| 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 |
1,792.4 |
1,788.8 |
-3.6 |
-0.2% |
1,852.5 |
| High |
1,803.0 |
1,813.1 |
10.1 |
0.6% |
1,853.7 |
| Low |
1,784.0 |
1,773.2 |
-10.8 |
-0.6% |
1,782.4 |
| Close |
1,787.1 |
1,778.3 |
-8.8 |
-0.5% |
1,789.9 |
| Range |
19.0 |
39.9 |
20.9 |
110.0% |
71.3 |
| ATR |
24.3 |
25.4 |
1.1 |
4.6% |
0.0 |
| Volume |
3,166 |
3,421 |
255 |
8.1% |
27,509 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.9 |
1,883.0 |
1,800.2 |
|
| R3 |
1,868.0 |
1,843.1 |
1,789.3 |
|
| R2 |
1,828.1 |
1,828.1 |
1,785.6 |
|
| R1 |
1,803.2 |
1,803.2 |
1,782.0 |
1,795.7 |
| PP |
1,788.2 |
1,788.2 |
1,788.2 |
1,784.5 |
| S1 |
1,763.3 |
1,763.3 |
1,774.6 |
1,755.8 |
| S2 |
1,748.3 |
1,748.3 |
1,771.0 |
|
| S3 |
1,708.4 |
1,723.4 |
1,767.3 |
|
| S4 |
1,668.5 |
1,683.5 |
1,756.4 |
|
|
| 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 |
1,820.8 |
1,773.2 |
47.6 |
2.7% |
28.4 |
1.6% |
11% |
False |
True |
4,794 |
| 10 |
1,883.3 |
1,773.2 |
110.1 |
6.2% |
27.2 |
1.5% |
5% |
False |
True |
4,774 |
| 20 |
1,883.3 |
1,762.8 |
120.5 |
6.8% |
25.1 |
1.4% |
13% |
False |
False |
4,853 |
| 40 |
1,883.3 |
1,749.5 |
133.8 |
7.5% |
22.6 |
1.3% |
22% |
False |
False |
3,309 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
22.9 |
1.3% |
34% |
False |
False |
2,614 |
| 80 |
1,883.3 |
1,682.4 |
200.9 |
11.3% |
22.4 |
1.3% |
48% |
False |
False |
2,238 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.3% |
20.9 |
1.2% |
48% |
False |
False |
1,937 |
| 120 |
1,898.8 |
1,682.4 |
216.4 |
12.2% |
20.5 |
1.2% |
44% |
False |
False |
1,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.7 |
|
2.618 |
1,917.6 |
|
1.618 |
1,877.7 |
|
1.000 |
1,853.0 |
|
0.618 |
1,837.8 |
|
HIGH |
1,813.1 |
|
0.618 |
1,797.9 |
|
0.500 |
1,793.2 |
|
0.382 |
1,788.4 |
|
LOW |
1,773.2 |
|
0.618 |
1,748.5 |
|
1.000 |
1,733.3 |
|
1.618 |
1,708.6 |
|
2.618 |
1,668.7 |
|
4.250 |
1,603.6 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.2 |
1,797.0 |
| PP |
1,788.2 |
1,790.8 |
| S1 |
1,783.3 |
1,784.5 |
|