| 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 |
16,021.0 |
16,099.0 |
78.0 |
0.5% |
16,027.0 |
| High |
16,110.0 |
16,120.0 |
10.0 |
0.1% |
16,120.0 |
| Low |
15,993.0 |
16,059.0 |
66.0 |
0.4% |
15,977.0 |
| Close |
16,075.0 |
16,095.0 |
20.0 |
0.1% |
16,095.0 |
| Range |
117.0 |
61.0 |
-56.0 |
-47.9% |
143.0 |
| ATR |
151.3 |
144.8 |
-6.4 |
-4.3% |
0.0 |
| Volume |
49,895 |
42,414 |
-7,481 |
-15.0% |
256,045 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,274.3 |
16,245.7 |
16,128.6 |
|
| R3 |
16,213.3 |
16,184.7 |
16,111.8 |
|
| R2 |
16,152.3 |
16,152.3 |
16,106.2 |
|
| R1 |
16,123.7 |
16,123.7 |
16,100.6 |
16,107.5 |
| PP |
16,091.3 |
16,091.3 |
16,091.3 |
16,083.3 |
| S1 |
16,062.7 |
16,062.7 |
16,089.4 |
16,046.5 |
| S2 |
16,030.3 |
16,030.3 |
16,083.8 |
|
| S3 |
15,969.3 |
16,001.7 |
16,078.2 |
|
| S4 |
15,908.3 |
15,940.7 |
16,061.5 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,493.0 |
16,437.0 |
16,173.7 |
|
| R3 |
16,350.0 |
16,294.0 |
16,134.3 |
|
| R2 |
16,207.0 |
16,207.0 |
16,121.2 |
|
| R1 |
16,151.0 |
16,151.0 |
16,108.1 |
16,179.0 |
| PP |
16,064.0 |
16,064.0 |
16,064.0 |
16,078.0 |
| S1 |
16,008.0 |
16,008.0 |
16,081.9 |
16,036.0 |
| S2 |
15,921.0 |
15,921.0 |
16,068.8 |
|
| S3 |
15,778.0 |
15,865.0 |
16,055.7 |
|
| S4 |
15,635.0 |
15,722.0 |
16,016.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,120.0 |
15,977.0 |
143.0 |
0.9% |
88.8 |
0.6% |
83% |
True |
False |
51,209 |
| 10 |
16,120.0 |
15,716.0 |
404.0 |
2.5% |
103.4 |
0.6% |
94% |
True |
False |
53,881 |
| 20 |
16,120.0 |
15,380.0 |
740.0 |
4.6% |
116.7 |
0.7% |
97% |
True |
False |
58,114 |
| 40 |
16,120.0 |
14,795.0 |
1,325.0 |
8.2% |
171.0 |
1.1% |
98% |
True |
False |
64,999 |
| 60 |
16,120.0 |
14,795.0 |
1,325.0 |
8.2% |
162.2 |
1.0% |
98% |
True |
False |
47,447 |
| 80 |
16,120.0 |
14,795.0 |
1,325.0 |
8.2% |
145.8 |
0.9% |
98% |
True |
False |
35,590 |
| 100 |
16,120.0 |
14,795.0 |
1,325.0 |
8.2% |
151.1 |
0.9% |
98% |
True |
False |
28,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,379.3 |
|
2.618 |
16,279.7 |
|
1.618 |
16,218.7 |
|
1.000 |
16,181.0 |
|
0.618 |
16,157.7 |
|
HIGH |
16,120.0 |
|
0.618 |
16,096.7 |
|
0.500 |
16,089.5 |
|
0.382 |
16,082.3 |
|
LOW |
16,059.0 |
|
0.618 |
16,021.3 |
|
1.000 |
15,998.0 |
|
1.618 |
15,960.3 |
|
2.618 |
15,899.3 |
|
4.250 |
15,799.8 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,093.2 |
16,079.5 |
| PP |
16,091.3 |
16,064.0 |
| S1 |
16,089.5 |
16,048.5 |
|