1.618 |
1,808.8 |
|
2.618 |
1,785.2 |
|
4.250 |
1,746.7 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,858.8 |
1,861.5 |
| PP |
1,857.3 |
1,859.1 |
| S1 |
1,855.8 |
1,856.7 |
|