Trading Metrics calculated at close of trading on 22-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,863.8 |
1,850.7 |
-13.1 |
-0.7% |
1,876.3 |
High |
1,870.6 |
1,853.0 |
-17.6 |
-0.9% |
1,881.9 |
Low |
1,847.0 |
1,805.3 |
-41.7 |
-2.3% |
1,847.0 |
Close |
1,854.3 |
1,809.1 |
-45.2 |
-2.4% |
1,854.3 |
Range |
23.6 |
47.7 |
24.1 |
102.1% |
34.9 |
ATR |
23.0 |
24.8 |
1.9 |
8.1% |
0.0 |
Volume |
62,337 |
140,290 |
77,953 |
125.1% |
258,963 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.6 |
1,935.0 |
1,835.3 |
|
R3 |
1,917.9 |
1,887.3 |
1,822.2 |
|
R2 |
1,870.2 |
1,870.2 |
1,817.8 |
|
R1 |
1,839.6 |
1,839.6 |
1,813.5 |
1,831.1 |
PP |
1,822.5 |
1,822.5 |
1,822.5 |
1,818.2 |
S1 |
1,791.9 |
1,791.9 |
1,804.7 |
1,783.4 |
S2 |
1,774.8 |
1,774.8 |
1,800.4 |
|
S3 |
1,727.1 |
1,744.2 |
1,796.0 |
|
S4 |
1,679.4 |
1,696.5 |
1,782.9 |
|
|
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 |
1,805.3 |
76.6 |
4.2% |
27.1 |
1.5% |
5% |
False |
True |
62,378 |
10 |
1,881.9 |
1,805.3 |
76.6 |
4.2% |
25.9 |
1.4% |
5% |
False |
True |
60,333 |
20 |
1,881.9 |
1,761.0 |
120.9 |
6.7% |
24.3 |
1.3% |
40% |
False |
False |
37,678 |
40 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
23.2 |
1.3% |
54% |
False |
False |
21,344 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.8 |
1.3% |
54% |
False |
False |
15,043 |
80 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
23.1 |
1.3% |
64% |
False |
False |
11,706 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.2 |
1.2% |
64% |
False |
False |
9,859 |
120 |
1,910.8 |
1,680.0 |
230.8 |
12.8% |
22.9 |
1.3% |
56% |
False |
False |
8,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.7 |
2.618 |
1,977.9 |
1.618 |
1,930.2 |
1.000 |
1,900.7 |
0.618 |
1,882.5 |
HIGH |
1,853.0 |
0.618 |
1,834.8 |
0.500 |
1,829.2 |
0.382 |
1,823.5 |
LOW |
1,805.3 |
0.618 |
1,775.8 |
1.000 |
1,757.6 |
1.618 |
1,728.1 |
2.618 |
1,680.4 |
4.250 |
1,602.6 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,829.2 |
1,840.6 |
PP |
1,822.5 |
1,830.1 |
S1 |
1,815.8 |
1,819.6 |
|