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 |
4,582.00 |
4,650.50 |
68.50 |
1.5% |
4,696.25 |
High |
4,663.50 |
4,661.50 |
-2.00 |
0.0% |
4,735.00 |
Low |
4,582.00 |
4,551.00 |
-31.00 |
-0.7% |
4,572.00 |
Close |
4,645.00 |
4,560.25 |
-84.75 |
-1.8% |
4,589.50 |
Range |
81.50 |
110.50 |
29.00 |
35.6% |
163.00 |
ATR |
51.50 |
55.72 |
4.21 |
8.2% |
0.00 |
Volume |
10,669 |
27,804 |
17,135 |
160.6% |
50,172 |
|
Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,922.50 |
4,851.75 |
4,621.00 |
|
R3 |
4,812.00 |
4,741.25 |
4,590.75 |
|
R2 |
4,701.50 |
4,701.50 |
4,580.50 |
|
R1 |
4,630.75 |
4,630.75 |
4,570.50 |
4,611.00 |
PP |
4,591.00 |
4,591.00 |
4,591.00 |
4,581.00 |
S1 |
4,520.25 |
4,520.25 |
4,550.00 |
4,500.50 |
S2 |
4,480.50 |
4,480.50 |
4,540.00 |
|
S3 |
4,370.00 |
4,409.75 |
4,529.75 |
|
S4 |
4,259.50 |
4,299.25 |
4,499.50 |
|
|
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 |
4,711.50 |
4,551.00 |
160.50 |
3.5% |
84.75 |
1.9% |
6% |
False |
True |
15,827 |
10 |
4,735.00 |
4,551.00 |
184.00 |
4.0% |
62.75 |
1.4% |
5% |
False |
True |
10,876 |
20 |
4,735.00 |
4,551.00 |
184.00 |
4.0% |
49.25 |
1.1% |
5% |
False |
True |
7,758 |
40 |
4,735.00 |
4,262.50 |
472.50 |
10.4% |
48.25 |
1.1% |
63% |
False |
False |
5,594 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
53.75 |
1.2% |
64% |
False |
False |
4,359 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
48.75 |
1.1% |
64% |
False |
False |
3,326 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.6% |
47.00 |
1.0% |
67% |
False |
False |
2,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,131.00 |
2.618 |
4,950.75 |
1.618 |
4,840.25 |
1.000 |
4,772.00 |
0.618 |
4,729.75 |
HIGH |
4,661.50 |
0.618 |
4,619.25 |
0.500 |
4,606.25 |
0.382 |
4,593.25 |
LOW |
4,551.00 |
0.618 |
4,482.75 |
1.000 |
4,440.50 |
1.618 |
4,372.25 |
2.618 |
4,261.75 |
4.250 |
4,081.50 |
|
|
Fisher Pivots for day following 30-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,606.25 |
4,631.25 |
PP |
4,591.00 |
4,607.50 |
S1 |
4,575.50 |
4,584.00 |
|