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 |
1,864.3 |
1,872.6 |
8.3 |
0.4% |
1,820.6 |
High |
1,871.4 |
1,873.0 |
1.6 |
0.1% |
1,871.4 |
Low |
1,847.5 |
1,858.5 |
11.0 |
0.6% |
1,813.8 |
Close |
1,868.5 |
1,866.6 |
-1.9 |
-0.1% |
1,868.5 |
Range |
23.9 |
14.5 |
-9.4 |
-39.3% |
57.6 |
ATR |
24.5 |
23.8 |
-0.7 |
-2.9% |
0.0 |
Volume |
201,358 |
221,208 |
19,850 |
9.9% |
1,184,276 |
|
Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.5 |
1,902.6 |
1,874.6 |
|
R3 |
1,895.0 |
1,888.1 |
1,870.6 |
|
R2 |
1,880.5 |
1,880.5 |
1,869.3 |
|
R1 |
1,873.6 |
1,873.6 |
1,867.9 |
1,869.8 |
PP |
1,866.0 |
1,866.0 |
1,866.0 |
1,864.2 |
S1 |
1,859.1 |
1,859.1 |
1,865.3 |
1,855.3 |
S2 |
1,851.5 |
1,851.5 |
1,863.9 |
|
S3 |
1,837.0 |
1,844.6 |
1,862.6 |
|
S4 |
1,822.5 |
1,830.1 |
1,858.6 |
|
|
Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.0 |
2,003.9 |
1,900.2 |
|
R3 |
1,966.4 |
1,946.3 |
1,884.3 |
|
R2 |
1,908.8 |
1,908.8 |
1,879.1 |
|
R1 |
1,888.7 |
1,888.7 |
1,873.8 |
1,898.8 |
PP |
1,851.2 |
1,851.2 |
1,851.2 |
1,856.3 |
S1 |
1,831.1 |
1,831.1 |
1,863.2 |
1,841.2 |
S2 |
1,793.6 |
1,793.6 |
1,857.9 |
|
S3 |
1,736.0 |
1,773.5 |
1,852.7 |
|
S4 |
1,678.4 |
1,715.9 |
1,836.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.0 |
1,821.0 |
52.0 |
2.8% |
24.7 |
1.3% |
88% |
True |
False |
241,014 |
10 |
1,873.0 |
1,758.5 |
114.5 |
6.1% |
24.5 |
1.3% |
94% |
True |
False |
233,092 |
20 |
1,873.0 |
1,758.5 |
114.5 |
6.1% |
23.3 |
1.2% |
94% |
True |
False |
213,827 |
40 |
1,873.0 |
1,721.1 |
151.9 |
8.1% |
23.4 |
1.3% |
96% |
True |
False |
196,535 |
60 |
1,873.0 |
1,721.1 |
151.9 |
8.1% |
23.3 |
1.2% |
96% |
True |
False |
184,903 |
80 |
1,873.0 |
1,675.9 |
197.1 |
10.6% |
23.6 |
1.3% |
97% |
True |
False |
180,484 |
100 |
1,873.0 |
1,675.9 |
197.1 |
10.6% |
22.9 |
1.2% |
97% |
True |
False |
150,751 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.2% |
23.8 |
1.3% |
77% |
False |
False |
126,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.6 |
2.618 |
1,911.0 |
1.618 |
1,896.5 |
1.000 |
1,887.5 |
0.618 |
1,882.0 |
HIGH |
1,873.0 |
0.618 |
1,867.5 |
0.500 |
1,865.8 |
0.382 |
1,864.0 |
LOW |
1,858.5 |
0.618 |
1,849.5 |
1.000 |
1,844.0 |
1.618 |
1,835.0 |
2.618 |
1,820.5 |
4.250 |
1,796.9 |
|
|
Fisher Pivots for day following 15-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,866.3 |
1,864.1 |
PP |
1,866.0 |
1,861.6 |
S1 |
1,865.8 |
1,859.1 |
|