Trading Metrics calculated at close of trading on 15-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,642.50 |
4,680.00 |
37.50 |
0.8% |
4,676.00 |
High |
4,679.25 |
4,690.75 |
11.50 |
0.2% |
4,700.75 |
Low |
4,637.50 |
4,661.00 |
23.50 |
0.5% |
4,619.00 |
Close |
4,672.00 |
4,672.50 |
0.50 |
0.0% |
4,672.00 |
Range |
41.75 |
29.75 |
-12.00 |
-28.7% |
81.75 |
ATR |
42.53 |
41.61 |
-0.91 |
-2.1% |
0.00 |
Volume |
2,991 |
3,776 |
785 |
26.2% |
15,120 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,764.00 |
4,748.00 |
4,688.75 |
|
R3 |
4,734.25 |
4,718.25 |
4,680.75 |
|
R2 |
4,704.50 |
4,704.50 |
4,678.00 |
|
R1 |
4,688.50 |
4,688.50 |
4,675.25 |
4,681.50 |
PP |
4,674.75 |
4,674.75 |
4,674.75 |
4,671.25 |
S1 |
4,658.75 |
4,658.75 |
4,669.75 |
4,652.00 |
S2 |
4,645.00 |
4,645.00 |
4,667.00 |
|
S3 |
4,615.25 |
4,629.00 |
4,664.25 |
|
S4 |
4,585.50 |
4,599.25 |
4,656.25 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,909.25 |
4,872.25 |
4,717.00 |
|
R3 |
4,827.50 |
4,790.50 |
4,694.50 |
|
R2 |
4,745.75 |
4,745.75 |
4,687.00 |
|
R1 |
4,708.75 |
4,708.75 |
4,679.50 |
4,686.50 |
PP |
4,664.00 |
4,664.00 |
4,664.00 |
4,652.75 |
S1 |
4,627.00 |
4,627.00 |
4,664.50 |
4,604.50 |
S2 |
4,582.25 |
4,582.25 |
4,657.00 |
|
S3 |
4,500.50 |
4,545.25 |
4,649.50 |
|
S4 |
4,418.75 |
4,463.50 |
4,627.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,693.50 |
4,619.00 |
74.50 |
1.6% |
37.25 |
0.8% |
72% |
False |
False |
3,280 |
10 |
4,705.50 |
4,587.75 |
117.75 |
2.5% |
36.00 |
0.8% |
72% |
False |
False |
4,640 |
20 |
4,705.50 |
4,464.75 |
240.75 |
5.2% |
36.25 |
0.8% |
86% |
False |
False |
4,877 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
51.00 |
1.1% |
93% |
False |
False |
3,495 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
48.25 |
1.0% |
93% |
False |
False |
2,590 |
80 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
45.25 |
1.0% |
93% |
False |
False |
1,972 |
100 |
4,705.50 |
4,206.75 |
498.75 |
10.7% |
44.25 |
0.9% |
93% |
False |
False |
1,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,817.25 |
2.618 |
4,768.75 |
1.618 |
4,739.00 |
1.000 |
4,720.50 |
0.618 |
4,709.25 |
HIGH |
4,690.75 |
0.618 |
4,679.50 |
0.500 |
4,676.00 |
0.382 |
4,672.25 |
LOW |
4,661.00 |
0.618 |
4,642.50 |
1.000 |
4,631.25 |
1.618 |
4,612.75 |
2.618 |
4,583.00 |
4.250 |
4,534.50 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,676.00 |
4,668.75 |
PP |
4,674.75 |
4,665.00 |
S1 |
4,673.50 |
4,661.50 |
|