| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
35,963.78 |
36,128.83 |
165.05 |
0.5% |
36,416.46 |
| High |
36,147.63 |
36,236.07 |
88.44 |
0.2% |
36,565.73 |
| Low |
35,934.59 |
36,031.78 |
97.19 |
0.3% |
35,915.27 |
| Close |
36,100.31 |
36,087.45 |
-12.86 |
0.0% |
36,100.31 |
| Range |
213.04 |
204.29 |
-8.75 |
-4.1% |
650.46 |
| ATR |
284.68 |
278.94 |
-5.74 |
-2.0% |
0.00 |
| Volume |
293,177,797 |
280,655,990 |
-12,521,807 |
-4.3% |
1,393,435,972 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,731.30 |
36,613.67 |
36,199.81 |
|
| R3 |
36,527.01 |
36,409.38 |
36,143.63 |
|
| R2 |
36,322.72 |
36,322.72 |
36,124.90 |
|
| R1 |
36,205.09 |
36,205.09 |
36,106.18 |
36,161.76 |
| PP |
36,118.43 |
36,118.43 |
36,118.43 |
36,096.77 |
| S1 |
36,000.80 |
36,000.80 |
36,068.72 |
35,957.47 |
| S2 |
35,914.14 |
35,914.14 |
36,050.00 |
|
| S3 |
35,709.85 |
35,796.51 |
36,031.27 |
|
| S4 |
35,505.56 |
35,592.22 |
35,975.09 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,145.15 |
37,773.19 |
36,458.06 |
|
| R3 |
37,494.69 |
37,122.73 |
36,279.19 |
|
| R2 |
36,844.23 |
36,844.23 |
36,219.56 |
|
| R1 |
36,472.27 |
36,472.27 |
36,159.94 |
36,333.02 |
| PP |
36,193.77 |
36,193.77 |
36,193.77 |
36,124.15 |
| S1 |
35,821.81 |
35,821.81 |
36,040.68 |
35,682.56 |
| S2 |
35,543.31 |
35,543.31 |
35,981.06 |
|
| S3 |
34,892.85 |
35,171.35 |
35,921.43 |
|
| S4 |
34,242.39 |
34,520.89 |
35,742.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,416.98 |
35,915.27 |
501.71 |
1.4% |
238.25 |
0.7% |
34% |
False |
False |
277,139,177 |
| 10 |
36,565.73 |
35,884.13 |
681.60 |
1.9% |
239.01 |
0.7% |
30% |
False |
False |
289,574,345 |
| 20 |
36,565.73 |
35,290.12 |
1,275.61 |
3.5% |
222.67 |
0.6% |
63% |
False |
False |
212,488,156 |
| 40 |
36,565.73 |
33,785.54 |
2,780.19 |
7.7% |
326.07 |
0.9% |
83% |
False |
False |
121,633,677 |
| 60 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
314.83 |
0.9% |
84% |
False |
False |
81,089,118 |
| 80 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
301.13 |
0.8% |
84% |
False |
False |
60,816,838 |
| 100 |
36,565.73 |
33,613.03 |
2,952.70 |
8.2% |
304.56 |
0.8% |
84% |
False |
False |
48,653,470 |
| 120 |
36,565.73 |
33,271.93 |
3,293.80 |
9.1% |
300.19 |
0.8% |
85% |
False |
False |
40,544,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,104.30 |
|
2.618 |
36,770.90 |
|
1.618 |
36,566.61 |
|
1.000 |
36,440.36 |
|
0.618 |
36,362.32 |
|
HIGH |
36,236.07 |
|
0.618 |
36,158.03 |
|
0.500 |
36,133.93 |
|
0.382 |
36,109.82 |
|
LOW |
36,031.78 |
|
0.618 |
35,905.53 |
|
1.000 |
35,827.49 |
|
1.618 |
35,701.24 |
|
2.618 |
35,496.95 |
|
4.250 |
35,163.55 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,133.93 |
36,083.52 |
| PP |
36,118.43 |
36,079.60 |
| S1 |
36,102.94 |
36,075.67 |
|