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 |
16,078.86 |
16,225.32 |
146.46 |
0.9% |
16,347.67 |
High |
16,218.55 |
16,256.73 |
38.18 |
0.2% |
16,401.93 |
Low |
16,012.78 |
16,096.37 |
83.59 |
0.5% |
15,905.28 |
Close |
16,199.89 |
16,189.12 |
-10.77 |
-0.1% |
16,199.89 |
Range |
205.77 |
160.36 |
-45.41 |
-22.1% |
496.65 |
ATR |
190.20 |
188.06 |
-2.13 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,661.82 |
16,585.83 |
16,277.32 |
|
R3 |
16,501.46 |
16,425.47 |
16,233.22 |
|
R2 |
16,341.10 |
16,341.10 |
16,218.52 |
|
R1 |
16,265.11 |
16,265.11 |
16,203.82 |
16,222.93 |
PP |
16,180.74 |
16,180.74 |
16,180.74 |
16,159.65 |
S1 |
16,104.75 |
16,104.75 |
16,174.42 |
16,062.57 |
S2 |
16,020.38 |
16,020.38 |
16,159.72 |
|
S3 |
15,860.02 |
15,944.39 |
16,145.02 |
|
S4 |
15,699.66 |
15,784.03 |
16,100.92 |
|
|
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 |
16,401.89 |
15,905.28 |
496.61 |
3.1% |
203.10 |
1.3% |
57% |
False |
False |
|
10 |
16,454.48 |
15,877.27 |
577.21 |
3.6% |
179.18 |
1.1% |
54% |
False |
False |
|
20 |
16,454.48 |
15,291.95 |
1,162.53 |
7.2% |
168.11 |
1.0% |
77% |
False |
False |
|
40 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
179.36 |
1.1% |
87% |
False |
False |
|
60 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
169.79 |
1.0% |
87% |
False |
False |
|
80 |
16,454.48 |
14,384.93 |
2,069.55 |
12.8% |
163.55 |
1.0% |
87% |
False |
False |
|
100 |
16,454.48 |
14,324.26 |
2,130.22 |
13.2% |
158.43 |
1.0% |
88% |
False |
False |
|
120 |
16,454.48 |
13,469.85 |
2,984.63 |
18.4% |
154.66 |
1.0% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,938.26 |
2.618 |
16,676.55 |
1.618 |
16,516.19 |
1.000 |
16,417.09 |
0.618 |
16,355.83 |
HIGH |
16,256.73 |
0.618 |
16,195.47 |
0.500 |
16,176.55 |
0.382 |
16,157.63 |
LOW |
16,096.37 |
0.618 |
15,997.27 |
1.000 |
15,936.01 |
1.618 |
15,836.91 |
2.618 |
15,676.55 |
4.250 |
15,414.84 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
16,184.93 |
16,171.00 |
PP |
16,180.74 |
16,152.88 |
S1 |
16,176.55 |
16,134.76 |
|