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 |
4,686.25 |
4,700.50 |
14.25 |
0.3% |
4,701.00 |
High |
4,702.25 |
4,717.00 |
14.75 |
0.3% |
4,740.50 |
Low |
4,656.25 |
4,577.25 |
-79.00 |
-1.7% |
4,577.25 |
Close |
4,699.00 |
4,595.75 |
-103.25 |
-2.2% |
4,595.75 |
Range |
46.00 |
139.75 |
93.75 |
203.8% |
163.25 |
ATR |
42.78 |
49.71 |
6.93 |
16.2% |
0.00 |
Volume |
1,408,571 |
2,068,167 |
659,596 |
46.8% |
7,034,616 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,049.25 |
4,962.25 |
4,672.50 |
|
R3 |
4,909.50 |
4,822.50 |
4,634.25 |
|
R2 |
4,769.75 |
4,769.75 |
4,621.25 |
|
R1 |
4,682.75 |
4,682.75 |
4,608.50 |
4,656.50 |
PP |
4,630.00 |
4,630.00 |
4,630.00 |
4,616.75 |
S1 |
4,543.00 |
4,543.00 |
4,583.00 |
4,516.50 |
S2 |
4,490.25 |
4,490.25 |
4,570.25 |
|
S3 |
4,350.50 |
4,403.25 |
4,557.25 |
|
S4 |
4,210.75 |
4,263.50 |
4,519.00 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,127.50 |
5,025.00 |
4,685.50 |
|
R3 |
4,964.25 |
4,861.75 |
4,640.75 |
|
R2 |
4,801.00 |
4,801.00 |
4,625.75 |
|
R1 |
4,698.50 |
4,698.50 |
4,610.75 |
4,668.00 |
PP |
4,637.75 |
4,637.75 |
4,637.75 |
4,622.75 |
S1 |
4,535.25 |
4,535.25 |
4,580.75 |
4,505.00 |
S2 |
4,474.50 |
4,474.50 |
4,565.75 |
|
S3 |
4,311.25 |
4,372.00 |
4,550.75 |
|
S4 |
4,148.00 |
4,208.75 |
4,506.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,740.50 |
4,577.25 |
163.25 |
3.6% |
67.50 |
1.5% |
11% |
False |
True |
1,675,901 |
10 |
4,740.50 |
4,577.25 |
163.25 |
3.6% |
51.00 |
1.1% |
11% |
False |
True |
1,385,070 |
20 |
4,740.50 |
4,559.25 |
181.25 |
3.9% |
44.00 |
1.0% |
20% |
False |
False |
1,294,541 |
40 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
49.25 |
1.1% |
70% |
False |
False |
1,336,737 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
52.25 |
1.1% |
70% |
False |
False |
1,377,112 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
48.00 |
1.0% |
70% |
False |
False |
1,034,667 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.5% |
47.50 |
1.0% |
72% |
False |
False |
828,075 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.6% |
45.50 |
1.0% |
77% |
False |
False |
690,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,311.00 |
2.618 |
5,082.75 |
1.618 |
4,943.00 |
1.000 |
4,856.75 |
0.618 |
4,803.25 |
HIGH |
4,717.00 |
0.618 |
4,663.50 |
0.500 |
4,647.00 |
0.382 |
4,630.75 |
LOW |
4,577.25 |
0.618 |
4,491.00 |
1.000 |
4,437.50 |
1.618 |
4,351.25 |
2.618 |
4,211.50 |
4.250 |
3,983.25 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,647.00 |
4,647.00 |
PP |
4,630.00 |
4,630.00 |
S1 |
4,613.00 |
4,613.00 |
|