| 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 |
1,792.3 |
1,792.3 |
0.0 |
0.0% |
1,850.7 |
| High |
1,798.8 |
1,819.3 |
20.5 |
1.1% |
1,853.0 |
| Low |
1,780.2 |
1,781.6 |
1.4 |
0.1% |
1,780.2 |
| Close |
1,786.9 |
1,788.1 |
1.2 |
0.1% |
1,788.1 |
| Range |
18.6 |
37.7 |
19.1 |
102.7% |
72.8 |
| ATR |
24.8 |
25.7 |
0.9 |
3.7% |
0.0 |
| Volume |
103,425 |
180,641 |
77,216 |
74.7% |
575,170 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,909.4 |
1,886.5 |
1,808.8 |
|
| R3 |
1,871.7 |
1,848.8 |
1,798.5 |
|
| R2 |
1,834.0 |
1,834.0 |
1,795.0 |
|
| R1 |
1,811.1 |
1,811.1 |
1,791.6 |
1,803.7 |
| PP |
1,796.3 |
1,796.3 |
1,796.3 |
1,792.7 |
| S1 |
1,773.4 |
1,773.4 |
1,784.6 |
1,766.0 |
| S2 |
1,758.6 |
1,758.6 |
1,781.2 |
|
| S3 |
1,720.9 |
1,735.7 |
1,777.7 |
|
| S4 |
1,683.2 |
1,698.0 |
1,767.4 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,025.5 |
1,979.6 |
1,828.1 |
|
| R3 |
1,952.7 |
1,906.8 |
1,808.1 |
|
| R2 |
1,879.9 |
1,879.9 |
1,801.4 |
|
| R1 |
1,834.0 |
1,834.0 |
1,794.8 |
1,820.6 |
| PP |
1,807.1 |
1,807.1 |
1,807.1 |
1,800.4 |
| S1 |
1,761.2 |
1,761.2 |
1,781.4 |
1,747.8 |
| S2 |
1,734.3 |
1,734.3 |
1,774.8 |
|
| S3 |
1,661.5 |
1,688.4 |
1,768.1 |
|
| S4 |
1,588.7 |
1,615.6 |
1,748.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,870.6 |
1,780.2 |
90.4 |
5.1% |
31.7 |
1.8% |
9% |
False |
False |
127,501 |
| 10 |
1,881.9 |
1,780.2 |
101.7 |
5.7% |
26.1 |
1.5% |
8% |
False |
False |
86,261 |
| 20 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
25.5 |
1.4% |
22% |
False |
False |
58,486 |
| 40 |
1,881.9 |
1,747.9 |
134.0 |
7.5% |
23.1 |
1.3% |
30% |
False |
False |
31,704 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
23.6 |
1.3% |
41% |
False |
False |
22,228 |
| 80 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
23.6 |
1.3% |
54% |
False |
False |
17,088 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.5 |
1.3% |
54% |
False |
False |
14,179 |
| 120 |
1,910.5 |
1,680.0 |
230.5 |
12.9% |
23.0 |
1.3% |
47% |
False |
False |
11,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,979.5 |
|
2.618 |
1,918.0 |
|
1.618 |
1,880.3 |
|
1.000 |
1,857.0 |
|
0.618 |
1,842.6 |
|
HIGH |
1,819.3 |
|
0.618 |
1,804.9 |
|
0.500 |
1,800.5 |
|
0.382 |
1,796.0 |
|
LOW |
1,781.6 |
|
0.618 |
1,758.3 |
|
1.000 |
1,743.9 |
|
1.618 |
1,720.6 |
|
2.618 |
1,682.9 |
|
4.250 |
1,621.4 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,800.5 |
1,799.8 |
| PP |
1,796.3 |
1,795.9 |
| S1 |
1,792.2 |
1,792.0 |
|