| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,419.00 |
16,238.75 |
-180.25 |
-1.1% |
16,600.25 |
| High |
16,456.25 |
16,427.50 |
-28.75 |
-0.2% |
16,767.50 |
| Low |
16,068.75 |
15,825.25 |
-243.50 |
-1.5% |
15,988.00 |
| Close |
16,150.50 |
15,869.75 |
-280.75 |
-1.7% |
16,051.00 |
| Range |
387.50 |
602.25 |
214.75 |
55.4% |
779.50 |
| ATR |
267.40 |
291.32 |
23.92 |
8.9% |
0.00 |
| Volume |
854,651 |
861,888 |
7,237 |
0.8% |
3,009,137 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,847.50 |
17,461.00 |
16,201.00 |
|
| R3 |
17,245.25 |
16,858.75 |
16,035.25 |
|
| R2 |
16,643.00 |
16,643.00 |
15,980.25 |
|
| R1 |
16,256.50 |
16,256.50 |
15,925.00 |
16,148.50 |
| PP |
16,040.75 |
16,040.75 |
16,040.75 |
15,987.00 |
| S1 |
15,654.25 |
15,654.25 |
15,814.50 |
15,546.50 |
| S2 |
15,438.50 |
15,438.50 |
15,759.25 |
|
| S3 |
14,836.25 |
15,052.00 |
15,704.25 |
|
| S4 |
14,234.00 |
14,449.75 |
15,538.50 |
|
|
| 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 |
15,825.25 |
631.00 |
4.0% |
420.75 |
2.7% |
7% |
False |
True |
730,299 |
| 10 |
16,767.50 |
15,825.25 |
942.25 |
5.9% |
327.75 |
2.1% |
5% |
False |
True |
693,087 |
| 20 |
16,767.50 |
15,825.25 |
942.25 |
5.9% |
273.25 |
1.7% |
5% |
False |
True |
591,403 |
| 40 |
16,767.50 |
14,422.50 |
2,345.00 |
14.8% |
245.75 |
1.5% |
62% |
False |
False |
544,842 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
250.50 |
1.6% |
63% |
False |
False |
547,376 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
228.25 |
1.4% |
63% |
False |
False |
410,940 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
218.25 |
1.4% |
63% |
False |
False |
328,936 |
| 120 |
16,767.50 |
13,823.50 |
2,944.00 |
18.6% |
210.25 |
1.3% |
70% |
False |
False |
274,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,987.00 |
|
2.618 |
18,004.25 |
|
1.618 |
17,402.00 |
|
1.000 |
17,029.75 |
|
0.618 |
16,799.75 |
|
HIGH |
16,427.50 |
|
0.618 |
16,197.50 |
|
0.500 |
16,126.50 |
|
0.382 |
16,055.25 |
|
LOW |
15,825.25 |
|
0.618 |
15,453.00 |
|
1.000 |
15,223.00 |
|
1.618 |
14,850.75 |
|
2.618 |
14,248.50 |
|
4.250 |
13,265.75 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,126.50 |
16,140.75 |
| PP |
16,040.75 |
16,050.50 |
| S1 |
15,955.25 |
15,960.00 |
|