| 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 |
7,166.0 |
7,058.5 |
-107.5 |
-1.5% |
7,221.5 |
| High |
7,171.5 |
7,180.5 |
9.0 |
0.1% |
7,310.0 |
| Low |
6,968.0 |
7,038.0 |
70.0 |
1.0% |
6,990.0 |
| Close |
7,079.5 |
7,169.0 |
89.5 |
1.3% |
7,039.5 |
| Range |
203.5 |
142.5 |
-61.0 |
-30.0% |
320.0 |
| ATR |
91.6 |
95.2 |
3.6 |
4.0% |
0.0 |
| Volume |
202,868 |
114,870 |
-87,998 |
-43.4% |
468,007 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,556.5 |
7,505.5 |
7,247.5 |
|
| R3 |
7,414.0 |
7,363.0 |
7,208.0 |
|
| R2 |
7,271.5 |
7,271.5 |
7,195.0 |
|
| R1 |
7,220.5 |
7,220.5 |
7,182.0 |
7,246.0 |
| PP |
7,129.0 |
7,129.0 |
7,129.0 |
7,142.0 |
| S1 |
7,078.0 |
7,078.0 |
7,156.0 |
7,103.5 |
| S2 |
6,986.5 |
6,986.5 |
7,143.0 |
|
| S3 |
6,844.0 |
6,935.5 |
7,130.0 |
|
| S4 |
6,701.5 |
6,793.0 |
7,090.5 |
|
|
| 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% |
145.5 |
2.0% |
59% |
False |
False |
133,879 |
| 10 |
7,310.0 |
6,968.0 |
342.0 |
4.8% |
110.0 |
1.5% |
59% |
False |
False |
109,434 |
| 20 |
7,388.5 |
6,968.0 |
420.5 |
5.9% |
82.5 |
1.2% |
48% |
False |
False |
94,363 |
| 40 |
7,388.5 |
6,968.0 |
420.5 |
5.9% |
69.0 |
1.0% |
48% |
False |
False |
84,736 |
| 60 |
7,388.5 |
6,791.5 |
597.0 |
8.3% |
77.0 |
1.1% |
63% |
False |
False |
102,732 |
| 80 |
7,388.5 |
6,791.5 |
597.0 |
8.3% |
66.0 |
0.9% |
63% |
False |
False |
77,399 |
| 100 |
7,388.5 |
6,730.0 |
658.5 |
9.2% |
57.5 |
0.8% |
67% |
False |
False |
61,945 |
| 120 |
7,388.5 |
6,730.0 |
658.5 |
9.2% |
51.5 |
0.7% |
67% |
False |
False |
51,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,786.0 |
|
2.618 |
7,553.5 |
|
1.618 |
7,411.0 |
|
1.000 |
7,323.0 |
|
0.618 |
7,268.5 |
|
HIGH |
7,180.5 |
|
0.618 |
7,126.0 |
|
0.500 |
7,109.0 |
|
0.382 |
7,092.5 |
|
LOW |
7,038.0 |
|
0.618 |
6,950.0 |
|
1.000 |
6,895.5 |
|
1.618 |
6,807.5 |
|
2.618 |
6,665.0 |
|
4.250 |
6,432.5 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,149.0 |
7,137.5 |
| PP |
7,129.0 |
7,106.0 |
| S1 |
7,109.0 |
7,074.0 |
|