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 |
1,786.9 |
1,777.4 |
-9.5 |
-0.5% |
1,850.7 |
High |
1,811.4 |
1,795.7 |
-15.7 |
-0.9% |
1,853.0 |
Low |
1,771.2 |
1,773.7 |
2.5 |
0.1% |
1,780.2 |
Close |
1,776.5 |
1,784.3 |
7.8 |
0.4% |
1,788.1 |
Range |
40.2 |
22.0 |
-18.2 |
-45.3% |
72.8 |
ATR |
26.3 |
26.0 |
-0.3 |
-1.2% |
0.0 |
Volume |
242,861 |
180,336 |
-62,525 |
-25.7% |
575,170 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.6 |
1,839.4 |
1,796.4 |
|
R3 |
1,828.6 |
1,817.4 |
1,790.4 |
|
R2 |
1,806.6 |
1,806.6 |
1,788.3 |
|
R1 |
1,795.4 |
1,795.4 |
1,786.3 |
1,801.0 |
PP |
1,784.6 |
1,784.6 |
1,784.6 |
1,787.4 |
S1 |
1,773.4 |
1,773.4 |
1,782.3 |
1,779.0 |
S2 |
1,762.6 |
1,762.6 |
1,780.3 |
|
S3 |
1,740.6 |
1,751.4 |
1,778.3 |
|
S4 |
1,718.6 |
1,729.4 |
1,772.2 |
|
|
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% |
27.6 |
1.5% |
27% |
False |
False |
171,725 |
10 |
1,875.9 |
1,771.2 |
104.7 |
5.9% |
27.6 |
1.5% |
13% |
False |
False |
129,667 |
20 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
26.8 |
1.5% |
19% |
False |
False |
85,775 |
40 |
1,881.9 |
1,747.9 |
134.0 |
7.5% |
23.6 |
1.3% |
27% |
False |
False |
45,735 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.7 |
1.3% |
38% |
False |
False |
31,648 |
80 |
1,881.9 |
1,720.7 |
161.2 |
9.0% |
22.7 |
1.3% |
39% |
False |
False |
24,168 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.7 |
1.3% |
52% |
False |
False |
19,810 |
120 |
1,910.5 |
1,680.0 |
230.5 |
12.9% |
23.1 |
1.3% |
45% |
False |
False |
16,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.2 |
2.618 |
1,853.3 |
1.618 |
1,831.3 |
1.000 |
1,817.7 |
0.618 |
1,809.3 |
HIGH |
1,795.7 |
0.618 |
1,787.3 |
0.500 |
1,784.7 |
0.382 |
1,782.1 |
LOW |
1,773.7 |
0.618 |
1,760.1 |
1.000 |
1,751.7 |
1.618 |
1,738.1 |
2.618 |
1,716.1 |
4.250 |
1,680.2 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.7 |
1,791.3 |
PP |
1,784.6 |
1,789.0 |
S1 |
1,784.4 |
1,786.6 |
|