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 |
1,875.6 |
1,868.4 |
-7.2 |
-0.4% |
1,823.0 |
High |
1,876.3 |
1,883.3 |
7.0 |
0.4% |
1,875.0 |
Low |
1,862.9 |
1,855.5 |
-7.4 |
-0.4% |
1,818.0 |
Close |
1,870.8 |
1,858.3 |
-12.5 |
-0.7% |
1,872.2 |
Range |
13.4 |
27.8 |
14.4 |
107.5% |
57.0 |
ATR |
22.5 |
22.9 |
0.4 |
1.7% |
0.0 |
Volume |
11,812 |
3,773 |
-8,039 |
-68.1% |
26,203 |
|
Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.1 |
1,931.5 |
1,873.6 |
|
R3 |
1,921.3 |
1,903.7 |
1,865.9 |
|
R2 |
1,893.5 |
1,893.5 |
1,863.4 |
|
R1 |
1,875.9 |
1,875.9 |
1,860.8 |
1,870.8 |
PP |
1,865.7 |
1,865.7 |
1,865.7 |
1,863.2 |
S1 |
1,848.1 |
1,848.1 |
1,855.8 |
1,843.0 |
S2 |
1,837.9 |
1,837.9 |
1,853.2 |
|
S3 |
1,810.1 |
1,820.3 |
1,850.7 |
|
S4 |
1,782.3 |
1,792.5 |
1,843.0 |
|
|
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 |
1,883.3 |
1,826.8 |
56.5 |
3.0% |
26.6 |
1.4% |
56% |
True |
False |
6,201 |
10 |
1,883.3 |
1,762.8 |
120.5 |
6.5% |
24.8 |
1.3% |
79% |
True |
False |
5,201 |
20 |
1,883.3 |
1,762.8 |
120.5 |
6.5% |
22.0 |
1.2% |
79% |
True |
False |
3,319 |
40 |
1,883.3 |
1,725.0 |
158.3 |
8.5% |
21.7 |
1.2% |
84% |
True |
False |
2,476 |
60 |
1,883.3 |
1,725.0 |
158.3 |
8.5% |
21.3 |
1.1% |
84% |
True |
False |
1,993 |
80 |
1,883.3 |
1,682.4 |
200.9 |
10.8% |
21.4 |
1.2% |
88% |
True |
False |
1,807 |
100 |
1,883.3 |
1,682.4 |
200.9 |
10.8% |
19.7 |
1.1% |
88% |
True |
False |
1,548 |
120 |
1,919.3 |
1,682.4 |
236.9 |
12.7% |
19.5 |
1.0% |
74% |
False |
False |
1,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,001.5 |
2.618 |
1,956.1 |
1.618 |
1,928.3 |
1.000 |
1,911.1 |
0.618 |
1,900.5 |
HIGH |
1,883.3 |
0.618 |
1,872.7 |
0.500 |
1,869.4 |
0.382 |
1,866.1 |
LOW |
1,855.5 |
0.618 |
1,838.3 |
1.000 |
1,827.7 |
1.618 |
1,810.5 |
2.618 |
1,782.7 |
4.250 |
1,737.4 |
|
|
Fisher Pivots for day following 16-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.4 |
1,867.6 |
PP |
1,865.7 |
1,864.5 |
S1 |
1,862.0 |
1,861.4 |
|