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 |
16,337.98 |
16,349.80 |
11.82 |
0.1% |
16,645.66 |
High |
16,454.22 |
16,427.19 |
-27.03 |
-0.2% |
16,764.86 |
Low |
16,073.76 |
15,864.00 |
-209.76 |
-1.3% |
15,988.95 |
Close |
16,135.92 |
15,877.72 |
-258.20 |
-1.6% |
16,025.58 |
Range |
380.46 |
563.19 |
182.73 |
48.0% |
775.91 |
ATR |
243.34 |
266.19 |
22.85 |
9.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,745.87 |
17,374.99 |
16,187.47 |
|
R3 |
17,182.68 |
16,811.80 |
16,032.60 |
|
R2 |
16,619.49 |
16,619.49 |
15,980.97 |
|
R1 |
16,248.61 |
16,248.61 |
15,929.35 |
16,152.46 |
PP |
16,056.30 |
16,056.30 |
16,056.30 |
16,008.23 |
S1 |
15,685.42 |
15,685.42 |
15,826.09 |
15,589.27 |
S2 |
15,493.11 |
15,493.11 |
15,774.47 |
|
S3 |
14,929.92 |
15,122.23 |
15,722.84 |
|
S4 |
14,366.73 |
14,559.04 |
15,567.97 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,587.53 |
18,082.46 |
16,452.33 |
|
R3 |
17,811.62 |
17,306.55 |
16,238.96 |
|
R2 |
17,035.71 |
17,035.71 |
16,167.83 |
|
R1 |
16,530.64 |
16,530.64 |
16,096.71 |
16,395.22 |
PP |
16,259.80 |
16,259.80 |
16,259.80 |
16,192.09 |
S1 |
15,754.73 |
15,754.73 |
15,954.45 |
15,619.31 |
S2 |
15,483.89 |
15,483.89 |
15,883.33 |
|
S3 |
14,707.98 |
14,978.82 |
15,812.20 |
|
S4 |
13,932.07 |
14,202.91 |
15,598.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,454.22 |
15,864.00 |
590.22 |
3.7% |
348.49 |
2.2% |
2% |
False |
True |
|
10 |
16,764.86 |
15,864.00 |
900.86 |
5.7% |
283.66 |
1.8% |
2% |
False |
True |
|
20 |
16,764.86 |
15,864.00 |
900.86 |
5.7% |
234.50 |
1.5% |
2% |
False |
True |
|
40 |
16,764.86 |
14,499.48 |
2,265.38 |
14.3% |
196.76 |
1.2% |
61% |
False |
False |
|
60 |
16,764.86 |
14,384.93 |
2,379.93 |
15.0% |
199.39 |
1.3% |
63% |
False |
False |
|
80 |
16,764.86 |
14,384.93 |
2,379.93 |
15.0% |
183.04 |
1.2% |
63% |
False |
False |
|
100 |
16,764.86 |
14,384.93 |
2,379.93 |
15.0% |
175.46 |
1.1% |
63% |
False |
False |
|
120 |
16,764.86 |
13,847.32 |
2,917.54 |
18.4% |
168.88 |
1.1% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,820.75 |
2.618 |
17,901.62 |
1.618 |
17,338.43 |
1.000 |
16,990.38 |
0.618 |
16,775.24 |
HIGH |
16,427.19 |
0.618 |
16,212.05 |
0.500 |
16,145.60 |
0.382 |
16,079.14 |
LOW |
15,864.00 |
0.618 |
15,515.95 |
1.000 |
15,300.81 |
1.618 |
14,952.76 |
2.618 |
14,389.57 |
4.250 |
13,470.44 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
16,145.60 |
16,159.11 |
PP |
16,056.30 |
16,065.31 |
S1 |
15,967.01 |
15,971.52 |
|