| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
16,360.00 |
16,046.50 |
-313.50 |
-1.9% |
16,600.25 |
| High |
16,436.00 |
16,437.75 |
1.75 |
0.0% |
16,767.50 |
| Low |
15,988.00 |
16,038.00 |
50.00 |
0.3% |
15,988.00 |
| Close |
16,051.00 |
16,390.75 |
339.75 |
2.1% |
16,051.00 |
| Range |
448.00 |
399.75 |
-48.25 |
-10.8% |
779.50 |
| ATR |
247.28 |
258.17 |
10.89 |
4.4% |
0.00 |
| Volume |
680,753 |
597,936 |
-82,817 |
-12.2% |
3,009,137 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,488.00 |
17,339.25 |
16,610.50 |
|
| R3 |
17,088.25 |
16,939.50 |
16,500.75 |
|
| R2 |
16,688.50 |
16,688.50 |
16,464.00 |
|
| R1 |
16,539.75 |
16,539.75 |
16,427.50 |
16,614.00 |
| PP |
16,288.75 |
16,288.75 |
16,288.75 |
16,326.00 |
| S1 |
16,140.00 |
16,140.00 |
16,354.00 |
16,214.50 |
| S2 |
15,889.00 |
15,889.00 |
16,317.50 |
|
| S3 |
15,489.25 |
15,740.25 |
16,280.75 |
|
| S4 |
15,089.50 |
15,340.50 |
16,171.00 |
|
|
| 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 |
4.8% |
363.50 |
2.2% |
52% |
False |
False |
721,414 |
| 10 |
16,767.50 |
15,988.00 |
779.50 |
4.8% |
274.25 |
1.7% |
52% |
False |
False |
612,259 |
| 20 |
16,767.50 |
15,595.50 |
1,172.00 |
7.2% |
246.25 |
1.5% |
68% |
False |
False |
547,078 |
| 40 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
241.25 |
1.5% |
84% |
False |
False |
536,366 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
237.75 |
1.5% |
84% |
False |
False |
518,936 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
219.25 |
1.3% |
84% |
False |
False |
389,498 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.6% |
211.25 |
1.3% |
84% |
False |
False |
311,780 |
| 120 |
16,767.50 |
13,712.75 |
3,054.75 |
18.6% |
204.50 |
1.2% |
88% |
False |
False |
259,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,136.75 |
|
2.618 |
17,484.25 |
|
1.618 |
17,084.50 |
|
1.000 |
16,837.50 |
|
0.618 |
16,684.75 |
|
HIGH |
16,437.75 |
|
0.618 |
16,285.00 |
|
0.500 |
16,238.00 |
|
0.382 |
16,190.75 |
|
LOW |
16,038.00 |
|
0.618 |
15,791.00 |
|
1.000 |
15,638.25 |
|
1.618 |
15,391.25 |
|
2.618 |
14,991.50 |
|
4.250 |
14,339.00 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,339.75 |
16,331.50 |
| PP |
16,288.75 |
16,272.25 |
| S1 |
16,238.00 |
16,213.00 |
|