Trading Metrics calculated at close of trading on 17-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,868.4 |
1,855.9 |
-12.5 |
-0.7% |
1,823.0 |
High |
1,883.3 |
1,874.6 |
-8.7 |
-0.5% |
1,875.0 |
Low |
1,855.5 |
1,855.9 |
0.4 |
0.0% |
1,818.0 |
Close |
1,858.3 |
1,874.4 |
16.1 |
0.9% |
1,872.2 |
Range |
27.8 |
18.7 |
-9.1 |
-32.7% |
57.0 |
ATR |
22.9 |
22.6 |
-0.3 |
-1.3% |
0.0 |
Volume |
3,773 |
2,281 |
-1,492 |
-39.5% |
26,203 |
|
Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.4 |
1,918.1 |
1,884.7 |
|
R3 |
1,905.7 |
1,899.4 |
1,879.5 |
|
R2 |
1,887.0 |
1,887.0 |
1,877.8 |
|
R1 |
1,880.7 |
1,880.7 |
1,876.1 |
1,883.9 |
PP |
1,868.3 |
1,868.3 |
1,868.3 |
1,869.9 |
S1 |
1,862.0 |
1,862.0 |
1,872.7 |
1,865.2 |
S2 |
1,849.6 |
1,849.6 |
1,871.0 |
|
S3 |
1,830.9 |
1,843.3 |
1,869.3 |
|
S4 |
1,812.2 |
1,824.6 |
1,864.1 |
|
|
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 |
1,849.4 |
33.9 |
1.8% |
21.1 |
1.1% |
74% |
False |
False |
4,987 |
10 |
1,883.3 |
1,774.6 |
108.7 |
5.8% |
24.1 |
1.3% |
92% |
False |
False |
5,193 |
20 |
1,883.3 |
1,762.8 |
120.5 |
6.4% |
22.0 |
1.2% |
93% |
False |
False |
3,323 |
40 |
1,883.3 |
1,725.0 |
158.3 |
8.4% |
21.7 |
1.2% |
94% |
False |
False |
2,521 |
60 |
1,883.3 |
1,725.0 |
158.3 |
8.4% |
21.4 |
1.1% |
94% |
False |
False |
2,019 |
80 |
1,883.3 |
1,682.4 |
200.9 |
10.7% |
21.5 |
1.1% |
96% |
False |
False |
1,824 |
100 |
1,883.3 |
1,682.4 |
200.9 |
10.7% |
19.8 |
1.1% |
96% |
False |
False |
1,570 |
120 |
1,919.3 |
1,682.4 |
236.9 |
12.6% |
19.5 |
1.0% |
81% |
False |
False |
1,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.1 |
2.618 |
1,923.6 |
1.618 |
1,904.9 |
1.000 |
1,893.3 |
0.618 |
1,886.2 |
HIGH |
1,874.6 |
0.618 |
1,867.5 |
0.500 |
1,865.3 |
0.382 |
1,863.0 |
LOW |
1,855.9 |
0.618 |
1,844.3 |
1.000 |
1,837.2 |
1.618 |
1,825.6 |
2.618 |
1,806.9 |
4.250 |
1,776.4 |
|
|
Fisher Pivots for day following 17-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,871.4 |
1,872.7 |
PP |
1,868.3 |
1,871.1 |
S1 |
1,865.3 |
1,869.4 |
|