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 |
15,350.0 |
15,169.0 |
-181.0 |
-1.2% |
16,169.0 |
High |
15,424.0 |
15,506.0 |
82.0 |
0.5% |
16,199.0 |
Low |
14,909.0 |
15,106.0 |
197.0 |
1.3% |
15,021.0 |
Close |
15,143.0 |
15,470.0 |
327.0 |
2.2% |
15,243.0 |
Range |
515.0 |
400.0 |
-115.0 |
-22.3% |
1,178.0 |
ATR |
232.6 |
244.6 |
12.0 |
5.1% |
0.0 |
Volume |
126,512 |
98,429 |
-28,083 |
-22.2% |
410,722 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,560.7 |
16,415.3 |
15,690.0 |
|
R3 |
16,160.7 |
16,015.3 |
15,580.0 |
|
R2 |
15,760.7 |
15,760.7 |
15,543.3 |
|
R1 |
15,615.3 |
15,615.3 |
15,506.7 |
15,688.0 |
PP |
15,360.7 |
15,360.7 |
15,360.7 |
15,397.0 |
S1 |
15,215.3 |
15,215.3 |
15,433.3 |
15,288.0 |
S2 |
14,960.7 |
14,960.7 |
15,396.7 |
|
S3 |
14,560.7 |
14,815.3 |
15,360.0 |
|
S4 |
14,160.7 |
14,415.3 |
15,250.0 |
|
|
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 |
16,024.0 |
14,909.0 |
1,115.0 |
7.2% |
451.8 |
2.9% |
50% |
False |
False |
116,333 |
10 |
16,295.0 |
14,909.0 |
1,386.0 |
9.0% |
301.6 |
1.9% |
40% |
False |
False |
93,360 |
20 |
16,295.0 |
14,909.0 |
1,386.0 |
9.0% |
198.5 |
1.3% |
40% |
False |
False |
73,019 |
40 |
16,295.0 |
14,795.0 |
1,500.0 |
9.7% |
177.4 |
1.1% |
45% |
False |
False |
68,849 |
60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.7% |
195.1 |
1.3% |
45% |
False |
False |
64,756 |
80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.7% |
171.4 |
1.1% |
45% |
False |
False |
48,583 |
100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.7% |
163.8 |
1.1% |
45% |
False |
False |
38,872 |
120 |
16,295.0 |
14,795.0 |
1,500.0 |
9.7% |
161.0 |
1.0% |
45% |
False |
False |
32,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,206.0 |
2.618 |
16,553.2 |
1.618 |
16,153.2 |
1.000 |
15,906.0 |
0.618 |
15,753.2 |
HIGH |
15,506.0 |
0.618 |
15,353.2 |
0.500 |
15,306.0 |
0.382 |
15,258.8 |
LOW |
15,106.0 |
0.618 |
14,858.8 |
1.000 |
14,706.0 |
1.618 |
14,458.8 |
2.618 |
14,058.8 |
4.250 |
13,406.0 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,415.3 |
15,382.5 |
PP |
15,360.7 |
15,295.0 |
S1 |
15,306.0 |
15,207.5 |
|