| 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 |
16,046.50 |
16,419.00 |
372.50 |
2.3% |
16,600.25 |
| High |
16,437.75 |
16,456.25 |
18.50 |
0.1% |
16,767.50 |
| Low |
16,038.00 |
16,068.75 |
30.75 |
0.2% |
15,988.00 |
| Close |
16,390.75 |
16,150.50 |
-240.25 |
-1.5% |
16,051.00 |
| Range |
399.75 |
387.50 |
-12.25 |
-3.1% |
779.50 |
| ATR |
258.17 |
267.40 |
9.24 |
3.6% |
0.00 |
| Volume |
597,936 |
854,651 |
256,715 |
42.9% |
3,009,137 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,387.75 |
17,156.50 |
16,363.50 |
|
| R3 |
17,000.25 |
16,769.00 |
16,257.00 |
|
| R2 |
16,612.75 |
16,612.75 |
16,221.50 |
|
| R1 |
16,381.50 |
16,381.50 |
16,186.00 |
16,303.50 |
| PP |
16,225.25 |
16,225.25 |
16,225.25 |
16,186.00 |
| S1 |
15,994.00 |
15,994.00 |
16,115.00 |
15,916.00 |
| S2 |
15,837.75 |
15,837.75 |
16,079.50 |
|
| S3 |
15,450.25 |
15,606.50 |
16,044.00 |
|
| S4 |
15,062.75 |
15,219.00 |
15,937.50 |
|
|
| 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 |
16,456.25 |
15,988.00 |
468.25 |
2.9% |
360.50 |
2.2% |
35% |
True |
False |
738,211 |
| 10 |
16,767.50 |
15,988.00 |
779.50 |
4.8% |
285.50 |
1.8% |
21% |
False |
False |
649,336 |
| 20 |
16,767.50 |
15,849.50 |
918.00 |
5.7% |
249.75 |
1.5% |
33% |
False |
False |
569,236 |
| 40 |
16,767.50 |
14,410.50 |
2,357.00 |
14.6% |
239.25 |
1.5% |
74% |
False |
False |
537,661 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
242.00 |
1.5% |
74% |
False |
False |
533,128 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
222.50 |
1.4% |
74% |
False |
False |
400,174 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
213.25 |
1.3% |
74% |
False |
False |
320,321 |
| 120 |
16,767.50 |
13,823.50 |
2,944.00 |
18.2% |
205.75 |
1.3% |
79% |
False |
False |
267,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,103.00 |
|
2.618 |
17,470.75 |
|
1.618 |
17,083.25 |
|
1.000 |
16,843.75 |
|
0.618 |
16,695.75 |
|
HIGH |
16,456.25 |
|
0.618 |
16,308.25 |
|
0.500 |
16,262.50 |
|
0.382 |
16,216.75 |
|
LOW |
16,068.75 |
|
0.618 |
15,829.25 |
|
1.000 |
15,681.25 |
|
1.618 |
15,441.75 |
|
2.618 |
15,054.25 |
|
4.250 |
14,422.00 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,262.50 |
16,222.00 |
| PP |
16,225.25 |
16,198.25 |
| S1 |
16,187.75 |
16,174.50 |
|