Trading Metrics calculated at close of trading on 26-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,302.5 |
4,271.0 |
-31.5 |
-0.7% |
4,353.0 |
High |
4,304.5 |
4,271.5 |
-33.0 |
-0.8% |
4,368.5 |
Low |
4,236.5 |
4,032.0 |
-204.5 |
-4.8% |
4,032.0 |
Close |
4,277.0 |
4,084.0 |
-193.0 |
-4.5% |
4,084.0 |
Range |
68.0 |
239.5 |
171.5 |
252.2% |
336.5 |
ATR |
45.8 |
60.0 |
14.2 |
31.1% |
0.0 |
Volume |
735,209 |
1,704,217 |
969,008 |
131.8% |
3,854,471 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,847.7 |
4,705.3 |
4,215.7 |
|
R3 |
4,608.2 |
4,465.8 |
4,149.9 |
|
R2 |
4,368.7 |
4,368.7 |
4,127.9 |
|
R1 |
4,226.3 |
4,226.3 |
4,106.0 |
4,177.8 |
PP |
4,129.2 |
4,129.2 |
4,129.2 |
4,104.9 |
S1 |
3,986.8 |
3,986.8 |
4,062.0 |
3,938.3 |
S2 |
3,889.7 |
3,889.7 |
4,040.1 |
|
S3 |
3,650.2 |
3,747.3 |
4,018.1 |
|
S4 |
3,410.7 |
3,507.8 |
3,952.3 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,171.0 |
4,964.0 |
4,269.1 |
|
R3 |
4,834.5 |
4,627.5 |
4,176.5 |
|
R2 |
4,498.0 |
4,498.0 |
4,145.7 |
|
R1 |
4,291.0 |
4,291.0 |
4,114.8 |
4,226.3 |
PP |
4,161.5 |
4,161.5 |
4,161.5 |
4,129.1 |
S1 |
3,954.5 |
3,954.5 |
4,053.2 |
3,889.8 |
S2 |
3,825.0 |
3,825.0 |
4,022.3 |
|
S3 |
3,488.5 |
3,618.0 |
3,991.5 |
|
S4 |
3,152.0 |
3,281.5 |
3,898.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,399.0 |
4,032.0 |
367.0 |
9.0% |
98.8 |
2.4% |
14% |
False |
True |
973,572 |
10 |
4,409.5 |
4,032.0 |
377.5 |
9.2% |
62.3 |
1.5% |
14% |
False |
True |
726,072 |
20 |
4,409.5 |
4,032.0 |
377.5 |
9.2% |
50.0 |
1.2% |
14% |
False |
True |
646,912 |
40 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
49.7 |
1.2% |
29% |
False |
False |
652,229 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
54.9 |
1.3% |
29% |
False |
False |
671,068 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
48.2 |
1.2% |
29% |
False |
False |
510,988 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.9% |
46.2 |
1.1% |
38% |
False |
False |
409,908 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.9% |
43.5 |
1.1% |
38% |
False |
False |
341,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,289.4 |
2.618 |
4,898.5 |
1.618 |
4,659.0 |
1.000 |
4,511.0 |
0.618 |
4,419.5 |
HIGH |
4,271.5 |
0.618 |
4,180.0 |
0.500 |
4,151.8 |
0.382 |
4,123.5 |
LOW |
4,032.0 |
0.618 |
3,884.0 |
1.000 |
3,792.5 |
1.618 |
3,644.5 |
2.618 |
3,405.0 |
4.250 |
3,014.1 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,151.8 |
4,179.5 |
PP |
4,129.2 |
4,147.7 |
S1 |
4,106.6 |
4,115.8 |
|