| 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 |
16,300.25 |
16,360.00 |
59.75 |
0.4% |
16,600.25 |
| High |
16,368.50 |
16,436.00 |
67.50 |
0.4% |
16,767.50 |
| Low |
16,102.00 |
15,988.00 |
-114.00 |
-0.7% |
15,988.00 |
| Close |
16,366.00 |
16,051.00 |
-315.00 |
-1.9% |
16,051.00 |
| Range |
266.50 |
448.00 |
181.50 |
68.1% |
779.50 |
| ATR |
231.84 |
247.28 |
15.44 |
6.7% |
0.00 |
| Volume |
656,267 |
680,753 |
24,486 |
3.7% |
3,009,137 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,502.25 |
17,224.75 |
16,297.50 |
|
| R3 |
17,054.25 |
16,776.75 |
16,174.25 |
|
| R2 |
16,606.25 |
16,606.25 |
16,133.25 |
|
| R1 |
16,328.75 |
16,328.75 |
16,092.00 |
16,243.50 |
| PP |
16,158.25 |
16,158.25 |
16,158.25 |
16,115.75 |
| S1 |
15,880.75 |
15,880.75 |
16,010.00 |
15,795.50 |
| S2 |
15,710.25 |
15,710.25 |
15,968.75 |
|
| S3 |
15,262.25 |
15,432.75 |
15,927.75 |
|
| S4 |
14,814.25 |
14,984.75 |
15,804.50 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,607.25 |
18,108.75 |
16,479.75 |
|
| R3 |
17,827.75 |
17,329.25 |
16,265.25 |
|
| R2 |
17,048.25 |
17,048.25 |
16,194.00 |
|
| R1 |
16,549.75 |
16,549.75 |
16,122.50 |
16,409.25 |
| PP |
16,268.75 |
16,268.75 |
16,268.75 |
16,198.50 |
| S1 |
15,770.25 |
15,770.25 |
15,979.50 |
15,629.75 |
| S2 |
15,489.25 |
15,489.25 |
15,908.00 |
|
| S3 |
14,709.75 |
14,990.75 |
15,836.75 |
|
| S4 |
13,930.25 |
14,211.25 |
15,622.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,767.50 |
15,988.00 |
779.50 |
4.9% |
311.25 |
1.9% |
8% |
False |
True |
711,633 |
| 10 |
16,767.50 |
15,988.00 |
779.50 |
4.9% |
255.50 |
1.6% |
8% |
False |
True |
594,714 |
| 20 |
16,767.50 |
15,595.50 |
1,172.00 |
7.3% |
239.75 |
1.5% |
39% |
False |
False |
541,416 |
| 40 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
238.25 |
1.5% |
70% |
False |
False |
538,003 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
233.25 |
1.5% |
70% |
False |
False |
509,012 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
215.50 |
1.3% |
70% |
False |
False |
382,033 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
210.00 |
1.3% |
70% |
False |
False |
305,809 |
| 120 |
16,767.50 |
13,712.75 |
3,054.75 |
19.0% |
201.75 |
1.3% |
77% |
False |
False |
254,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,340.00 |
|
2.618 |
17,608.75 |
|
1.618 |
17,160.75 |
|
1.000 |
16,884.00 |
|
0.618 |
16,712.75 |
|
HIGH |
16,436.00 |
|
0.618 |
16,264.75 |
|
0.500 |
16,212.00 |
|
0.382 |
16,159.25 |
|
LOW |
15,988.00 |
|
0.618 |
15,711.25 |
|
1.000 |
15,540.00 |
|
1.618 |
15,263.25 |
|
2.618 |
14,815.25 |
|
4.250 |
14,084.00 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,212.00 |
16,212.00 |
| PP |
16,158.25 |
16,158.25 |
| S1 |
16,104.75 |
16,104.75 |
|