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 |
4,698.75 |
4,696.25 |
-2.50 |
-0.1% |
4,680.00 |
High |
4,716.75 |
4,735.00 |
18.25 |
0.4% |
4,716.75 |
Low |
4,678.25 |
4,668.50 |
-9.75 |
-0.2% |
4,661.00 |
Close |
4,688.50 |
4,673.75 |
-14.75 |
-0.3% |
4,688.50 |
Range |
38.50 |
66.50 |
28.00 |
72.7% |
55.75 |
ATR |
39.74 |
41.65 |
1.91 |
4.8% |
0.00 |
Volume |
8,354 |
9,508 |
1,154 |
13.8% |
23,897 |
|
Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,892.00 |
4,849.25 |
4,710.25 |
|
R3 |
4,825.50 |
4,782.75 |
4,692.00 |
|
R2 |
4,759.00 |
4,759.00 |
4,686.00 |
|
R1 |
4,716.25 |
4,716.25 |
4,679.75 |
4,704.50 |
PP |
4,692.50 |
4,692.50 |
4,692.50 |
4,686.50 |
S1 |
4,649.75 |
4,649.75 |
4,667.75 |
4,638.00 |
S2 |
4,626.00 |
4,626.00 |
4,661.50 |
|
S3 |
4,559.50 |
4,583.25 |
4,655.50 |
|
S4 |
4,493.00 |
4,516.75 |
4,637.25 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.00 |
4,828.00 |
4,719.25 |
|
R3 |
4,800.25 |
4,772.25 |
4,703.75 |
|
R2 |
4,744.50 |
4,744.50 |
4,698.75 |
|
R1 |
4,716.50 |
4,716.50 |
4,693.50 |
4,730.50 |
PP |
4,688.75 |
4,688.75 |
4,688.75 |
4,695.75 |
S1 |
4,660.75 |
4,660.75 |
4,683.50 |
4,674.75 |
S2 |
4,633.00 |
4,633.00 |
4,678.25 |
|
S3 |
4,577.25 |
4,605.00 |
4,673.25 |
|
S4 |
4,521.50 |
4,549.25 |
4,657.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,735.00 |
4,662.00 |
73.00 |
1.6% |
40.50 |
0.9% |
16% |
True |
False |
5,925 |
10 |
4,735.00 |
4,619.00 |
116.00 |
2.5% |
39.00 |
0.8% |
47% |
True |
False |
4,603 |
20 |
4,735.00 |
4,537.50 |
197.50 |
4.2% |
37.25 |
0.8% |
69% |
True |
False |
5,485 |
40 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
48.50 |
1.0% |
87% |
True |
False |
3,901 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
49.00 |
1.0% |
87% |
True |
False |
3,067 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
45.50 |
1.0% |
87% |
True |
False |
2,341 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.3% |
45.25 |
1.0% |
88% |
True |
False |
1,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,017.50 |
2.618 |
4,909.00 |
1.618 |
4,842.50 |
1.000 |
4,801.50 |
0.618 |
4,776.00 |
HIGH |
4,735.00 |
0.618 |
4,709.50 |
0.500 |
4,701.75 |
0.382 |
4,694.00 |
LOW |
4,668.50 |
0.618 |
4,627.50 |
1.000 |
4,602.00 |
1.618 |
4,561.00 |
2.618 |
4,494.50 |
4.250 |
4,386.00 |
|
|
Fisher Pivots for day following 22-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,701.75 |
4,698.50 |
PP |
4,692.50 |
4,690.25 |
S1 |
4,683.00 |
4,682.00 |
|