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 |
15,349.0 |
15,350.0 |
1.0 |
0.0% |
16,169.0 |
High |
15,459.0 |
15,424.0 |
-35.0 |
-0.2% |
16,199.0 |
Low |
15,231.0 |
14,909.0 |
-322.0 |
-2.1% |
15,021.0 |
Close |
15,275.0 |
15,143.0 |
-132.0 |
-0.9% |
15,243.0 |
Range |
228.0 |
515.0 |
287.0 |
125.9% |
1,178.0 |
ATR |
210.9 |
232.6 |
21.7 |
10.3% |
0.0 |
Volume |
102,448 |
126,512 |
24,064 |
23.5% |
410,722 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,703.7 |
16,438.3 |
15,426.3 |
|
R3 |
16,188.7 |
15,923.3 |
15,284.6 |
|
R2 |
15,673.7 |
15,673.7 |
15,237.4 |
|
R1 |
15,408.3 |
15,408.3 |
15,190.2 |
15,283.5 |
PP |
15,158.7 |
15,158.7 |
15,158.7 |
15,096.3 |
S1 |
14,893.3 |
14,893.3 |
15,095.8 |
14,768.5 |
S2 |
14,643.7 |
14,643.7 |
15,048.6 |
|
S3 |
14,128.7 |
14,378.3 |
15,001.4 |
|
S4 |
13,613.7 |
13,863.3 |
14,859.8 |
|
|
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 |
16,092.0 |
14,909.0 |
1,183.0 |
7.8% |
418.2 |
2.8% |
20% |
False |
True |
115,402 |
10 |
16,295.0 |
14,909.0 |
1,386.0 |
9.2% |
276.5 |
1.8% |
17% |
False |
True |
89,550 |
20 |
16,295.0 |
14,909.0 |
1,386.0 |
9.2% |
188.0 |
1.2% |
17% |
False |
True |
71,150 |
40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.9% |
172.8 |
1.1% |
23% |
False |
False |
68,013 |
60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.9% |
190.0 |
1.3% |
23% |
False |
False |
63,121 |
80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.9% |
166.9 |
1.1% |
23% |
False |
False |
47,353 |
100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.9% |
161.4 |
1.1% |
23% |
False |
False |
37,888 |
120 |
16,295.0 |
14,795.0 |
1,500.0 |
9.9% |
157.7 |
1.0% |
23% |
False |
False |
31,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,612.8 |
2.618 |
16,772.3 |
1.618 |
16,257.3 |
1.000 |
15,939.0 |
0.618 |
15,742.3 |
HIGH |
15,424.0 |
0.618 |
15,227.3 |
0.500 |
15,166.5 |
0.382 |
15,105.7 |
LOW |
14,909.0 |
0.618 |
14,590.7 |
1.000 |
14,394.0 |
1.618 |
14,075.7 |
2.618 |
13,560.7 |
4.250 |
12,720.3 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
15,166.5 |
15,378.5 |
PP |
15,158.7 |
15,300.0 |
S1 |
15,150.8 |
15,221.5 |
|