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 |
4,679.50 |
4,678.25 |
-1.25 |
0.0% |
4,680.00 |
High |
4,689.25 |
4,696.75 |
7.50 |
0.2% |
4,716.75 |
Low |
4,643.50 |
4,650.50 |
7.00 |
0.2% |
4,661.00 |
Close |
4,682.75 |
4,693.25 |
10.50 |
0.2% |
4,688.50 |
Range |
45.75 |
46.25 |
0.50 |
1.1% |
55.75 |
ATR |
41.94 |
42.25 |
0.31 |
0.7% |
0.00 |
Volume |
10,043 |
10,580 |
537 |
5.3% |
23,897 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.00 |
4,802.25 |
4,718.75 |
|
R3 |
4,772.75 |
4,756.00 |
4,706.00 |
|
R2 |
4,726.50 |
4,726.50 |
4,701.75 |
|
R1 |
4,709.75 |
4,709.75 |
4,697.50 |
4,718.00 |
PP |
4,680.25 |
4,680.25 |
4,680.25 |
4,684.25 |
S1 |
4,663.50 |
4,663.50 |
4,689.00 |
4,672.00 |
S2 |
4,634.00 |
4,634.00 |
4,684.75 |
|
S3 |
4,587.75 |
4,617.25 |
4,680.50 |
|
S4 |
4,541.50 |
4,571.00 |
4,667.75 |
|
|
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 |
4,643.50 |
91.50 |
1.9% |
47.25 |
1.0% |
54% |
False |
False |
8,980 |
10 |
4,735.00 |
4,632.00 |
103.00 |
2.2% |
39.00 |
0.8% |
59% |
False |
False |
6,089 |
20 |
4,735.00 |
4,539.00 |
196.00 |
4.2% |
38.75 |
0.8% |
79% |
False |
False |
5,976 |
40 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
47.25 |
1.0% |
91% |
False |
False |
4,310 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
49.50 |
1.1% |
91% |
False |
False |
3,406 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
45.50 |
1.0% |
91% |
False |
False |
2,595 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.3% |
45.50 |
1.0% |
92% |
False |
False |
2,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,893.25 |
2.618 |
4,817.75 |
1.618 |
4,771.50 |
1.000 |
4,743.00 |
0.618 |
4,725.25 |
HIGH |
4,696.75 |
0.618 |
4,679.00 |
0.500 |
4,673.50 |
0.382 |
4,668.25 |
LOW |
4,650.50 |
0.618 |
4,622.00 |
1.000 |
4,604.25 |
1.618 |
4,575.75 |
2.618 |
4,529.50 |
4.250 |
4,454.00 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,686.75 |
4,692.00 |
PP |
4,680.25 |
4,690.50 |
S1 |
4,673.50 |
4,689.25 |
|