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 |
1,867.3 |
1,875.6 |
8.3 |
0.4% |
1,823.0 |
High |
1,875.0 |
1,876.3 |
1.3 |
0.1% |
1,875.0 |
Low |
1,851.9 |
1,862.9 |
11.0 |
0.6% |
1,818.0 |
Close |
1,872.2 |
1,870.8 |
-1.4 |
-0.1% |
1,872.2 |
Range |
23.1 |
13.4 |
-9.7 |
-42.0% |
57.0 |
ATR |
23.2 |
22.5 |
-0.7 |
-3.0% |
0.0 |
Volume |
1,979 |
11,812 |
9,833 |
496.9% |
26,203 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.2 |
1,903.9 |
1,878.2 |
|
R3 |
1,896.8 |
1,890.5 |
1,874.5 |
|
R2 |
1,883.4 |
1,883.4 |
1,873.3 |
|
R1 |
1,877.1 |
1,877.1 |
1,872.0 |
1,873.6 |
PP |
1,870.0 |
1,870.0 |
1,870.0 |
1,868.2 |
S1 |
1,863.7 |
1,863.7 |
1,869.6 |
1,860.2 |
S2 |
1,856.6 |
1,856.6 |
1,868.3 |
|
S3 |
1,843.2 |
1,850.3 |
1,867.1 |
|
S4 |
1,829.8 |
1,836.9 |
1,863.4 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.1 |
2,006.1 |
1,903.6 |
|
R3 |
1,969.1 |
1,949.1 |
1,887.9 |
|
R2 |
1,912.1 |
1,912.1 |
1,882.7 |
|
R1 |
1,892.1 |
1,892.1 |
1,877.4 |
1,902.1 |
PP |
1,855.1 |
1,855.1 |
1,855.1 |
1,860.1 |
S1 |
1,835.1 |
1,835.1 |
1,867.0 |
1,845.1 |
S2 |
1,798.1 |
1,798.1 |
1,861.8 |
|
S3 |
1,741.1 |
1,778.1 |
1,856.5 |
|
S4 |
1,684.1 |
1,721.1 |
1,840.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.3 |
1,825.6 |
50.7 |
2.7% |
23.6 |
1.3% |
89% |
True |
False |
6,678 |
10 |
1,876.3 |
1,762.8 |
113.5 |
6.1% |
23.0 |
1.2% |
95% |
True |
False |
4,932 |
20 |
1,876.3 |
1,762.8 |
113.5 |
6.1% |
21.7 |
1.2% |
95% |
True |
False |
3,161 |
40 |
1,876.3 |
1,725.0 |
151.3 |
8.1% |
21.6 |
1.2% |
96% |
True |
False |
2,398 |
60 |
1,876.3 |
1,725.0 |
151.3 |
8.1% |
21.3 |
1.1% |
96% |
True |
False |
1,943 |
80 |
1,876.3 |
1,682.4 |
193.9 |
10.4% |
21.2 |
1.1% |
97% |
True |
False |
1,761 |
100 |
1,876.3 |
1,682.4 |
193.9 |
10.4% |
19.5 |
1.0% |
97% |
True |
False |
1,512 |
120 |
1,919.3 |
1,682.4 |
236.9 |
12.7% |
19.3 |
1.0% |
80% |
False |
False |
1,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.3 |
2.618 |
1,911.4 |
1.618 |
1,898.0 |
1.000 |
1,889.7 |
0.618 |
1,884.6 |
HIGH |
1,876.3 |
0.618 |
1,871.2 |
0.500 |
1,869.6 |
0.382 |
1,868.0 |
LOW |
1,862.9 |
0.618 |
1,854.6 |
1.000 |
1,849.5 |
1.618 |
1,841.2 |
2.618 |
1,827.8 |
4.250 |
1,806.0 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,870.4 |
1,868.2 |
PP |
1,870.0 |
1,865.5 |
S1 |
1,869.6 |
1,862.9 |
|