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 |
16,057.50 |
16,215.75 |
158.25 |
1.0% |
16,299.50 |
High |
16,215.00 |
16,280.00 |
65.00 |
0.4% |
16,451.25 |
Low |
16,005.00 |
16,005.00 |
0.00 |
0.0% |
15,902.00 |
Close |
16,195.50 |
16,191.00 |
-4.50 |
0.0% |
16,195.50 |
Range |
210.00 |
275.00 |
65.00 |
31.0% |
549.25 |
ATR |
217.39 |
221.51 |
4.11 |
1.9% |
0.00 |
Volume |
905 |
1,149 |
244 |
27.0% |
5,156 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,983.75 |
16,862.25 |
16,342.25 |
|
R3 |
16,708.75 |
16,587.25 |
16,266.50 |
|
R2 |
16,433.75 |
16,433.75 |
16,241.50 |
|
R1 |
16,312.25 |
16,312.25 |
16,216.25 |
16,235.50 |
PP |
16,158.75 |
16,158.75 |
16,158.75 |
16,120.25 |
S1 |
16,037.25 |
16,037.25 |
16,165.75 |
15,960.50 |
S2 |
15,883.75 |
15,883.75 |
16,140.50 |
|
S3 |
15,608.75 |
15,762.25 |
16,115.50 |
|
S4 |
15,333.75 |
15,487.25 |
16,039.75 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,830.75 |
17,562.25 |
16,497.50 |
|
R3 |
17,281.50 |
17,013.00 |
16,346.50 |
|
R2 |
16,732.25 |
16,732.25 |
16,296.25 |
|
R1 |
16,463.75 |
16,463.75 |
16,245.75 |
16,323.50 |
PP |
16,183.00 |
16,183.00 |
16,183.00 |
16,112.75 |
S1 |
15,914.50 |
15,914.50 |
16,145.25 |
15,774.00 |
S2 |
15,633.75 |
15,633.75 |
16,094.75 |
|
S3 |
15,084.50 |
15,365.25 |
16,044.50 |
|
S4 |
14,535.25 |
14,816.00 |
15,893.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,392.75 |
15,902.00 |
490.75 |
3.0% |
238.25 |
1.5% |
59% |
False |
False |
1,160 |
10 |
16,451.25 |
15,855.50 |
595.75 |
3.7% |
210.25 |
1.3% |
56% |
False |
False |
1,095 |
20 |
16,451.25 |
15,271.00 |
1,180.25 |
7.3% |
209.00 |
1.3% |
78% |
False |
False |
967 |
40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
231.75 |
1.4% |
88% |
False |
False |
914 |
60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
207.50 |
1.3% |
88% |
False |
False |
681 |
80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
195.25 |
1.2% |
88% |
False |
False |
516 |
100 |
16,451.25 |
14,307.50 |
2,143.75 |
13.2% |
187.50 |
1.2% |
88% |
False |
False |
415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,448.75 |
2.618 |
17,000.00 |
1.618 |
16,725.00 |
1.000 |
16,555.00 |
0.618 |
16,450.00 |
HIGH |
16,280.00 |
0.618 |
16,175.00 |
0.500 |
16,142.50 |
0.382 |
16,110.00 |
LOW |
16,005.00 |
0.618 |
15,835.00 |
1.000 |
15,730.00 |
1.618 |
15,560.00 |
2.618 |
15,285.00 |
4.250 |
14,836.25 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
16,174.75 |
16,170.75 |
PP |
16,158.75 |
16,150.25 |
S1 |
16,142.50 |
16,130.00 |
|