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 |
1,783.9 |
1,774.8 |
-9.1 |
-0.5% |
1,848.3 |
High |
1,808.1 |
1,791.8 |
-16.3 |
-0.9% |
1,850.4 |
Low |
1,768.7 |
1,772.3 |
3.6 |
0.2% |
1,777.4 |
Close |
1,773.6 |
1,781.6 |
8.0 |
0.5% |
1,785.5 |
Range |
39.4 |
19.5 |
-19.9 |
-50.5% |
73.0 |
ATR |
26.5 |
26.0 |
-0.5 |
-1.9% |
0.0 |
Volume |
4,903 |
1,128 |
-3,775 |
-77.0% |
1,054,241 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.4 |
1,830.5 |
1,792.3 |
|
R3 |
1,820.9 |
1,811.0 |
1,787.0 |
|
R2 |
1,801.4 |
1,801.4 |
1,785.2 |
|
R1 |
1,791.5 |
1,791.5 |
1,783.4 |
1,796.5 |
PP |
1,781.9 |
1,781.9 |
1,781.9 |
1,784.4 |
S1 |
1,772.0 |
1,772.0 |
1,779.8 |
1,777.0 |
S2 |
1,762.4 |
1,762.4 |
1,778.0 |
|
S3 |
1,742.9 |
1,752.5 |
1,776.2 |
|
S4 |
1,723.4 |
1,733.0 |
1,770.9 |
|
|
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% |
27.0 |
1.5% |
27% |
False |
False |
84,598 |
10 |
1,873.3 |
1,768.7 |
104.6 |
5.9% |
27.4 |
1.5% |
12% |
False |
False |
167,976 |
20 |
1,879.5 |
1,758.5 |
121.0 |
6.8% |
26.9 |
1.5% |
19% |
False |
False |
204,266 |
40 |
1,879.5 |
1,745.4 |
134.1 |
7.5% |
24.0 |
1.3% |
27% |
False |
False |
195,617 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
24.3 |
1.4% |
38% |
False |
False |
187,596 |
80 |
1,879.5 |
1,718.5 |
161.0 |
9.0% |
23.6 |
1.3% |
39% |
False |
False |
178,984 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.7 |
1.3% |
52% |
False |
False |
167,934 |
120 |
1,883.8 |
1,675.9 |
207.9 |
11.7% |
24.0 |
1.3% |
51% |
False |
False |
141,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.7 |
2.618 |
1,842.9 |
1.618 |
1,823.4 |
1.000 |
1,811.3 |
0.618 |
1,803.9 |
HIGH |
1,791.8 |
0.618 |
1,784.4 |
0.500 |
1,782.1 |
0.382 |
1,779.7 |
LOW |
1,772.3 |
0.618 |
1,760.2 |
1.000 |
1,752.8 |
1.618 |
1,740.7 |
2.618 |
1,721.2 |
4.250 |
1,689.4 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,782.1 |
1,788.4 |
PP |
1,781.9 |
1,786.1 |
S1 |
1,781.8 |
1,783.9 |
|