| 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 |
7,129.0 |
7,166.0 |
37.0 |
0.5% |
7,221.5 |
| High |
7,157.5 |
7,171.5 |
14.0 |
0.2% |
7,310.0 |
| Low |
7,079.0 |
6,968.0 |
-111.0 |
-1.6% |
6,990.0 |
| Close |
7,115.0 |
7,079.5 |
-35.5 |
-0.5% |
7,039.5 |
| Range |
78.5 |
203.5 |
125.0 |
159.2% |
320.0 |
| ATR |
83.0 |
91.6 |
8.6 |
10.4% |
0.0 |
| Volume |
128,167 |
202,868 |
74,701 |
58.3% |
468,007 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,683.5 |
7,585.0 |
7,191.5 |
|
| R3 |
7,480.0 |
7,381.5 |
7,135.5 |
|
| R2 |
7,276.5 |
7,276.5 |
7,117.0 |
|
| R1 |
7,178.0 |
7,178.0 |
7,098.0 |
7,125.5 |
| PP |
7,073.0 |
7,073.0 |
7,073.0 |
7,047.0 |
| S1 |
6,974.5 |
6,974.5 |
7,061.0 |
6,922.0 |
| S2 |
6,869.5 |
6,869.5 |
7,042.0 |
|
| S3 |
6,666.0 |
6,771.0 |
7,023.5 |
|
| S4 |
6,462.5 |
6,567.5 |
6,967.5 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,073.0 |
7,876.5 |
7,215.5 |
|
| R3 |
7,753.0 |
7,556.5 |
7,127.5 |
|
| R2 |
7,433.0 |
7,433.0 |
7,098.0 |
|
| R1 |
7,236.5 |
7,236.5 |
7,069.0 |
7,175.0 |
| PP |
7,113.0 |
7,113.0 |
7,113.0 |
7,082.5 |
| S1 |
6,916.5 |
6,916.5 |
7,010.0 |
6,855.0 |
| S2 |
6,793.0 |
6,793.0 |
6,981.0 |
|
| S3 |
6,473.0 |
6,596.5 |
6,951.5 |
|
| S4 |
6,153.0 |
6,276.5 |
6,863.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,310.0 |
6,968.0 |
342.0 |
4.8% |
129.5 |
1.8% |
33% |
False |
True |
126,879 |
| 10 |
7,310.0 |
6,968.0 |
342.0 |
4.8% |
100.0 |
1.4% |
33% |
False |
True |
105,721 |
| 20 |
7,388.5 |
6,968.0 |
420.5 |
5.9% |
78.0 |
1.1% |
27% |
False |
True |
91,725 |
| 40 |
7,388.5 |
6,916.0 |
472.5 |
6.7% |
69.0 |
1.0% |
35% |
False |
False |
85,031 |
| 60 |
7,388.5 |
6,791.5 |
597.0 |
8.4% |
75.5 |
1.1% |
48% |
False |
False |
100,913 |
| 80 |
7,388.5 |
6,791.5 |
597.0 |
8.4% |
64.0 |
0.9% |
48% |
False |
False |
75,963 |
| 100 |
7,388.5 |
6,730.0 |
658.5 |
9.3% |
56.0 |
0.8% |
53% |
False |
False |
60,796 |
| 120 |
7,388.5 |
6,730.0 |
658.5 |
9.3% |
50.5 |
0.7% |
53% |
False |
False |
50,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,036.5 |
|
2.618 |
7,704.5 |
|
1.618 |
7,501.0 |
|
1.000 |
7,375.0 |
|
0.618 |
7,297.5 |
|
HIGH |
7,171.5 |
|
0.618 |
7,094.0 |
|
0.500 |
7,070.0 |
|
0.382 |
7,045.5 |
|
LOW |
6,968.0 |
|
0.618 |
6,842.0 |
|
1.000 |
6,764.5 |
|
1.618 |
6,638.5 |
|
2.618 |
6,435.0 |
|
4.250 |
6,103.0 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,076.0 |
7,117.5 |
| PP |
7,073.0 |
7,105.0 |
| S1 |
7,070.0 |
7,092.0 |
|