| 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 |
2,332.2 |
2,231.1 |
-101.1 |
-4.3% |
2,346.1 |
| High |
2,345.4 |
2,282.3 |
-63.1 |
-2.7% |
2,372.9 |
| Low |
2,206.3 |
2,226.0 |
19.7 |
0.9% |
2,206.3 |
| Close |
2,243.3 |
2,240.2 |
-3.1 |
-0.1% |
2,243.3 |
| Range |
139.1 |
56.3 |
-82.8 |
-59.5% |
166.6 |
| ATR |
47.5 |
48.1 |
0.6 |
1.3% |
0.0 |
| Volume |
336,182 |
337,608 |
1,426 |
0.4% |
941,440 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.4 |
2,385.6 |
2,271.2 |
|
| R3 |
2,362.1 |
2,329.3 |
2,255.7 |
|
| R2 |
2,305.8 |
2,305.8 |
2,250.5 |
|
| R1 |
2,273.0 |
2,273.0 |
2,245.4 |
2,289.4 |
| PP |
2,249.5 |
2,249.5 |
2,249.5 |
2,257.7 |
| S1 |
2,216.7 |
2,216.7 |
2,235.0 |
2,233.1 |
| S2 |
2,193.2 |
2,193.2 |
2,229.9 |
|
| S3 |
2,136.9 |
2,160.4 |
2,224.7 |
|
| S4 |
2,080.6 |
2,104.1 |
2,209.2 |
|
|
| 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 |
2,372.9 |
2,206.3 |
166.6 |
7.4% |
64.1 |
2.9% |
20% |
False |
False |
255,809 |
| 10 |
2,427.5 |
2,206.3 |
221.2 |
9.9% |
51.1 |
2.3% |
15% |
False |
False |
210,746 |
| 20 |
2,460.8 |
2,206.3 |
254.5 |
11.4% |
47.4 |
2.1% |
13% |
False |
False |
196,702 |
| 40 |
2,460.8 |
2,180.2 |
280.6 |
12.5% |
42.9 |
1.9% |
21% |
False |
False |
181,287 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
14.0% |
44.0 |
2.0% |
30% |
False |
False |
182,241 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.9% |
41.9 |
1.9% |
38% |
False |
False |
136,816 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.3% |
43.1 |
1.9% |
39% |
False |
False |
109,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.6 |
|
2.618 |
2,429.7 |
|
1.618 |
2,373.4 |
|
1.000 |
2,338.6 |
|
0.618 |
2,317.1 |
|
HIGH |
2,282.3 |
|
0.618 |
2,260.8 |
|
0.500 |
2,254.2 |
|
0.382 |
2,247.5 |
|
LOW |
2,226.0 |
|
0.618 |
2,191.2 |
|
1.000 |
2,169.7 |
|
1.618 |
2,134.9 |
|
2.618 |
2,078.6 |
|
4.250 |
1,986.7 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,254.2 |
2,275.9 |
| PP |
2,249.5 |
2,264.0 |
| S1 |
2,244.9 |
2,252.1 |
|