| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,404.50 |
16,308.75 |
-95.75 |
-0.6% |
16,215.75 |
| High |
16,421.25 |
16,371.25 |
-50.00 |
-0.3% |
16,630.00 |
| Low |
16,125.00 |
16,108.00 |
-17.00 |
-0.1% |
16,005.00 |
| Close |
16,316.75 |
16,371.00 |
54.25 |
0.3% |
16,578.50 |
| Range |
296.25 |
263.25 |
-33.00 |
-11.1% |
625.00 |
| ATR |
226.10 |
228.76 |
2.65 |
1.2% |
0.00 |
| Volume |
2,165 |
1,392 |
-773 |
-35.7% |
8,390 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,073.25 |
16,985.25 |
16,515.75 |
|
| R3 |
16,810.00 |
16,722.00 |
16,443.50 |
|
| R2 |
16,546.75 |
16,546.75 |
16,419.25 |
|
| R1 |
16,458.75 |
16,458.75 |
16,395.25 |
16,502.75 |
| PP |
16,283.50 |
16,283.50 |
16,283.50 |
16,305.50 |
| S1 |
16,195.50 |
16,195.50 |
16,346.75 |
16,239.50 |
| S2 |
16,020.25 |
16,020.25 |
16,322.75 |
|
| S3 |
15,757.00 |
15,932.25 |
16,298.50 |
|
| S4 |
15,493.75 |
15,669.00 |
16,226.25 |
|
|
| 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 |
16,108.00 |
661.00 |
4.0% |
263.00 |
1.6% |
40% |
False |
True |
1,933 |
| 10 |
16,769.00 |
15,980.00 |
789.00 |
4.8% |
224.00 |
1.4% |
50% |
False |
False |
1,649 |
| 20 |
16,769.00 |
15,597.00 |
1,172.00 |
7.2% |
224.00 |
1.4% |
66% |
False |
False |
1,346 |
| 40 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
227.75 |
1.4% |
83% |
False |
False |
1,098 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
221.75 |
1.4% |
83% |
False |
False |
896 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
201.25 |
1.2% |
83% |
False |
False |
682 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
195.25 |
1.2% |
83% |
False |
False |
548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,490.00 |
|
2.618 |
17,060.50 |
|
1.618 |
16,797.25 |
|
1.000 |
16,634.50 |
|
0.618 |
16,534.00 |
|
HIGH |
16,371.25 |
|
0.618 |
16,270.75 |
|
0.500 |
16,239.50 |
|
0.382 |
16,208.50 |
|
LOW |
16,108.00 |
|
0.618 |
15,945.25 |
|
1.000 |
15,844.75 |
|
1.618 |
15,682.00 |
|
2.618 |
15,418.75 |
|
4.250 |
14,989.25 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,327.25 |
16,438.50 |
| PP |
16,283.50 |
16,416.00 |
| S1 |
16,239.50 |
16,393.50 |
|