| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,104.49 |
16,078.86 |
-25.63 |
-0.2% |
16,347.67 |
| High |
16,116.25 |
16,218.55 |
102.30 |
0.6% |
16,401.93 |
| Low |
16,019.39 |
16,012.78 |
-6.61 |
0.0% |
15,905.28 |
| Close |
16,032.47 |
16,199.89 |
167.42 |
1.0% |
16,199.89 |
| Range |
96.86 |
205.77 |
108.91 |
112.4% |
496.65 |
| ATR |
189.00 |
190.20 |
1.20 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,761.05 |
16,686.24 |
16,313.06 |
|
| R3 |
16,555.28 |
16,480.47 |
16,256.48 |
|
| R2 |
16,349.51 |
16,349.51 |
16,237.61 |
|
| R1 |
16,274.70 |
16,274.70 |
16,218.75 |
16,312.11 |
| PP |
16,143.74 |
16,143.74 |
16,143.74 |
16,162.44 |
| S1 |
16,068.93 |
16,068.93 |
16,181.03 |
16,106.34 |
| S2 |
15,937.97 |
15,937.97 |
16,162.17 |
|
| S3 |
15,732.20 |
15,863.16 |
16,143.30 |
|
| S4 |
15,526.43 |
15,657.39 |
16,086.72 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,658.98 |
17,426.09 |
16,473.05 |
|
| R3 |
17,162.33 |
16,929.44 |
16,336.47 |
|
| R2 |
16,665.68 |
16,665.68 |
16,290.94 |
|
| R1 |
16,432.79 |
16,432.79 |
16,245.42 |
16,300.91 |
| PP |
16,169.03 |
16,169.03 |
16,169.03 |
16,103.10 |
| S1 |
15,936.14 |
15,936.14 |
16,154.36 |
15,804.26 |
| S2 |
15,672.38 |
15,672.38 |
16,108.84 |
|
| S3 |
15,175.73 |
15,439.49 |
16,063.31 |
|
| S4 |
14,679.08 |
14,942.84 |
15,926.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,401.93 |
15,905.28 |
496.65 |
3.1% |
188.61 |
1.2% |
59% |
False |
False |
|
| 10 |
16,454.48 |
15,785.31 |
669.17 |
4.1% |
175.31 |
1.1% |
62% |
False |
False |
|
| 20 |
16,454.48 |
15,074.71 |
1,379.77 |
8.5% |
171.74 |
1.1% |
82% |
False |
False |
|
| 40 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
183.75 |
1.1% |
88% |
False |
False |
|
| 60 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
169.35 |
1.0% |
88% |
False |
False |
|
| 80 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
163.76 |
1.0% |
88% |
False |
False |
|
| 100 |
16,454.48 |
14,324.26 |
2,130.22 |
13.1% |
157.75 |
1.0% |
88% |
False |
False |
|
| 120 |
16,454.48 |
13,469.85 |
2,984.63 |
18.4% |
153.86 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,093.07 |
|
2.618 |
16,757.26 |
|
1.618 |
16,551.49 |
|
1.000 |
16,424.32 |
|
0.618 |
16,345.72 |
|
HIGH |
16,218.55 |
|
0.618 |
16,139.95 |
|
0.500 |
16,115.67 |
|
0.382 |
16,091.38 |
|
LOW |
16,012.78 |
|
0.618 |
15,885.61 |
|
1.000 |
15,807.01 |
|
1.618 |
15,679.84 |
|
2.618 |
15,474.07 |
|
4.250 |
15,138.26 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,171.82 |
16,154.89 |
| PP |
16,143.74 |
16,109.89 |
| S1 |
16,115.67 |
16,064.90 |
|