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 |
4,127.0 |
4,082.5 |
-44.5 |
-1.1% |
4,353.0 |
High |
4,153.0 |
4,186.0 |
33.0 |
0.8% |
4,368.5 |
Low |
3,995.0 |
4,061.5 |
66.5 |
1.7% |
4,032.0 |
Close |
4,077.0 |
4,177.0 |
100.0 |
2.5% |
4,084.0 |
Range |
158.0 |
124.5 |
-33.5 |
-21.2% |
336.5 |
ATR |
68.6 |
72.6 |
4.0 |
5.8% |
0.0 |
Volume |
1,711,928 |
1,071,177 |
-640,751 |
-37.4% |
3,854,471 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,515.0 |
4,470.5 |
4,245.5 |
|
R3 |
4,390.5 |
4,346.0 |
4,211.2 |
|
R2 |
4,266.0 |
4,266.0 |
4,199.8 |
|
R1 |
4,221.5 |
4,221.5 |
4,188.4 |
4,243.8 |
PP |
4,141.5 |
4,141.5 |
4,141.5 |
4,152.6 |
S1 |
4,097.0 |
4,097.0 |
4,165.6 |
4,119.3 |
S2 |
4,017.0 |
4,017.0 |
4,154.2 |
|
S3 |
3,892.5 |
3,972.5 |
4,142.8 |
|
S4 |
3,768.0 |
3,848.0 |
4,108.5 |
|
|
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 |
4,304.5 |
3,995.0 |
309.5 |
7.4% |
133.2 |
3.2% |
59% |
False |
False |
1,285,912 |
10 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
90.6 |
2.2% |
44% |
False |
False |
987,032 |
20 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
60.9 |
1.5% |
44% |
False |
False |
745,299 |
40 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
52.5 |
1.3% |
49% |
False |
False |
689,213 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
59.2 |
1.4% |
49% |
False |
False |
734,195 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
51.9 |
1.2% |
49% |
False |
False |
560,725 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.6% |
48.0 |
1.1% |
56% |
False |
False |
449,728 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.6% |
46.4 |
1.1% |
56% |
False |
False |
375,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,715.1 |
2.618 |
4,511.9 |
1.618 |
4,387.4 |
1.000 |
4,310.5 |
0.618 |
4,262.9 |
HIGH |
4,186.0 |
0.618 |
4,138.4 |
0.500 |
4,123.8 |
0.382 |
4,109.1 |
LOW |
4,061.5 |
0.618 |
3,984.6 |
1.000 |
3,937.0 |
1.618 |
3,860.1 |
2.618 |
3,735.6 |
4.250 |
3,532.4 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,159.3 |
4,148.2 |
PP |
4,141.5 |
4,119.3 |
S1 |
4,123.8 |
4,090.5 |
|