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 |
4,678.25 |
4,696.75 |
18.50 |
0.4% |
4,696.25 |
High |
4,696.75 |
4,711.50 |
14.75 |
0.3% |
4,735.00 |
Low |
4,650.50 |
4,572.00 |
-78.50 |
-1.7% |
4,572.00 |
Close |
4,693.25 |
4,589.50 |
-103.75 |
-2.2% |
4,589.50 |
Range |
46.25 |
139.50 |
93.25 |
201.6% |
163.00 |
ATR |
42.25 |
49.20 |
6.95 |
16.4% |
0.00 |
Volume |
10,580 |
20,041 |
9,461 |
89.4% |
50,172 |
|
Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,042.75 |
4,955.75 |
4,666.25 |
|
R3 |
4,903.25 |
4,816.25 |
4,627.75 |
|
R2 |
4,763.75 |
4,763.75 |
4,615.00 |
|
R1 |
4,676.75 |
4,676.75 |
4,602.25 |
4,650.50 |
PP |
4,624.25 |
4,624.25 |
4,624.25 |
4,611.25 |
S1 |
4,537.25 |
4,537.25 |
4,576.75 |
4,511.00 |
S2 |
4,484.75 |
4,484.75 |
4,564.00 |
|
S3 |
4,345.25 |
4,397.75 |
4,551.25 |
|
S4 |
4,205.75 |
4,258.25 |
4,512.75 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.25 |
5,018.25 |
4,679.25 |
|
R3 |
4,958.25 |
4,855.25 |
4,634.25 |
|
R2 |
4,795.25 |
4,795.25 |
4,619.50 |
|
R1 |
4,692.25 |
4,692.25 |
4,604.50 |
4,662.25 |
PP |
4,632.25 |
4,632.25 |
4,632.25 |
4,617.00 |
S1 |
4,529.25 |
4,529.25 |
4,574.50 |
4,499.25 |
S2 |
4,469.25 |
4,469.25 |
4,559.50 |
|
S3 |
4,306.25 |
4,366.25 |
4,544.75 |
|
S4 |
4,143.25 |
4,203.25 |
4,499.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,735.00 |
4,572.00 |
163.00 |
3.6% |
67.25 |
1.5% |
11% |
False |
True |
11,705 |
10 |
4,735.00 |
4,572.00 |
163.00 |
3.6% |
50.50 |
1.1% |
11% |
False |
True |
7,706 |
20 |
4,735.00 |
4,553.75 |
181.25 |
3.9% |
43.50 |
0.9% |
20% |
False |
False |
6,681 |
40 |
4,735.00 |
4,252.75 |
482.25 |
10.5% |
48.50 |
1.1% |
70% |
False |
False |
4,703 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.5% |
51.50 |
1.1% |
70% |
False |
False |
3,735 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.5% |
47.00 |
1.0% |
70% |
False |
False |
2,846 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.5% |
46.50 |
1.0% |
72% |
False |
False |
2,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,304.50 |
2.618 |
5,076.75 |
1.618 |
4,937.25 |
1.000 |
4,851.00 |
0.618 |
4,797.75 |
HIGH |
4,711.50 |
0.618 |
4,658.25 |
0.500 |
4,641.75 |
0.382 |
4,625.25 |
LOW |
4,572.00 |
0.618 |
4,485.75 |
1.000 |
4,432.50 |
1.618 |
4,346.25 |
2.618 |
4,206.75 |
4.250 |
3,979.00 |
|
|
Fisher Pivots for day following 26-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,641.75 |
4,641.75 |
PP |
4,624.25 |
4,624.25 |
S1 |
4,607.00 |
4,607.00 |
|