Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,808.7 |
1,792.3 |
-16.4 |
-0.9% |
1,876.3 |
High |
1,815.2 |
1,798.8 |
-16.4 |
-0.9% |
1,881.9 |
Low |
1,784.3 |
1,780.2 |
-4.1 |
-0.2% |
1,847.0 |
Close |
1,786.3 |
1,786.9 |
0.6 |
0.0% |
1,854.3 |
Range |
30.9 |
18.6 |
-12.3 |
-39.8% |
34.9 |
ATR |
25.3 |
24.8 |
-0.5 |
-1.9% |
0.0 |
Volume |
150,814 |
103,425 |
-47,389 |
-31.4% |
258,963 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.4 |
1,834.3 |
1,797.1 |
|
R3 |
1,825.8 |
1,815.7 |
1,792.0 |
|
R2 |
1,807.2 |
1,807.2 |
1,790.3 |
|
R1 |
1,797.1 |
1,797.1 |
1,788.6 |
1,792.9 |
PP |
1,788.6 |
1,788.6 |
1,788.6 |
1,786.5 |
S1 |
1,778.5 |
1,778.5 |
1,785.2 |
1,774.3 |
S2 |
1,770.0 |
1,770.0 |
1,783.5 |
|
S3 |
1,751.4 |
1,759.9 |
1,781.8 |
|
S4 |
1,732.8 |
1,741.3 |
1,776.7 |
|
|
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 |
1,875.9 |
1,780.2 |
95.7 |
5.4% |
27.5 |
1.5% |
7% |
False |
True |
101,488 |
10 |
1,881.9 |
1,780.2 |
101.7 |
5.7% |
24.7 |
1.4% |
7% |
False |
True |
72,965 |
20 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
24.6 |
1.4% |
21% |
False |
False |
50,082 |
40 |
1,881.9 |
1,724.5 |
157.4 |
8.8% |
23.2 |
1.3% |
40% |
False |
False |
27,585 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.1 |
1.3% |
40% |
False |
False |
19,261 |
80 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
23.4 |
1.3% |
53% |
False |
False |
14,850 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.2 |
1.2% |
53% |
False |
False |
12,386 |
120 |
1,910.8 |
1,680.0 |
230.8 |
12.9% |
22.8 |
1.3% |
46% |
False |
False |
10,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,877.9 |
2.618 |
1,847.5 |
1.618 |
1,828.9 |
1.000 |
1,817.4 |
0.618 |
1,810.3 |
HIGH |
1,798.8 |
0.618 |
1,791.7 |
0.500 |
1,789.5 |
0.382 |
1,787.3 |
LOW |
1,780.2 |
0.618 |
1,768.7 |
1.000 |
1,761.6 |
1.618 |
1,750.1 |
2.618 |
1,731.5 |
4.250 |
1,701.2 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,789.5 |
1,816.6 |
PP |
1,788.6 |
1,806.7 |
S1 |
1,787.8 |
1,796.8 |
|