| 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 |
16,302.25 |
16,331.25 |
29.00 |
0.2% |
16,299.50 |
| High |
16,398.50 |
16,512.50 |
114.00 |
0.7% |
16,451.25 |
| Low |
16,275.00 |
16,308.25 |
33.25 |
0.2% |
15,902.00 |
| Close |
16,315.25 |
16,484.75 |
169.50 |
1.0% |
16,195.50 |
| Range |
123.50 |
204.25 |
80.75 |
65.4% |
549.25 |
| ATR |
211.74 |
211.20 |
-0.53 |
-0.3% |
0.00 |
| Volume |
892 |
1,417 |
525 |
58.9% |
5,156 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,048.00 |
16,970.50 |
16,597.00 |
|
| R3 |
16,843.75 |
16,766.25 |
16,541.00 |
|
| R2 |
16,639.50 |
16,639.50 |
16,522.25 |
|
| R1 |
16,562.00 |
16,562.00 |
16,503.50 |
16,600.75 |
| PP |
16,435.25 |
16,435.25 |
16,435.25 |
16,454.50 |
| S1 |
16,357.75 |
16,357.75 |
16,466.00 |
16,396.50 |
| S2 |
16,231.00 |
16,231.00 |
16,447.25 |
|
| S3 |
16,026.75 |
16,153.50 |
16,428.50 |
|
| S4 |
15,822.50 |
15,949.25 |
16,372.50 |
|
|
| 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 |
16,512.50 |
16,005.00 |
507.50 |
3.1% |
198.50 |
1.2% |
95% |
True |
False |
1,443 |
| 10 |
16,512.50 |
15,902.00 |
610.50 |
3.7% |
203.25 |
1.2% |
95% |
True |
False |
1,233 |
| 20 |
16,512.50 |
15,277.50 |
1,235.00 |
7.5% |
211.25 |
1.3% |
98% |
True |
False |
1,113 |
| 40 |
16,512.50 |
14,366.75 |
2,145.75 |
13.0% |
228.25 |
1.4% |
99% |
True |
False |
984 |
| 60 |
16,512.50 |
14,366.75 |
2,145.75 |
13.0% |
210.50 |
1.3% |
99% |
True |
False |
763 |
| 80 |
16,512.50 |
14,366.75 |
2,145.75 |
13.0% |
194.75 |
1.2% |
99% |
True |
False |
580 |
| 100 |
16,512.50 |
14,366.75 |
2,145.75 |
13.0% |
189.50 |
1.1% |
99% |
True |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,380.50 |
|
2.618 |
17,047.25 |
|
1.618 |
16,843.00 |
|
1.000 |
16,716.75 |
|
0.618 |
16,638.75 |
|
HIGH |
16,512.50 |
|
0.618 |
16,434.50 |
|
0.500 |
16,410.50 |
|
0.382 |
16,386.25 |
|
LOW |
16,308.25 |
|
0.618 |
16,182.00 |
|
1.000 |
16,104.00 |
|
1.618 |
15,977.75 |
|
2.618 |
15,773.50 |
|
4.250 |
15,440.25 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,460.00 |
16,433.00 |
| PP |
16,435.25 |
16,381.25 |
| S1 |
16,410.50 |
16,329.50 |
|