| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,604.50 |
16,404.50 |
-200.00 |
-1.2% |
16,215.75 |
| High |
16,769.00 |
16,421.25 |
-347.75 |
-2.1% |
16,630.00 |
| Low |
16,370.00 |
16,125.00 |
-245.00 |
-1.5% |
16,005.00 |
| Close |
16,386.50 |
16,316.75 |
-69.75 |
-0.4% |
16,578.50 |
| Range |
399.00 |
296.25 |
-102.75 |
-25.8% |
625.00 |
| ATR |
220.71 |
226.10 |
5.40 |
2.4% |
0.00 |
| Volume |
2,614 |
2,165 |
-449 |
-17.2% |
8,390 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,176.50 |
17,042.75 |
16,479.75 |
|
| R3 |
16,880.25 |
16,746.50 |
16,398.25 |
|
| R2 |
16,584.00 |
16,584.00 |
16,371.00 |
|
| R1 |
16,450.25 |
16,450.25 |
16,344.00 |
16,369.00 |
| PP |
16,287.75 |
16,287.75 |
16,287.75 |
16,247.00 |
| S1 |
16,154.00 |
16,154.00 |
16,289.50 |
16,072.75 |
| S2 |
15,991.50 |
15,991.50 |
16,262.50 |
|
| S3 |
15,695.25 |
15,857.75 |
16,235.25 |
|
| S4 |
15,399.00 |
15,561.50 |
16,153.75 |
|
|
| 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 |
16,125.00 |
644.00 |
3.9% |
235.00 |
1.4% |
30% |
False |
True |
1,833 |
| 10 |
16,769.00 |
15,902.00 |
867.00 |
5.3% |
231.75 |
1.4% |
48% |
False |
False |
1,665 |
| 20 |
16,769.00 |
15,510.00 |
1,259.00 |
7.7% |
221.25 |
1.4% |
64% |
False |
False |
1,321 |
| 40 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
226.50 |
1.4% |
81% |
False |
False |
1,086 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
219.75 |
1.3% |
81% |
False |
False |
875 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
200.25 |
1.2% |
81% |
False |
False |
665 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
194.25 |
1.2% |
81% |
False |
False |
535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,680.25 |
|
2.618 |
17,196.75 |
|
1.618 |
16,900.50 |
|
1.000 |
16,717.50 |
|
0.618 |
16,604.25 |
|
HIGH |
16,421.25 |
|
0.618 |
16,308.00 |
|
0.500 |
16,273.00 |
|
0.382 |
16,238.25 |
|
LOW |
16,125.00 |
|
0.618 |
15,942.00 |
|
1.000 |
15,828.75 |
|
1.618 |
15,645.75 |
|
2.618 |
15,349.50 |
|
4.250 |
14,866.00 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,302.25 |
16,447.00 |
| PP |
16,287.75 |
16,403.50 |
| S1 |
16,273.00 |
16,360.25 |
|