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 |
1,795.2 |
1,786.9 |
-8.3 |
-0.5% |
1,850.7 |
High |
1,801.5 |
1,811.4 |
9.9 |
0.5% |
1,853.0 |
Low |
1,782.0 |
1,771.2 |
-10.8 |
-0.6% |
1,780.2 |
Close |
1,785.2 |
1,776.5 |
-8.7 |
-0.5% |
1,788.1 |
Range |
19.5 |
40.2 |
20.7 |
106.2% |
72.8 |
ATR |
25.3 |
26.3 |
1.1 |
4.2% |
0.0 |
Volume |
151,365 |
242,861 |
91,496 |
60.4% |
575,170 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.0 |
1,881.9 |
1,798.6 |
|
R3 |
1,866.8 |
1,841.7 |
1,787.6 |
|
R2 |
1,826.6 |
1,826.6 |
1,783.9 |
|
R1 |
1,801.5 |
1,801.5 |
1,780.2 |
1,794.0 |
PP |
1,786.4 |
1,786.4 |
1,786.4 |
1,782.6 |
S1 |
1,761.3 |
1,761.3 |
1,772.8 |
1,753.8 |
S2 |
1,746.2 |
1,746.2 |
1,769.1 |
|
S3 |
1,706.0 |
1,721.1 |
1,765.4 |
|
S4 |
1,665.8 |
1,680.9 |
1,754.4 |
|
|
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 |
1,819.3 |
1,771.2 |
48.1 |
2.7% |
29.4 |
1.7% |
11% |
False |
True |
165,821 |
10 |
1,881.9 |
1,771.2 |
110.7 |
6.2% |
28.2 |
1.6% |
5% |
False |
True |
114,099 |
20 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
26.2 |
1.5% |
13% |
False |
False |
77,153 |
40 |
1,881.9 |
1,747.9 |
134.0 |
7.5% |
23.6 |
1.3% |
21% |
False |
False |
41,348 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
24.0 |
1.3% |
33% |
False |
False |
28,700 |
80 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
23.5 |
1.3% |
48% |
False |
False |
21,960 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.7 |
1.3% |
48% |
False |
False |
18,036 |
120 |
1,910.5 |
1,680.0 |
230.5 |
13.0% |
23.2 |
1.3% |
42% |
False |
False |
15,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.3 |
2.618 |
1,916.6 |
1.618 |
1,876.4 |
1.000 |
1,851.6 |
0.618 |
1,836.2 |
HIGH |
1,811.4 |
0.618 |
1,796.0 |
0.500 |
1,791.3 |
0.382 |
1,786.6 |
LOW |
1,771.2 |
0.618 |
1,746.4 |
1.000 |
1,731.0 |
1.618 |
1,706.2 |
2.618 |
1,666.0 |
4.250 |
1,600.4 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1,791.3 |
1,795.3 |
PP |
1,786.4 |
1,789.0 |
S1 |
1,781.4 |
1,782.8 |
|