| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,238.75 |
15,891.75 |
-347.00 |
-2.1% |
16,600.25 |
| High |
16,427.50 |
16,066.25 |
-361.25 |
-2.2% |
16,767.50 |
| Low |
15,825.25 |
15,762.75 |
-62.50 |
-0.4% |
15,988.00 |
| Close |
15,869.75 |
15,988.50 |
118.75 |
0.7% |
16,051.00 |
| Range |
602.25 |
303.50 |
-298.75 |
-49.6% |
779.50 |
| ATR |
291.32 |
292.19 |
0.87 |
0.3% |
0.00 |
| Volume |
861,888 |
853,707 |
-8,181 |
-0.9% |
3,009,137 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,849.75 |
16,722.50 |
16,155.50 |
|
| R3 |
16,546.25 |
16,419.00 |
16,072.00 |
|
| R2 |
16,242.75 |
16,242.75 |
16,044.25 |
|
| R1 |
16,115.50 |
16,115.50 |
16,016.25 |
16,179.00 |
| PP |
15,939.25 |
15,939.25 |
15,939.25 |
15,971.00 |
| S1 |
15,812.00 |
15,812.00 |
15,960.75 |
15,875.50 |
| S2 |
15,635.75 |
15,635.75 |
15,932.75 |
|
| S3 |
15,332.25 |
15,508.50 |
15,905.00 |
|
| S4 |
15,028.75 |
15,205.00 |
15,821.50 |
|
|
| 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 |
15,762.75 |
693.50 |
4.3% |
428.25 |
2.7% |
33% |
False |
True |
769,787 |
| 10 |
16,767.50 |
15,762.75 |
1,004.75 |
6.3% |
345.25 |
2.2% |
22% |
False |
True |
732,859 |
| 20 |
16,767.50 |
15,762.75 |
1,004.75 |
6.3% |
278.00 |
1.7% |
22% |
False |
True |
611,681 |
| 40 |
16,767.50 |
14,585.50 |
2,182.00 |
13.6% |
244.50 |
1.5% |
64% |
False |
False |
547,263 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
252.75 |
1.6% |
68% |
False |
False |
561,336 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
230.00 |
1.4% |
68% |
False |
False |
421,604 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.0% |
219.50 |
1.4% |
68% |
False |
False |
337,462 |
| 120 |
16,767.50 |
13,823.50 |
2,944.00 |
18.4% |
211.50 |
1.3% |
74% |
False |
False |
281,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,356.00 |
|
2.618 |
16,860.75 |
|
1.618 |
16,557.25 |
|
1.000 |
16,369.75 |
|
0.618 |
16,253.75 |
|
HIGH |
16,066.25 |
|
0.618 |
15,950.25 |
|
0.500 |
15,914.50 |
|
0.382 |
15,878.75 |
|
LOW |
15,762.75 |
|
0.618 |
15,575.25 |
|
1.000 |
15,459.25 |
|
1.618 |
15,271.75 |
|
2.618 |
14,968.25 |
|
4.250 |
14,473.00 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,963.75 |
16,109.50 |
| PP |
15,939.25 |
16,069.25 |
| S1 |
15,914.50 |
16,028.75 |
|