Trading Metrics calculated at close of trading on 16-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,680.00 |
4,673.00 |
-7.00 |
-0.1% |
4,676.00 |
High |
4,690.75 |
4,703.50 |
12.75 |
0.3% |
4,700.75 |
Low |
4,661.00 |
4,665.00 |
4.00 |
0.1% |
4,619.00 |
Close |
4,672.50 |
4,689.75 |
17.25 |
0.4% |
4,672.00 |
Range |
29.75 |
38.50 |
8.75 |
29.4% |
81.75 |
ATR |
41.61 |
41.39 |
-0.22 |
-0.5% |
0.00 |
Volume |
3,776 |
3,033 |
-743 |
-19.7% |
15,120 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.50 |
4,784.25 |
4,711.00 |
|
R3 |
4,763.00 |
4,745.75 |
4,700.25 |
|
R2 |
4,724.50 |
4,724.50 |
4,696.75 |
|
R1 |
4,707.25 |
4,707.25 |
4,693.25 |
4,716.00 |
PP |
4,686.00 |
4,686.00 |
4,686.00 |
4,690.50 |
S1 |
4,668.75 |
4,668.75 |
4,686.25 |
4,677.50 |
S2 |
4,647.50 |
4,647.50 |
4,682.75 |
|
S3 |
4,609.00 |
4,630.25 |
4,679.25 |
|
S4 |
4,570.50 |
4,591.75 |
4,668.50 |
|
|
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 |
4,703.50 |
4,619.00 |
84.50 |
1.8% |
37.50 |
0.8% |
84% |
True |
False |
3,235 |
10 |
4,705.50 |
4,607.00 |
98.50 |
2.1% |
36.50 |
0.8% |
84% |
False |
False |
4,393 |
20 |
4,705.50 |
4,497.00 |
208.50 |
4.4% |
35.75 |
0.8% |
92% |
False |
False |
4,900 |
40 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
50.50 |
1.1% |
97% |
False |
False |
3,520 |
60 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
48.00 |
1.0% |
97% |
False |
False |
2,637 |
80 |
4,705.50 |
4,252.75 |
452.75 |
9.7% |
45.25 |
1.0% |
97% |
False |
False |
2,010 |
100 |
4,705.50 |
4,206.75 |
498.75 |
10.6% |
44.50 |
0.9% |
97% |
False |
False |
1,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,867.00 |
2.618 |
4,804.25 |
1.618 |
4,765.75 |
1.000 |
4,742.00 |
0.618 |
4,727.25 |
HIGH |
4,703.50 |
0.618 |
4,688.75 |
0.500 |
4,684.25 |
0.382 |
4,679.75 |
LOW |
4,665.00 |
0.618 |
4,641.25 |
1.000 |
4,626.50 |
1.618 |
4,602.75 |
2.618 |
4,564.25 |
4.250 |
4,501.50 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,688.00 |
4,683.25 |
PP |
4,686.00 |
4,677.00 |
S1 |
4,684.25 |
4,670.50 |
|