| 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 |
15,989.75 |
16,057.50 |
67.75 |
0.4% |
16,299.50 |
| High |
16,116.25 |
16,215.00 |
98.75 |
0.6% |
16,451.25 |
| Low |
15,980.00 |
16,005.00 |
25.00 |
0.2% |
15,902.00 |
| Close |
16,025.75 |
16,195.50 |
169.75 |
1.1% |
16,195.50 |
| Range |
136.25 |
210.00 |
73.75 |
54.1% |
549.25 |
| ATR |
217.96 |
217.39 |
-0.57 |
-0.3% |
0.00 |
| Volume |
1,026 |
905 |
-121 |
-11.8% |
5,156 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,768.50 |
16,692.00 |
16,311.00 |
|
| R3 |
16,558.50 |
16,482.00 |
16,253.25 |
|
| R2 |
16,348.50 |
16,348.50 |
16,234.00 |
|
| R1 |
16,272.00 |
16,272.00 |
16,214.75 |
16,310.25 |
| PP |
16,138.50 |
16,138.50 |
16,138.50 |
16,157.50 |
| S1 |
16,062.00 |
16,062.00 |
16,176.25 |
16,100.25 |
| S2 |
15,928.50 |
15,928.50 |
16,157.00 |
|
| S3 |
15,718.50 |
15,852.00 |
16,137.75 |
|
| S4 |
15,508.50 |
15,642.00 |
16,080.00 |
|
|
| 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 |
16,451.25 |
15,902.00 |
549.25 |
3.4% |
219.50 |
1.4% |
53% |
False |
False |
1,031 |
| 10 |
16,451.25 |
15,602.00 |
849.25 |
5.2% |
214.25 |
1.3% |
70% |
False |
False |
1,042 |
| 20 |
16,451.25 |
15,023.50 |
1,427.75 |
8.8% |
208.75 |
1.3% |
82% |
False |
False |
935 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
238.25 |
1.5% |
88% |
False |
False |
915 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
206.75 |
1.3% |
88% |
False |
False |
662 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.9% |
193.75 |
1.2% |
88% |
False |
False |
502 |
| 100 |
16,451.25 |
14,307.50 |
2,143.75 |
13.2% |
185.50 |
1.1% |
88% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,107.50 |
|
2.618 |
16,764.75 |
|
1.618 |
16,554.75 |
|
1.000 |
16,425.00 |
|
0.618 |
16,344.75 |
|
HIGH |
16,215.00 |
|
0.618 |
16,134.75 |
|
0.500 |
16,110.00 |
|
0.382 |
16,085.25 |
|
LOW |
16,005.00 |
|
0.618 |
15,875.25 |
|
1.000 |
15,795.00 |
|
1.618 |
15,665.25 |
|
2.618 |
15,455.25 |
|
4.250 |
15,112.50 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,167.00 |
16,154.50 |
| PP |
16,138.50 |
16,113.75 |
| S1 |
16,110.00 |
16,073.00 |
|