Trading Metrics calculated at close of trading on 29-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,271.0 |
4,125.0 |
-146.0 |
-3.4% |
4,353.0 |
High |
4,271.5 |
4,168.0 |
-103.5 |
-2.4% |
4,368.5 |
Low |
4,032.0 |
4,092.0 |
60.0 |
1.5% |
4,032.0 |
Close |
4,084.0 |
4,106.0 |
22.0 |
0.5% |
4,084.0 |
Range |
239.5 |
76.0 |
-163.5 |
-68.3% |
336.5 |
ATR |
60.0 |
61.7 |
1.7 |
2.9% |
0.0 |
Volume |
1,704,217 |
1,207,032 |
-497,185 |
-29.2% |
3,854,471 |
|
Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,350.0 |
4,304.0 |
4,147.8 |
|
R3 |
4,274.0 |
4,228.0 |
4,126.9 |
|
R2 |
4,198.0 |
4,198.0 |
4,119.9 |
|
R1 |
4,152.0 |
4,152.0 |
4,113.0 |
4,137.0 |
PP |
4,122.0 |
4,122.0 |
4,122.0 |
4,114.5 |
S1 |
4,076.0 |
4,076.0 |
4,099.0 |
4,061.0 |
S2 |
4,046.0 |
4,046.0 |
4,092.1 |
|
S3 |
3,970.0 |
4,000.0 |
4,085.1 |
|
S4 |
3,894.0 |
3,924.0 |
4,064.2 |
|
|
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 |
4,368.5 |
4,032.0 |
336.5 |
8.2% |
99.6 |
2.4% |
22% |
False |
False |
1,012,300 |
10 |
4,409.5 |
4,032.0 |
377.5 |
9.2% |
67.8 |
1.7% |
20% |
False |
False |
801,168 |
20 |
4,409.5 |
4,032.0 |
377.5 |
9.2% |
49.9 |
1.2% |
20% |
False |
False |
657,880 |
40 |
4,409.5 |
3,949.5 |
460.0 |
11.2% |
49.3 |
1.2% |
34% |
False |
False |
655,423 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.2% |
55.8 |
1.4% |
34% |
False |
False |
691,011 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.2% |
48.8 |
1.2% |
34% |
False |
False |
526,070 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.8% |
46.1 |
1.1% |
42% |
False |
False |
421,933 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.8% |
44.1 |
1.1% |
42% |
False |
False |
351,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,491.0 |
2.618 |
4,367.0 |
1.618 |
4,291.0 |
1.000 |
4,244.0 |
0.618 |
4,215.0 |
HIGH |
4,168.0 |
0.618 |
4,139.0 |
0.500 |
4,130.0 |
0.382 |
4,121.0 |
LOW |
4,092.0 |
0.618 |
4,045.0 |
1.000 |
4,016.0 |
1.618 |
3,969.0 |
2.618 |
3,893.0 |
4.250 |
3,769.0 |
|
|
Fisher Pivots for day following 29-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,130.0 |
4,168.3 |
PP |
4,122.0 |
4,147.5 |
S1 |
4,114.0 |
4,126.8 |
|