Trading Metrics calculated at close of trading on 01-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,450.8560 |
4,628.0740 |
177.2180 |
4.0% |
4,283.9940 |
High |
4,745.0230 |
4,780.1300 |
35.1070 |
0.7% |
4,551.1650 |
Low |
4,351.5650 |
4,536.9630 |
185.3980 |
4.3% |
3,926.4790 |
Close |
4,628.1310 |
4,567.5620 |
-60.5690 |
-1.3% |
4,075.7050 |
Range |
393.4580 |
243.1670 |
-150.2910 |
-38.2% |
624.6860 |
ATR |
327.3007 |
321.2911 |
-6.0095 |
-1.8% |
0.0000 |
Volume |
666,360 |
700,122 |
33,762 |
5.1% |
1,546,309 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,357.7193 |
5,205.8077 |
4,701.3039 |
|
R3 |
5,114.5523 |
4,962.6407 |
4,634.4329 |
|
R2 |
4,871.3853 |
4,871.3853 |
4,612.1426 |
|
R1 |
4,719.4737 |
4,719.4737 |
4,589.8523 |
4,673.8460 |
PP |
4,628.2183 |
4,628.2183 |
4,628.2183 |
4,605.4045 |
S1 |
4,476.3067 |
4,476.3067 |
4,545.2717 |
4,430.6790 |
S2 |
4,385.0513 |
4,385.0513 |
4,522.9814 |
|
S3 |
4,141.8843 |
4,233.1397 |
4,500.6911 |
|
S4 |
3,898.7173 |
3,989.9727 |
4,433.8202 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,058.5077 |
5,691.7923 |
4,419.2823 |
|
R3 |
5,433.8217 |
5,067.1063 |
4,247.4937 |
|
R2 |
4,809.1357 |
4,809.1357 |
4,190.2308 |
|
R1 |
4,442.4203 |
4,442.4203 |
4,132.9679 |
4,313.4350 |
PP |
4,184.4497 |
4,184.4497 |
4,184.4497 |
4,119.9570 |
S1 |
3,817.7343 |
3,817.7343 |
4,018.4421 |
3,688.7490 |
S2 |
3,559.7637 |
3,559.7637 |
3,961.1792 |
|
S3 |
2,935.0777 |
3,193.0483 |
3,903.9164 |
|
S4 |
2,310.3917 |
2,568.3623 |
3,732.1277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,780.1300 |
3,926.4790 |
853.6510 |
18.7% |
387.5106 |
8.5% |
75% |
True |
False |
471,310 |
10 |
4,780.1300 |
3,926.4790 |
853.6510 |
18.7% |
361.6976 |
7.9% |
75% |
True |
False |
475,421 |
20 |
4,865.4260 |
3,926.4790 |
938.9470 |
20.6% |
316.1286 |
6.9% |
68% |
False |
False |
392,429 |
40 |
4,865.4260 |
3,349.7870 |
1,515.6390 |
33.2% |
279.5922 |
6.1% |
80% |
False |
False |
335,532 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.3% |
280.2919 |
6.1% |
87% |
False |
False |
512,545 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.3% |
274.2088 |
6.0% |
87% |
False |
False |
624,711 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
68.8% |
256.3770 |
5.6% |
91% |
False |
False |
752,683 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
69.1% |
248.9277 |
5.4% |
91% |
False |
False |
854,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,813.5898 |
2.618 |
5,416.7412 |
1.618 |
5,173.5742 |
1.000 |
5,023.2970 |
0.618 |
4,930.4072 |
HIGH |
4,780.1300 |
0.618 |
4,687.2402 |
0.500 |
4,658.5465 |
0.382 |
4,629.8528 |
LOW |
4,536.9630 |
0.618 |
4,386.6858 |
1.000 |
4,293.7960 |
1.618 |
4,143.5188 |
2.618 |
3,900.3518 |
4.250 |
3,503.5033 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,658.5465 |
4,505.2685 |
PP |
4,628.2183 |
4,442.9750 |
S1 |
4,597.8902 |
4,380.6815 |
|