| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,188.50 |
16,302.25 |
113.75 |
0.7% |
16,299.50 |
| High |
16,326.00 |
16,398.50 |
72.50 |
0.4% |
16,451.25 |
| Low |
16,146.25 |
16,275.00 |
128.75 |
0.8% |
15,902.00 |
| Close |
16,304.25 |
16,315.25 |
11.00 |
0.1% |
16,195.50 |
| Range |
179.75 |
123.50 |
-56.25 |
-31.3% |
549.25 |
| ATR |
218.52 |
211.74 |
-6.79 |
-3.1% |
0.00 |
| Volume |
2,853 |
892 |
-1,961 |
-68.7% |
5,156 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,700.00 |
16,631.25 |
16,383.25 |
|
| R3 |
16,576.50 |
16,507.75 |
16,349.25 |
|
| R2 |
16,453.00 |
16,453.00 |
16,338.00 |
|
| R1 |
16,384.25 |
16,384.25 |
16,326.50 |
16,418.50 |
| PP |
16,329.50 |
16,329.50 |
16,329.50 |
16,346.75 |
| S1 |
16,260.75 |
16,260.75 |
16,304.00 |
16,295.00 |
| S2 |
16,206.00 |
16,206.00 |
16,292.50 |
|
| S3 |
16,082.50 |
16,137.25 |
16,281.25 |
|
| S4 |
15,959.00 |
16,013.75 |
16,247.25 |
|
|
| 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 |
16,398.50 |
15,980.00 |
418.50 |
2.6% |
185.00 |
1.1% |
80% |
True |
False |
1,365 |
| 10 |
16,451.25 |
15,902.00 |
549.25 |
3.4% |
207.00 |
1.3% |
75% |
False |
False |
1,249 |
| 20 |
16,451.25 |
15,277.50 |
1,173.75 |
7.2% |
210.00 |
1.3% |
88% |
False |
False |
1,091 |
| 40 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
227.25 |
1.4% |
93% |
False |
False |
962 |
| 60 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
208.00 |
1.3% |
93% |
False |
False |
739 |
| 80 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
194.50 |
1.2% |
93% |
False |
False |
563 |
| 100 |
16,451.25 |
14,366.75 |
2,084.50 |
12.8% |
188.25 |
1.2% |
93% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,923.50 |
|
2.618 |
16,721.75 |
|
1.618 |
16,598.25 |
|
1.000 |
16,522.00 |
|
0.618 |
16,474.75 |
|
HIGH |
16,398.50 |
|
0.618 |
16,351.25 |
|
0.500 |
16,336.75 |
|
0.382 |
16,322.25 |
|
LOW |
16,275.00 |
|
0.618 |
16,198.75 |
|
1.000 |
16,151.50 |
|
1.618 |
16,075.25 |
|
2.618 |
15,951.75 |
|
4.250 |
15,750.00 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,336.75 |
16,277.50 |
| PP |
16,329.50 |
16,239.50 |
| S1 |
16,322.50 |
16,201.75 |
|