| 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 |
2,328.4 |
2,332.2 |
3.8 |
0.2% |
2,346.1 |
| High |
2,334.9 |
2,345.4 |
10.5 |
0.4% |
2,372.9 |
| Low |
2,300.3 |
2,206.3 |
-94.0 |
-4.1% |
2,206.3 |
| Close |
2,331.0 |
2,243.3 |
-87.7 |
-3.8% |
2,243.3 |
| Range |
34.6 |
139.1 |
104.5 |
302.0% |
166.6 |
| ATR |
40.4 |
47.5 |
7.0 |
17.4% |
0.0 |
| Volume |
163,060 |
336,182 |
173,122 |
106.2% |
941,440 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,682.3 |
2,601.9 |
2,319.8 |
|
| R3 |
2,543.2 |
2,462.8 |
2,281.6 |
|
| R2 |
2,404.1 |
2,404.1 |
2,268.8 |
|
| R1 |
2,323.7 |
2,323.7 |
2,256.1 |
2,294.4 |
| PP |
2,265.0 |
2,265.0 |
2,265.0 |
2,250.3 |
| S1 |
2,184.6 |
2,184.6 |
2,230.5 |
2,155.3 |
| S2 |
2,125.9 |
2,125.9 |
2,217.8 |
|
| S3 |
1,986.8 |
2,045.5 |
2,205.0 |
|
| S4 |
1,847.7 |
1,906.4 |
2,166.8 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.0 |
2,675.2 |
2,334.9 |
|
| R3 |
2,607.4 |
2,508.6 |
2,289.1 |
|
| R2 |
2,440.8 |
2,440.8 |
2,273.8 |
|
| R1 |
2,342.0 |
2,342.0 |
2,258.6 |
2,308.1 |
| PP |
2,274.2 |
2,274.2 |
2,274.2 |
2,257.2 |
| S1 |
2,175.4 |
2,175.4 |
2,228.0 |
2,141.5 |
| S2 |
2,107.6 |
2,107.6 |
2,212.8 |
|
| S3 |
1,941.0 |
2,008.8 |
2,197.5 |
|
| S4 |
1,774.4 |
1,842.2 |
2,151.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,377.4 |
2,206.3 |
171.1 |
7.6% |
62.7 |
2.8% |
22% |
False |
True |
229,956 |
| 10 |
2,427.5 |
2,206.3 |
221.2 |
9.9% |
47.0 |
2.1% |
17% |
False |
True |
188,573 |
| 20 |
2,460.8 |
2,206.3 |
254.5 |
11.3% |
45.5 |
2.0% |
15% |
False |
True |
187,119 |
| 40 |
2,460.8 |
2,171.3 |
289.5 |
12.9% |
43.5 |
1.9% |
25% |
False |
False |
179,052 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
14.0% |
43.5 |
1.9% |
31% |
False |
False |
176,642 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.9% |
41.7 |
1.9% |
39% |
False |
False |
132,597 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.2% |
43.1 |
1.9% |
40% |
False |
False |
106,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.6 |
|
2.618 |
2,709.6 |
|
1.618 |
2,570.5 |
|
1.000 |
2,484.5 |
|
0.618 |
2,431.4 |
|
HIGH |
2,345.4 |
|
0.618 |
2,292.3 |
|
0.500 |
2,275.9 |
|
0.382 |
2,259.4 |
|
LOW |
2,206.3 |
|
0.618 |
2,120.3 |
|
1.000 |
2,067.2 |
|
1.618 |
1,981.2 |
|
2.618 |
1,842.1 |
|
4.250 |
1,615.1 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.9 |
2,275.9 |
| PP |
2,265.0 |
2,265.0 |
| S1 |
2,254.2 |
2,254.2 |
|