| 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 |
1,793.9 |
1,791.3 |
-2.6 |
-0.1% |
1,852.5 |
| High |
1,800.1 |
1,820.8 |
20.7 |
1.1% |
1,853.7 |
| Low |
1,782.4 |
1,785.3 |
2.9 |
0.2% |
1,782.4 |
| Close |
1,788.8 |
1,789.9 |
1.1 |
0.1% |
1,789.9 |
| Range |
17.7 |
35.5 |
17.8 |
100.6% |
71.3 |
| ATR |
23.9 |
24.7 |
0.8 |
3.5% |
0.0 |
| Volume |
4,599 |
6,661 |
2,062 |
44.8% |
27,509 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.2 |
1,883.0 |
1,809.4 |
|
| R3 |
1,869.7 |
1,847.5 |
1,799.7 |
|
| R2 |
1,834.2 |
1,834.2 |
1,796.4 |
|
| R1 |
1,812.0 |
1,812.0 |
1,793.2 |
1,805.4 |
| PP |
1,798.7 |
1,798.7 |
1,798.7 |
1,795.3 |
| S1 |
1,776.5 |
1,776.5 |
1,786.6 |
1,769.9 |
| S2 |
1,763.2 |
1,763.2 |
1,783.4 |
|
| S3 |
1,727.7 |
1,741.0 |
1,780.1 |
|
| S4 |
1,692.2 |
1,705.5 |
1,770.4 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.6 |
1,977.5 |
1,829.1 |
|
| R3 |
1,951.3 |
1,906.2 |
1,809.5 |
|
| R2 |
1,880.0 |
1,880.0 |
1,803.0 |
|
| R1 |
1,834.9 |
1,834.9 |
1,796.4 |
1,821.8 |
| PP |
1,808.7 |
1,808.7 |
1,808.7 |
1,802.1 |
| S1 |
1,763.6 |
1,763.6 |
1,783.4 |
1,750.5 |
| S2 |
1,737.4 |
1,737.4 |
1,776.8 |
|
| S3 |
1,666.1 |
1,692.3 |
1,770.3 |
|
| S4 |
1,594.8 |
1,621.0 |
1,750.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.1 |
1,782.4 |
89.7 |
5.0% |
30.4 |
1.7% |
8% |
False |
False |
6,272 |
| 10 |
1,883.3 |
1,782.4 |
100.9 |
5.6% |
25.0 |
1.4% |
7% |
False |
False |
5,494 |
| 20 |
1,883.3 |
1,762.8 |
120.5 |
6.7% |
24.5 |
1.4% |
22% |
False |
False |
4,744 |
| 40 |
1,883.3 |
1,749.5 |
133.8 |
7.5% |
22.0 |
1.2% |
30% |
False |
False |
3,192 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
22.5 |
1.3% |
41% |
False |
False |
2,561 |
| 80 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
22.4 |
1.3% |
54% |
False |
False |
2,186 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
20.7 |
1.2% |
54% |
False |
False |
1,896 |
| 120 |
1,903.8 |
1,682.4 |
221.4 |
12.4% |
20.1 |
1.1% |
49% |
False |
False |
1,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,971.7 |
|
2.618 |
1,913.7 |
|
1.618 |
1,878.2 |
|
1.000 |
1,856.3 |
|
0.618 |
1,842.7 |
|
HIGH |
1,820.8 |
|
0.618 |
1,807.2 |
|
0.500 |
1,803.1 |
|
0.382 |
1,798.9 |
|
LOW |
1,785.3 |
|
0.618 |
1,763.4 |
|
1.000 |
1,749.8 |
|
1.618 |
1,727.9 |
|
2.618 |
1,692.4 |
|
4.250 |
1,634.4 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,803.1 |
1,801.6 |
| PP |
1,798.7 |
1,797.7 |
| S1 |
1,794.3 |
1,793.8 |
|