Trading Metrics calculated at close of trading on 30-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1,791.7 |
1,783.9 |
-7.8 |
-0.4% |
1,848.3 |
High |
1,798.9 |
1,808.1 |
9.2 |
0.5% |
1,850.4 |
Low |
1,779.1 |
1,768.7 |
-10.4 |
-0.6% |
1,777.4 |
Close |
1,782.3 |
1,773.6 |
-8.7 |
-0.5% |
1,785.5 |
Range |
19.8 |
39.4 |
19.6 |
99.0% |
73.0 |
ATR |
25.6 |
26.5 |
1.0 |
3.9% |
0.0 |
Volume |
26,926 |
4,903 |
-22,023 |
-81.8% |
1,054,241 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.7 |
1,877.0 |
1,795.3 |
|
R3 |
1,862.3 |
1,837.6 |
1,784.4 |
|
R2 |
1,822.9 |
1,822.9 |
1,780.8 |
|
R1 |
1,798.2 |
1,798.2 |
1,777.2 |
1,790.9 |
PP |
1,783.5 |
1,783.5 |
1,783.5 |
1,779.8 |
S1 |
1,758.8 |
1,758.8 |
1,770.0 |
1,751.5 |
S2 |
1,744.1 |
1,744.1 |
1,766.4 |
|
S3 |
1,704.7 |
1,719.4 |
1,762.8 |
|
S4 |
1,665.3 |
1,680.0 |
1,751.9 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.4 |
1,977.5 |
1,825.7 |
|
R3 |
1,950.4 |
1,904.5 |
1,805.6 |
|
R2 |
1,877.4 |
1,877.4 |
1,798.9 |
|
R1 |
1,831.5 |
1,831.5 |
1,792.2 |
1,818.0 |
PP |
1,804.4 |
1,804.4 |
1,804.4 |
1,797.7 |
S1 |
1,758.5 |
1,758.5 |
1,778.8 |
1,745.0 |
S2 |
1,731.4 |
1,731.4 |
1,772.1 |
|
S3 |
1,658.4 |
1,685.5 |
1,765.4 |
|
S4 |
1,585.4 |
1,612.5 |
1,745.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.3 |
1,768.7 |
47.6 |
2.7% |
29.3 |
1.7% |
10% |
False |
True |
146,642 |
10 |
1,879.5 |
1,768.7 |
110.8 |
6.2% |
28.3 |
1.6% |
4% |
False |
True |
189,906 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.8% |
26.4 |
1.5% |
12% |
False |
False |
211,499 |
40 |
1,879.5 |
1,745.4 |
134.1 |
7.6% |
24.1 |
1.4% |
21% |
False |
False |
199,374 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
24.6 |
1.4% |
33% |
False |
False |
191,785 |
80 |
1,879.5 |
1,675.9 |
203.6 |
11.5% |
24.4 |
1.4% |
48% |
False |
False |
182,589 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.5% |
23.7 |
1.3% |
48% |
False |
False |
168,407 |
120 |
1,910.0 |
1,675.9 |
234.1 |
13.2% |
24.0 |
1.4% |
42% |
False |
False |
141,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.6 |
2.618 |
1,911.2 |
1.618 |
1,871.8 |
1.000 |
1,847.5 |
0.618 |
1,832.4 |
HIGH |
1,808.1 |
0.618 |
1,793.0 |
0.500 |
1,788.4 |
0.382 |
1,783.8 |
LOW |
1,768.7 |
0.618 |
1,744.4 |
1.000 |
1,729.3 |
1.618 |
1,705.0 |
2.618 |
1,665.6 |
4.250 |
1,601.3 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,788.4 |
1,792.5 |
PP |
1,783.5 |
1,786.2 |
S1 |
1,778.5 |
1,779.9 |
|