| 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 |
1,788.8 |
1,778.4 |
-10.4 |
-0.6% |
1,852.5 |
| High |
1,813.1 |
1,796.2 |
-16.9 |
-0.9% |
1,853.7 |
| Low |
1,773.2 |
1,775.7 |
2.5 |
0.1% |
1,782.4 |
| Close |
1,778.3 |
1,786.3 |
8.0 |
0.4% |
1,789.9 |
| Range |
39.9 |
20.5 |
-19.4 |
-48.6% |
71.3 |
| ATR |
25.4 |
25.1 |
-0.4 |
-1.4% |
0.0 |
| Volume |
3,421 |
4,075 |
654 |
19.1% |
27,509 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,847.6 |
1,837.4 |
1,797.6 |
|
| R3 |
1,827.1 |
1,816.9 |
1,791.9 |
|
| R2 |
1,806.6 |
1,806.6 |
1,790.1 |
|
| R1 |
1,796.4 |
1,796.4 |
1,788.2 |
1,801.5 |
| PP |
1,786.1 |
1,786.1 |
1,786.1 |
1,788.6 |
| S1 |
1,775.9 |
1,775.9 |
1,784.4 |
1,781.0 |
| S2 |
1,765.6 |
1,765.6 |
1,782.5 |
|
| S3 |
1,745.1 |
1,755.4 |
1,780.7 |
|
| S4 |
1,724.6 |
1,734.9 |
1,775.0 |
|
|
| 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% |
26.5 |
1.5% |
28% |
False |
False |
4,384 |
| 10 |
1,875.8 |
1,773.2 |
102.6 |
5.7% |
26.5 |
1.5% |
13% |
False |
False |
4,804 |
| 20 |
1,883.3 |
1,762.8 |
120.5 |
6.7% |
25.7 |
1.4% |
20% |
False |
False |
5,003 |
| 40 |
1,883.3 |
1,749.5 |
133.8 |
7.5% |
22.7 |
1.3% |
28% |
False |
False |
3,375 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
22.6 |
1.3% |
39% |
False |
False |
2,661 |
| 80 |
1,883.3 |
1,724.1 |
159.2 |
8.9% |
21.6 |
1.2% |
39% |
False |
False |
2,250 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
21.0 |
1.2% |
52% |
False |
False |
1,968 |
| 120 |
1,898.8 |
1,682.4 |
216.4 |
12.1% |
20.5 |
1.1% |
48% |
False |
False |
1,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,883.3 |
|
2.618 |
1,849.9 |
|
1.618 |
1,829.4 |
|
1.000 |
1,816.7 |
|
0.618 |
1,808.9 |
|
HIGH |
1,796.2 |
|
0.618 |
1,788.4 |
|
0.500 |
1,786.0 |
|
0.382 |
1,783.5 |
|
LOW |
1,775.7 |
|
0.618 |
1,763.0 |
|
1.000 |
1,755.2 |
|
1.618 |
1,742.5 |
|
2.618 |
1,722.0 |
|
4.250 |
1,688.6 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,786.2 |
1,793.2 |
| PP |
1,786.1 |
1,790.9 |
| S1 |
1,786.0 |
1,788.6 |
|