| 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 |
15,995.0 |
15,848.0 |
-147.0 |
-0.9% |
16,169.0 |
| High |
16,024.0 |
15,848.0 |
-176.0 |
-1.1% |
16,199.0 |
| Low |
15,735.0 |
15,021.0 |
-714.0 |
-4.5% |
15,021.0 |
| Close |
15,895.0 |
15,243.0 |
-652.0 |
-4.1% |
15,243.0 |
| Range |
289.0 |
827.0 |
538.0 |
186.2% |
1,178.0 |
| ATR |
158.5 |
209.6 |
51.1 |
32.2% |
0.0 |
| Volume |
92,993 |
161,284 |
68,291 |
73.4% |
410,722 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,851.7 |
17,374.3 |
15,697.9 |
|
| R3 |
17,024.7 |
16,547.3 |
15,470.4 |
|
| R2 |
16,197.7 |
16,197.7 |
15,394.6 |
|
| R1 |
15,720.3 |
15,720.3 |
15,318.8 |
15,545.5 |
| PP |
15,370.7 |
15,370.7 |
15,370.7 |
15,283.3 |
| S1 |
14,893.3 |
14,893.3 |
15,167.2 |
14,718.5 |
| S2 |
14,543.7 |
14,543.7 |
15,091.4 |
|
| S3 |
13,716.7 |
14,066.3 |
15,015.6 |
|
| S4 |
12,889.7 |
13,239.3 |
14,788.2 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,021.7 |
18,310.3 |
15,890.9 |
|
| R3 |
17,843.7 |
17,132.3 |
15,567.0 |
|
| R2 |
16,665.7 |
16,665.7 |
15,459.0 |
|
| R1 |
15,954.3 |
15,954.3 |
15,351.0 |
15,721.0 |
| PP |
15,487.7 |
15,487.7 |
15,487.7 |
15,371.0 |
| S1 |
14,776.3 |
14,776.3 |
15,135.0 |
14,543.0 |
| S2 |
14,309.7 |
14,309.7 |
15,027.0 |
|
| S3 |
13,131.7 |
13,598.3 |
14,919.1 |
|
| S4 |
11,953.7 |
12,420.3 |
14,595.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,295.0 |
15,021.0 |
1,274.0 |
8.4% |
340.2 |
2.2% |
17% |
False |
True |
101,405 |
| 10 |
16,295.0 |
15,021.0 |
1,274.0 |
8.4% |
216.6 |
1.4% |
17% |
False |
True |
75,471 |
| 20 |
16,295.0 |
15,021.0 |
1,274.0 |
8.4% |
168.6 |
1.1% |
17% |
False |
True |
67,007 |
| 40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.8% |
160.6 |
1.1% |
30% |
False |
False |
64,394 |
| 60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.8% |
182.0 |
1.2% |
30% |
False |
False |
59,313 |
| 80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.8% |
159.8 |
1.0% |
30% |
False |
False |
44,491 |
| 100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.8% |
159.9 |
1.0% |
30% |
False |
False |
35,599 |
| 120 |
16,295.0 |
14,795.0 |
1,500.0 |
9.8% |
151.5 |
1.0% |
30% |
False |
False |
29,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,362.8 |
|
2.618 |
18,013.1 |
|
1.618 |
17,186.1 |
|
1.000 |
16,675.0 |
|
0.618 |
16,359.1 |
|
HIGH |
15,848.0 |
|
0.618 |
15,532.1 |
|
0.500 |
15,434.5 |
|
0.382 |
15,336.9 |
|
LOW |
15,021.0 |
|
0.618 |
14,509.9 |
|
1.000 |
14,194.0 |
|
1.618 |
13,682.9 |
|
2.618 |
12,855.9 |
|
4.250 |
11,506.3 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,434.5 |
15,556.5 |
| PP |
15,370.7 |
15,452.0 |
| S1 |
15,306.8 |
15,347.5 |
|