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 |
4,125.0 |
4,127.0 |
2.0 |
0.0% |
4,353.0 |
High |
4,168.0 |
4,153.0 |
-15.0 |
-0.4% |
4,368.5 |
Low |
4,092.0 |
3,995.0 |
-97.0 |
-2.4% |
4,032.0 |
Close |
4,106.0 |
4,077.0 |
-29.0 |
-0.7% |
4,084.0 |
Range |
76.0 |
158.0 |
82.0 |
107.9% |
336.5 |
ATR |
61.7 |
68.6 |
6.9 |
11.1% |
0.0 |
Volume |
1,207,032 |
1,711,928 |
504,896 |
41.8% |
3,854,471 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,549.0 |
4,471.0 |
4,163.9 |
|
R3 |
4,391.0 |
4,313.0 |
4,120.5 |
|
R2 |
4,233.0 |
4,233.0 |
4,106.0 |
|
R1 |
4,155.0 |
4,155.0 |
4,091.5 |
4,115.0 |
PP |
4,075.0 |
4,075.0 |
4,075.0 |
4,055.0 |
S1 |
3,997.0 |
3,997.0 |
4,062.5 |
3,957.0 |
S2 |
3,917.0 |
3,917.0 |
4,048.0 |
|
S3 |
3,759.0 |
3,839.0 |
4,033.6 |
|
S4 |
3,601.0 |
3,681.0 |
3,990.1 |
|
|
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 |
4,327.0 |
3,995.0 |
332.0 |
8.1% |
121.1 |
3.0% |
25% |
False |
True |
1,238,811 |
10 |
4,409.5 |
3,995.0 |
414.5 |
10.2% |
81.4 |
2.0% |
20% |
False |
True |
929,421 |
20 |
4,409.5 |
3,995.0 |
414.5 |
10.2% |
56.2 |
1.4% |
20% |
False |
True |
715,187 |
40 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
51.5 |
1.3% |
28% |
False |
False |
680,238 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
57.6 |
1.4% |
28% |
False |
False |
718,809 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
50.6 |
1.2% |
28% |
False |
False |
547,339 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.9% |
47.1 |
1.2% |
37% |
False |
False |
439,017 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.9% |
45.4 |
1.1% |
37% |
False |
False |
366,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,824.5 |
2.618 |
4,566.6 |
1.618 |
4,408.6 |
1.000 |
4,311.0 |
0.618 |
4,250.6 |
HIGH |
4,153.0 |
0.618 |
4,092.6 |
0.500 |
4,074.0 |
0.382 |
4,055.4 |
LOW |
3,995.0 |
0.618 |
3,897.4 |
1.000 |
3,837.0 |
1.618 |
3,739.4 |
2.618 |
3,581.4 |
4.250 |
3,323.5 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,076.0 |
4,133.3 |
PP |
4,075.0 |
4,114.5 |
S1 |
4,074.0 |
4,095.8 |
|