| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,477.75 |
16,604.50 |
126.75 |
0.8% |
16,215.75 |
| High |
16,630.00 |
16,769.00 |
139.00 |
0.8% |
16,630.00 |
| Low |
16,477.75 |
16,370.00 |
-107.75 |
-0.7% |
16,005.00 |
| Close |
16,578.50 |
16,386.50 |
-192.00 |
-1.2% |
16,578.50 |
| Range |
152.25 |
399.00 |
246.75 |
162.1% |
625.00 |
| ATR |
206.99 |
220.71 |
13.71 |
6.6% |
0.00 |
| Volume |
2,079 |
2,614 |
535 |
25.7% |
8,390 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,705.50 |
17,445.00 |
16,606.00 |
|
| R3 |
17,306.50 |
17,046.00 |
16,496.25 |
|
| R2 |
16,907.50 |
16,907.50 |
16,459.75 |
|
| R1 |
16,647.00 |
16,647.00 |
16,423.00 |
16,577.75 |
| PP |
16,508.50 |
16,508.50 |
16,508.50 |
16,474.00 |
| S1 |
16,248.00 |
16,248.00 |
16,350.00 |
16,178.75 |
| S2 |
16,109.50 |
16,109.50 |
16,313.25 |
|
| S3 |
15,710.50 |
15,849.00 |
16,276.75 |
|
| S4 |
15,311.50 |
15,450.00 |
16,167.00 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,279.50 |
18,054.00 |
16,922.25 |
|
| R3 |
17,654.50 |
17,429.00 |
16,750.50 |
|
| R2 |
17,029.50 |
17,029.50 |
16,693.00 |
|
| R1 |
16,804.00 |
16,804.00 |
16,635.75 |
16,916.75 |
| PP |
16,404.50 |
16,404.50 |
16,404.50 |
16,461.00 |
| S1 |
16,179.00 |
16,179.00 |
16,521.25 |
16,291.75 |
| S2 |
15,779.50 |
15,779.50 |
16,464.00 |
|
| S3 |
15,154.50 |
15,554.00 |
16,406.50 |
|
| S4 |
14,529.50 |
14,929.00 |
16,234.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,769.00 |
16,146.25 |
622.75 |
3.8% |
211.75 |
1.3% |
39% |
True |
False |
1,971 |
| 10 |
16,769.00 |
15,902.00 |
867.00 |
5.3% |
225.00 |
1.4% |
56% |
True |
False |
1,565 |
| 20 |
16,769.00 |
15,507.25 |
1,261.75 |
7.7% |
216.25 |
1.3% |
70% |
True |
False |
1,262 |
| 40 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
230.25 |
1.4% |
84% |
True |
False |
1,067 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
218.00 |
1.3% |
84% |
True |
False |
841 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
198.00 |
1.2% |
84% |
True |
False |
639 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
193.25 |
1.2% |
84% |
True |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,464.75 |
|
2.618 |
17,813.50 |
|
1.618 |
17,414.50 |
|
1.000 |
17,168.00 |
|
0.618 |
17,015.50 |
|
HIGH |
16,769.00 |
|
0.618 |
16,616.50 |
|
0.500 |
16,569.50 |
|
0.382 |
16,522.50 |
|
LOW |
16,370.00 |
|
0.618 |
16,123.50 |
|
1.000 |
15,971.00 |
|
1.618 |
15,724.50 |
|
2.618 |
15,325.50 |
|
4.250 |
14,674.25 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,569.50 |
16,538.50 |
| PP |
16,508.50 |
16,488.00 |
| S1 |
16,447.50 |
16,437.25 |
|