| 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 |
1,792.3 |
1,795.2 |
2.9 |
0.2% |
1,850.7 |
| High |
1,819.3 |
1,801.5 |
-17.8 |
-1.0% |
1,853.0 |
| Low |
1,781.6 |
1,782.0 |
0.4 |
0.0% |
1,780.2 |
| Close |
1,788.1 |
1,785.2 |
-2.9 |
-0.2% |
1,788.1 |
| Range |
37.7 |
19.5 |
-18.2 |
-48.3% |
72.8 |
| ATR |
25.7 |
25.3 |
-0.4 |
-1.7% |
0.0 |
| Volume |
180,641 |
151,365 |
-29,276 |
-16.2% |
575,170 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.1 |
1,836.1 |
1,795.9 |
|
| R3 |
1,828.6 |
1,816.6 |
1,790.6 |
|
| R2 |
1,809.1 |
1,809.1 |
1,788.8 |
|
| R1 |
1,797.1 |
1,797.1 |
1,787.0 |
1,793.4 |
| PP |
1,789.6 |
1,789.6 |
1,789.6 |
1,787.7 |
| S1 |
1,777.6 |
1,777.6 |
1,783.4 |
1,773.9 |
| S2 |
1,770.1 |
1,770.1 |
1,781.6 |
|
| S3 |
1,750.6 |
1,758.1 |
1,779.8 |
|
| S4 |
1,731.1 |
1,738.6 |
1,774.5 |
|
|
| 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 |
1,853.0 |
1,780.2 |
72.8 |
4.1% |
30.9 |
1.7% |
7% |
False |
False |
145,307 |
| 10 |
1,881.9 |
1,780.2 |
101.7 |
5.7% |
25.8 |
1.4% |
5% |
False |
False |
98,549 |
| 20 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
25.0 |
1.4% |
20% |
False |
False |
65,594 |
| 40 |
1,881.9 |
1,747.9 |
134.0 |
7.5% |
23.2 |
1.3% |
28% |
False |
False |
35,343 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.7 |
1.3% |
39% |
False |
False |
24,713 |
| 80 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
23.6 |
1.3% |
52% |
False |
False |
18,970 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.4 |
1.3% |
52% |
False |
False |
15,657 |
| 120 |
1,910.5 |
1,680.0 |
230.5 |
12.9% |
23.1 |
1.3% |
46% |
False |
False |
13,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,884.4 |
|
2.618 |
1,852.6 |
|
1.618 |
1,833.1 |
|
1.000 |
1,821.0 |
|
0.618 |
1,813.6 |
|
HIGH |
1,801.5 |
|
0.618 |
1,794.1 |
|
0.500 |
1,791.8 |
|
0.382 |
1,789.4 |
|
LOW |
1,782.0 |
|
0.618 |
1,769.9 |
|
1.000 |
1,762.5 |
|
1.618 |
1,750.4 |
|
2.618 |
1,730.9 |
|
4.250 |
1,699.1 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,791.8 |
1,799.8 |
| PP |
1,789.6 |
1,794.9 |
| S1 |
1,787.4 |
1,790.1 |
|