| 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 |
1,813.3 |
1,793.9 |
-19.4 |
-1.1% |
1,875.6 |
| High |
1,816.4 |
1,800.1 |
-16.3 |
-0.9% |
1,883.3 |
| Low |
1,786.6 |
1,782.4 |
-4.2 |
-0.2% |
1,849.2 |
| Close |
1,788.1 |
1,788.8 |
0.7 |
0.0% |
1,856.1 |
| Range |
29.8 |
17.7 |
-12.1 |
-40.6% |
34.1 |
| ATR |
24.4 |
23.9 |
-0.5 |
-2.0% |
0.0 |
| Volume |
6,125 |
4,599 |
-1,526 |
-24.9% |
25,456 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.5 |
1,833.9 |
1,798.5 |
|
| R3 |
1,825.8 |
1,816.2 |
1,793.7 |
|
| R2 |
1,808.1 |
1,808.1 |
1,792.0 |
|
| R1 |
1,798.5 |
1,798.5 |
1,790.4 |
1,794.5 |
| PP |
1,790.4 |
1,790.4 |
1,790.4 |
1,788.4 |
| S1 |
1,780.8 |
1,780.8 |
1,787.2 |
1,776.8 |
| S2 |
1,772.7 |
1,772.7 |
1,785.6 |
|
| S3 |
1,755.0 |
1,763.1 |
1,783.9 |
|
| S4 |
1,737.3 |
1,745.4 |
1,779.1 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.2 |
1,944.7 |
1,874.9 |
|
| R3 |
1,931.1 |
1,910.6 |
1,865.5 |
|
| R2 |
1,897.0 |
1,897.0 |
1,862.4 |
|
| R1 |
1,876.5 |
1,876.5 |
1,859.2 |
1,869.7 |
| PP |
1,862.9 |
1,862.9 |
1,862.9 |
1,859.5 |
| S1 |
1,842.4 |
1,842.4 |
1,853.0 |
1,835.6 |
| S2 |
1,828.8 |
1,828.8 |
1,849.8 |
|
| S3 |
1,794.7 |
1,808.3 |
1,846.7 |
|
| S4 |
1,760.6 |
1,774.2 |
1,837.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.8 |
1,782.4 |
93.4 |
5.2% |
26.3 |
1.5% |
7% |
False |
True |
5,687 |
| 10 |
1,883.3 |
1,782.4 |
100.9 |
5.6% |
23.7 |
1.3% |
6% |
False |
True |
5,337 |
| 20 |
1,883.3 |
1,762.8 |
120.5 |
6.7% |
23.6 |
1.3% |
22% |
False |
False |
4,527 |
| 40 |
1,883.3 |
1,726.8 |
156.5 |
8.7% |
22.1 |
1.2% |
40% |
False |
False |
3,112 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
22.0 |
1.2% |
40% |
False |
False |
2,468 |
| 80 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
22.3 |
1.2% |
53% |
False |
False |
2,116 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
20.4 |
1.1% |
53% |
False |
False |
1,833 |
| 120 |
1,911.7 |
1,682.4 |
229.3 |
12.8% |
19.9 |
1.1% |
46% |
False |
False |
1,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,875.3 |
|
2.618 |
1,846.4 |
|
1.618 |
1,828.7 |
|
1.000 |
1,817.8 |
|
0.618 |
1,811.0 |
|
HIGH |
1,800.1 |
|
0.618 |
1,793.3 |
|
0.500 |
1,791.3 |
|
0.382 |
1,789.2 |
|
LOW |
1,782.4 |
|
0.618 |
1,771.5 |
|
1.000 |
1,764.7 |
|
1.618 |
1,753.8 |
|
2.618 |
1,736.1 |
|
4.250 |
1,707.2 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,791.3 |
1,818.1 |
| PP |
1,790.4 |
1,808.3 |
| S1 |
1,789.6 |
1,798.6 |
|