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 |
4,650.50 |
4,584.00 |
-66.50 |
-1.4% |
4,696.25 |
High |
4,661.50 |
4,644.75 |
-16.75 |
-0.4% |
4,735.00 |
Low |
4,551.00 |
4,492.25 |
-58.75 |
-1.3% |
4,572.00 |
Close |
4,560.25 |
4,502.50 |
-57.75 |
-1.3% |
4,589.50 |
Range |
110.50 |
152.50 |
42.00 |
38.0% |
163.00 |
ATR |
55.72 |
62.63 |
6.91 |
12.4% |
0.00 |
Volume |
27,804 |
34,309 |
6,505 |
23.4% |
50,172 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,004.00 |
4,905.75 |
4,586.50 |
|
R3 |
4,851.50 |
4,753.25 |
4,544.50 |
|
R2 |
4,699.00 |
4,699.00 |
4,530.50 |
|
R1 |
4,600.75 |
4,600.75 |
4,516.50 |
4,573.50 |
PP |
4,546.50 |
4,546.50 |
4,546.50 |
4,533.00 |
S1 |
4,448.25 |
4,448.25 |
4,488.50 |
4,421.00 |
S2 |
4,394.00 |
4,394.00 |
4,474.50 |
|
S3 |
4,241.50 |
4,295.75 |
4,460.50 |
|
S4 |
4,089.00 |
4,143.25 |
4,418.50 |
|
|
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 |
4,492.25 |
219.25 |
4.9% |
106.00 |
2.4% |
5% |
False |
True |
20,680 |
10 |
4,735.00 |
4,492.25 |
242.75 |
5.4% |
74.00 |
1.6% |
4% |
False |
True |
14,004 |
20 |
4,735.00 |
4,492.25 |
242.75 |
5.4% |
55.25 |
1.2% |
4% |
False |
True |
9,199 |
40 |
4,735.00 |
4,266.00 |
469.00 |
10.4% |
49.75 |
1.1% |
50% |
False |
False |
6,402 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.7% |
55.75 |
1.2% |
52% |
False |
False |
4,927 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.7% |
50.50 |
1.1% |
52% |
False |
False |
3,755 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.7% |
48.25 |
1.1% |
56% |
False |
False |
3,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.00 |
2.618 |
5,044.00 |
1.618 |
4,891.50 |
1.000 |
4,797.25 |
0.618 |
4,739.00 |
HIGH |
4,644.75 |
0.618 |
4,586.50 |
0.500 |
4,568.50 |
0.382 |
4,550.50 |
LOW |
4,492.25 |
0.618 |
4,398.00 |
1.000 |
4,339.75 |
1.618 |
4,245.50 |
2.618 |
4,093.00 |
4.250 |
3,844.00 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,568.50 |
4,578.00 |
PP |
4,546.50 |
4,552.75 |
S1 |
4,524.50 |
4,527.50 |
|