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 |
4,589.00 |
4,657.25 |
68.25 |
1.5% |
4,701.00 |
High |
4,669.75 |
4,667.50 |
-2.25 |
0.0% |
4,740.50 |
Low |
4,588.75 |
4,557.00 |
-31.75 |
-0.7% |
4,577.25 |
Close |
4,651.00 |
4,566.25 |
-84.75 |
-1.8% |
4,595.75 |
Range |
81.00 |
110.50 |
29.50 |
36.4% |
163.25 |
ATR |
51.95 |
56.13 |
4.18 |
8.1% |
0.00 |
Volume |
2,014,967 |
2,845,560 |
830,593 |
41.2% |
7,034,616 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,928.50 |
4,857.75 |
4,627.00 |
|
R3 |
4,818.00 |
4,747.25 |
4,596.75 |
|
R2 |
4,707.50 |
4,707.50 |
4,586.50 |
|
R1 |
4,636.75 |
4,636.75 |
4,576.50 |
4,617.00 |
PP |
4,597.00 |
4,597.00 |
4,597.00 |
4,587.00 |
S1 |
4,526.25 |
4,526.25 |
4,556.00 |
4,506.50 |
S2 |
4,486.50 |
4,486.50 |
4,546.00 |
|
S3 |
4,376.00 |
4,415.75 |
4,535.75 |
|
S4 |
4,265.50 |
4,305.25 |
4,505.50 |
|
|
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 |
4,717.00 |
4,557.00 |
160.00 |
3.5% |
84.75 |
1.9% |
6% |
False |
True |
2,041,951 |
10 |
4,740.50 |
4,557.00 |
183.50 |
4.0% |
62.75 |
1.4% |
5% |
False |
True |
1,650,851 |
20 |
4,740.50 |
4,557.00 |
183.50 |
4.0% |
49.75 |
1.1% |
5% |
False |
True |
1,413,097 |
40 |
4,740.50 |
4,269.00 |
471.50 |
10.3% |
49.00 |
1.1% |
63% |
False |
False |
1,348,125 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
54.50 |
1.2% |
64% |
False |
False |
1,457,458 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
49.75 |
1.1% |
64% |
False |
False |
1,095,242 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.5% |
48.00 |
1.1% |
67% |
False |
False |
876,657 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.7% |
46.50 |
1.0% |
72% |
False |
False |
730,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,137.00 |
2.618 |
4,956.75 |
1.618 |
4,846.25 |
1.000 |
4,778.00 |
0.618 |
4,735.75 |
HIGH |
4,667.50 |
0.618 |
4,625.25 |
0.500 |
4,612.25 |
0.382 |
4,599.25 |
LOW |
4,557.00 |
0.618 |
4,488.75 |
1.000 |
4,446.50 |
1.618 |
4,378.25 |
2.618 |
4,267.75 |
4.250 |
4,087.50 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,612.25 |
4,637.00 |
PP |
4,597.00 |
4,613.50 |
S1 |
4,581.50 |
4,589.75 |
|