| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,297.75 |
16,322.50 |
24.75 |
0.2% |
16,293.00 |
| High |
16,396.50 |
16,508.00 |
111.50 |
0.7% |
16,448.50 |
| Low |
16,270.00 |
16,303.50 |
33.50 |
0.2% |
15,896.50 |
| Close |
16,311.50 |
16,481.25 |
169.75 |
1.0% |
16,192.75 |
| Range |
126.50 |
204.50 |
78.00 |
61.7% |
552.00 |
| ATR |
215.52 |
214.73 |
-0.79 |
-0.4% |
0.00 |
| Volume |
455,992 |
602,241 |
146,249 |
32.1% |
2,490,612 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,044.50 |
16,967.25 |
16,593.75 |
|
| R3 |
16,840.00 |
16,762.75 |
16,537.50 |
|
| R2 |
16,635.50 |
16,635.50 |
16,518.75 |
|
| R1 |
16,558.25 |
16,558.25 |
16,500.00 |
16,597.00 |
| PP |
16,431.00 |
16,431.00 |
16,431.00 |
16,450.25 |
| S1 |
16,353.75 |
16,353.75 |
16,462.50 |
16,392.50 |
| S2 |
16,226.50 |
16,226.50 |
16,443.75 |
|
| S3 |
16,022.00 |
16,149.25 |
16,425.00 |
|
| S4 |
15,817.50 |
15,944.75 |
16,368.75 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,835.25 |
17,566.00 |
16,496.25 |
|
| R3 |
17,283.25 |
17,014.00 |
16,344.50 |
|
| R2 |
16,731.25 |
16,731.25 |
16,294.00 |
|
| R1 |
16,462.00 |
16,462.00 |
16,243.25 |
16,320.50 |
| PP |
16,179.25 |
16,179.25 |
16,179.25 |
16,108.50 |
| S1 |
15,910.00 |
15,910.00 |
16,142.25 |
15,768.50 |
| S2 |
15,627.25 |
15,627.25 |
16,091.50 |
|
| S3 |
15,075.25 |
15,358.00 |
16,041.00 |
|
| S4 |
14,523.25 |
14,806.00 |
15,889.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,508.00 |
16,001.75 |
506.25 |
3.1% |
199.75 |
1.2% |
95% |
True |
False |
477,795 |
| 10 |
16,508.00 |
15,896.50 |
611.50 |
3.7% |
206.50 |
1.3% |
96% |
True |
False |
498,292 |
| 20 |
16,508.00 |
15,273.75 |
1,234.25 |
7.5% |
214.75 |
1.3% |
98% |
True |
False |
494,517 |
| 40 |
16,508.00 |
14,367.75 |
2,140.25 |
13.0% |
233.00 |
1.4% |
99% |
True |
False |
529,039 |
| 60 |
16,508.00 |
14,367.75 |
2,140.25 |
13.0% |
219.75 |
1.3% |
99% |
True |
False |
449,834 |
| 80 |
16,508.00 |
14,367.75 |
2,140.25 |
13.0% |
205.50 |
1.2% |
99% |
True |
False |
337,609 |
| 100 |
16,508.00 |
14,367.75 |
2,140.25 |
13.0% |
201.75 |
1.2% |
99% |
True |
False |
270,255 |
| 120 |
16,508.00 |
13,450.00 |
3,058.00 |
18.6% |
196.50 |
1.2% |
99% |
True |
False |
225,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,377.00 |
|
2.618 |
17,043.50 |
|
1.618 |
16,839.00 |
|
1.000 |
16,712.50 |
|
0.618 |
16,634.50 |
|
HIGH |
16,508.00 |
|
0.618 |
16,430.00 |
|
0.500 |
16,405.75 |
|
0.382 |
16,381.50 |
|
LOW |
16,303.50 |
|
0.618 |
16,177.00 |
|
1.000 |
16,099.00 |
|
1.618 |
15,972.50 |
|
2.618 |
15,768.00 |
|
4.250 |
15,434.50 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,456.00 |
16,429.25 |
| PP |
16,431.00 |
16,377.00 |
| S1 |
16,405.75 |
16,325.00 |
|