| 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 |
16,561.45 |
16,645.66 |
84.21 |
0.5% |
16,225.32 |
| High |
16,625.86 |
16,764.86 |
139.00 |
0.8% |
16,625.86 |
| Low |
16,523.83 |
16,374.78 |
-149.05 |
-0.9% |
16,096.37 |
| Close |
16,573.34 |
16,380.98 |
-192.36 |
-1.2% |
16,573.34 |
| Range |
102.03 |
390.08 |
288.05 |
282.3% |
529.49 |
| ATR |
180.29 |
195.28 |
14.98 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,677.11 |
17,419.13 |
16,595.52 |
|
| R3 |
17,287.03 |
17,029.05 |
16,488.25 |
|
| R2 |
16,896.95 |
16,896.95 |
16,452.49 |
|
| R1 |
16,638.97 |
16,638.97 |
16,416.74 |
16,572.92 |
| PP |
16,506.87 |
16,506.87 |
16,506.87 |
16,473.85 |
| S1 |
16,248.89 |
16,248.89 |
16,345.22 |
16,182.84 |
| S2 |
16,116.79 |
16,116.79 |
16,309.47 |
|
| S3 |
15,726.71 |
15,858.81 |
16,273.71 |
|
| S4 |
15,336.63 |
15,468.73 |
16,166.44 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,020.33 |
17,826.32 |
16,864.56 |
|
| R3 |
17,490.84 |
17,296.83 |
16,718.95 |
|
| R2 |
16,961.35 |
16,961.35 |
16,670.41 |
|
| R1 |
16,767.34 |
16,767.34 |
16,621.88 |
16,864.35 |
| PP |
16,431.86 |
16,431.86 |
16,431.86 |
16,480.36 |
| S1 |
16,237.85 |
16,237.85 |
16,524.80 |
16,334.86 |
| S2 |
15,902.37 |
15,902.37 |
16,476.27 |
|
| S3 |
15,372.88 |
15,708.36 |
16,427.73 |
|
| S4 |
14,843.39 |
15,178.87 |
16,282.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,764.86 |
16,156.69 |
608.17 |
3.7% |
194.23 |
1.2% |
37% |
True |
False |
|
| 10 |
16,764.86 |
15,905.28 |
859.58 |
5.2% |
198.66 |
1.2% |
55% |
True |
False |
|
| 20 |
16,764.86 |
15,518.59 |
1,246.27 |
7.6% |
178.66 |
1.1% |
69% |
True |
False |
|
| 40 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
184.10 |
1.1% |
84% |
True |
False |
|
| 60 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
176.21 |
1.1% |
84% |
True |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
166.14 |
1.0% |
84% |
True |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
163.81 |
1.0% |
84% |
True |
False |
|
| 120 |
16,764.86 |
13,613.58 |
3,151.28 |
19.2% |
158.03 |
1.0% |
88% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,422.70 |
|
2.618 |
17,786.09 |
|
1.618 |
17,396.01 |
|
1.000 |
17,154.94 |
|
0.618 |
17,005.93 |
|
HIGH |
16,764.86 |
|
0.618 |
16,615.85 |
|
0.500 |
16,569.82 |
|
0.382 |
16,523.79 |
|
LOW |
16,374.78 |
|
0.618 |
16,133.71 |
|
1.000 |
15,984.70 |
|
1.618 |
15,743.63 |
|
2.618 |
15,353.55 |
|
4.250 |
14,716.94 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,569.82 |
16,541.37 |
| PP |
16,506.87 |
16,487.90 |
| S1 |
16,443.93 |
16,434.44 |
|