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 |
2,244.7 |
2,213.8 |
-30.9 |
-1.4% |
2,346.1 |
High |
2,258.3 |
2,255.9 |
-2.4 |
-0.1% |
2,372.9 |
Low |
2,171.8 |
2,136.8 |
-35.0 |
-1.6% |
2,206.3 |
Close |
2,197.3 |
2,146.3 |
-51.0 |
-2.3% |
2,243.3 |
Range |
86.5 |
119.1 |
32.6 |
37.7% |
166.6 |
ATR |
50.9 |
55.7 |
4.9 |
9.6% |
0.0 |
Volume |
410,588 |
373,963 |
-36,625 |
-8.9% |
941,440 |
|
Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,537.0 |
2,460.7 |
2,211.8 |
|
R3 |
2,417.9 |
2,341.6 |
2,179.1 |
|
R2 |
2,298.8 |
2,298.8 |
2,168.1 |
|
R1 |
2,222.5 |
2,222.5 |
2,157.2 |
2,201.1 |
PP |
2,179.7 |
2,179.7 |
2,179.7 |
2,169.0 |
S1 |
2,103.4 |
2,103.4 |
2,135.4 |
2,082.0 |
S2 |
2,060.6 |
2,060.6 |
2,124.5 |
|
S3 |
1,941.5 |
1,984.3 |
2,113.5 |
|
S4 |
1,822.4 |
1,865.2 |
2,080.8 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,774.0 |
2,675.2 |
2,334.9 |
|
R3 |
2,607.4 |
2,508.6 |
2,289.1 |
|
R2 |
2,440.8 |
2,440.8 |
2,273.8 |
|
R1 |
2,342.0 |
2,342.0 |
2,258.6 |
2,308.1 |
PP |
2,274.2 |
2,274.2 |
2,274.2 |
2,257.2 |
S1 |
2,175.4 |
2,175.4 |
2,228.0 |
2,141.5 |
S2 |
2,107.6 |
2,107.6 |
2,212.8 |
|
S3 |
1,941.0 |
2,008.8 |
2,197.5 |
|
S4 |
1,774.4 |
1,842.2 |
2,151.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,345.4 |
2,136.8 |
208.6 |
9.7% |
87.1 |
4.1% |
5% |
False |
True |
324,280 |
10 |
2,405.3 |
2,136.8 |
268.5 |
12.5% |
65.5 |
3.1% |
4% |
False |
True |
261,129 |
20 |
2,460.8 |
2,136.8 |
324.0 |
15.1% |
52.9 |
2.5% |
3% |
False |
True |
216,782 |
40 |
2,460.8 |
2,136.8 |
324.0 |
15.1% |
45.9 |
2.1% |
3% |
False |
True |
190,492 |
60 |
2,460.8 |
2,136.8 |
324.0 |
15.1% |
46.5 |
2.2% |
3% |
False |
True |
195,248 |
80 |
2,460.8 |
2,104.7 |
356.1 |
16.6% |
43.8 |
2.0% |
12% |
False |
False |
146,621 |
100 |
2,460.8 |
2,096.4 |
364.4 |
17.0% |
44.2 |
2.1% |
14% |
False |
False |
117,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,762.1 |
2.618 |
2,567.7 |
1.618 |
2,448.6 |
1.000 |
2,375.0 |
0.618 |
2,329.5 |
HIGH |
2,255.9 |
0.618 |
2,210.4 |
0.500 |
2,196.4 |
0.382 |
2,182.3 |
LOW |
2,136.8 |
0.618 |
2,063.2 |
1.000 |
2,017.7 |
1.618 |
1,944.1 |
2.618 |
1,825.0 |
4.250 |
1,630.6 |
|
|
Fisher Pivots for day following 01-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
2,196.4 |
2,209.6 |
PP |
2,179.7 |
2,188.5 |
S1 |
2,163.0 |
2,167.4 |
|