| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,215.75 |
16,188.50 |
-27.25 |
-0.2% |
16,299.50 |
| High |
16,280.00 |
16,326.00 |
46.00 |
0.3% |
16,451.25 |
| Low |
16,005.00 |
16,146.25 |
141.25 |
0.9% |
15,902.00 |
| Close |
16,191.00 |
16,304.25 |
113.25 |
0.7% |
16,195.50 |
| Range |
275.00 |
179.75 |
-95.25 |
-34.6% |
549.25 |
| ATR |
221.51 |
218.52 |
-2.98 |
-1.3% |
0.00 |
| Volume |
1,149 |
2,853 |
1,704 |
148.3% |
5,156 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,798.00 |
16,731.00 |
16,403.00 |
|
| R3 |
16,618.25 |
16,551.25 |
16,353.75 |
|
| R2 |
16,438.50 |
16,438.50 |
16,337.25 |
|
| R1 |
16,371.50 |
16,371.50 |
16,320.75 |
16,405.00 |
| PP |
16,258.75 |
16,258.75 |
16,258.75 |
16,275.50 |
| S1 |
16,191.75 |
16,191.75 |
16,287.75 |
16,225.25 |
| S2 |
16,079.00 |
16,079.00 |
16,271.25 |
|
| S3 |
15,899.25 |
16,012.00 |
16,254.75 |
|
| S4 |
15,719.50 |
15,832.25 |
16,205.50 |
|
|
| 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 |
16,326.00 |
15,902.00 |
424.00 |
2.6% |
228.50 |
1.4% |
95% |
True |
False |
1,496 |
| 10 |
16,451.25 |
15,902.00 |
549.25 |
3.4% |
215.50 |
1.3% |
73% |
False |
False |
1,306 |
| 20 |
16,451.25 |
15,277.50 |
1,173.75 |
7.2% |
210.00 |
1.3% |
87% |
False |
False |
1,081 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
231.50 |
1.4% |
93% |
False |
False |
961 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
207.00 |
1.3% |
93% |
False |
False |
726 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
197.00 |
1.2% |
93% |
False |
False |
552 |
| 100 |
16,451.25 |
14,350.00 |
2,101.25 |
12.9% |
188.50 |
1.2% |
93% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,090.00 |
|
2.618 |
16,796.50 |
|
1.618 |
16,616.75 |
|
1.000 |
16,505.75 |
|
0.618 |
16,437.00 |
|
HIGH |
16,326.00 |
|
0.618 |
16,257.25 |
|
0.500 |
16,236.00 |
|
0.382 |
16,215.00 |
|
LOW |
16,146.25 |
|
0.618 |
16,035.25 |
|
1.000 |
15,966.50 |
|
1.618 |
15,855.50 |
|
2.618 |
15,675.75 |
|
4.250 |
15,382.25 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,281.50 |
16,258.00 |
| PP |
16,258.75 |
16,211.75 |
| S1 |
16,236.00 |
16,165.50 |
|