| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,336.3 |
2,328.4 |
-7.9 |
-0.3% |
2,413.1 |
| High |
2,344.9 |
2,334.9 |
-10.0 |
-0.4% |
2,427.5 |
| Low |
2,300.9 |
2,300.3 |
-0.6 |
0.0% |
2,328.5 |
| Close |
2,329.3 |
2,331.0 |
1.7 |
0.1% |
2,342.7 |
| Range |
44.0 |
34.6 |
-9.4 |
-21.4% |
99.0 |
| ATR |
40.9 |
40.4 |
-0.4 |
-1.1% |
0.0 |
| Volume |
220,497 |
163,060 |
-57,437 |
-26.0% |
828,413 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.9 |
2,413.0 |
2,350.0 |
|
| R3 |
2,391.3 |
2,378.4 |
2,340.5 |
|
| R2 |
2,356.7 |
2,356.7 |
2,337.3 |
|
| R1 |
2,343.8 |
2,343.8 |
2,334.2 |
2,350.3 |
| PP |
2,322.1 |
2,322.1 |
2,322.1 |
2,325.3 |
| S1 |
2,309.2 |
2,309.2 |
2,327.8 |
2,315.7 |
| S2 |
2,287.5 |
2,287.5 |
2,324.7 |
|
| S3 |
2,252.9 |
2,274.6 |
2,321.5 |
|
| S4 |
2,218.3 |
2,240.0 |
2,312.0 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.2 |
2,602.0 |
2,397.2 |
|
| R3 |
2,564.2 |
2,503.0 |
2,369.9 |
|
| R2 |
2,465.2 |
2,465.2 |
2,360.9 |
|
| R1 |
2,404.0 |
2,404.0 |
2,351.8 |
2,385.1 |
| PP |
2,366.2 |
2,366.2 |
2,366.2 |
2,356.8 |
| S1 |
2,305.0 |
2,305.0 |
2,333.6 |
2,286.1 |
| S2 |
2,267.2 |
2,267.2 |
2,324.6 |
|
| S3 |
2,168.2 |
2,206.0 |
2,315.5 |
|
| S4 |
2,069.2 |
2,107.0 |
2,288.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.3 |
2,300.3 |
86.0 |
3.7% |
43.0 |
1.8% |
36% |
False |
True |
200,024 |
| 10 |
2,427.5 |
2,300.3 |
127.2 |
5.5% |
36.6 |
1.6% |
24% |
False |
True |
168,123 |
| 20 |
2,460.8 |
2,249.5 |
211.3 |
9.1% |
41.3 |
1.8% |
39% |
False |
False |
178,583 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.4% |
41.3 |
1.8% |
55% |
False |
False |
177,458 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
13.5% |
41.8 |
1.8% |
59% |
False |
False |
171,053 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.3% |
40.4 |
1.7% |
64% |
False |
False |
128,396 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
15.6% |
42.2 |
1.8% |
64% |
False |
False |
102,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.0 |
|
2.618 |
2,425.5 |
|
1.618 |
2,390.9 |
|
1.000 |
2,369.5 |
|
0.618 |
2,356.3 |
|
HIGH |
2,334.9 |
|
0.618 |
2,321.7 |
|
0.500 |
2,317.6 |
|
0.382 |
2,313.5 |
|
LOW |
2,300.3 |
|
0.618 |
2,278.9 |
|
1.000 |
2,265.7 |
|
1.618 |
2,244.3 |
|
2.618 |
2,209.7 |
|
4.250 |
2,153.3 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.5 |
2,336.6 |
| PP |
2,322.1 |
2,334.7 |
| S1 |
2,317.6 |
2,332.9 |
|