| 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 |
4,352.3420 |
4,501.3450 |
149.0030 |
3.4% |
4,283.9940 |
| High |
4,369.3220 |
4,551.1650 |
181.8430 |
4.2% |
4,551.1650 |
| Low |
4,171.2240 |
3,926.4790 |
-244.7450 |
-5.9% |
3,926.4790 |
| Close |
4,260.2400 |
4,075.7050 |
-184.5350 |
-4.3% |
4,075.7050 |
| Range |
198.0980 |
624.6860 |
426.5880 |
215.3% |
624.6860 |
| ATR |
286.0269 |
310.2169 |
24.1899 |
8.5% |
0.0000 |
| Volume |
364,426 |
621,467 |
257,041 |
70.5% |
1,546,309 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,058.5077 |
5,691.7923 |
4,419.2823 |
|
| R3 |
5,433.8217 |
5,067.1063 |
4,247.4937 |
|
| R2 |
4,809.1357 |
4,809.1357 |
4,190.2308 |
|
| R1 |
4,442.4203 |
4,442.4203 |
4,132.9679 |
4,313.4350 |
| PP |
4,184.4497 |
4,184.4497 |
4,184.4497 |
4,119.9570 |
| S1 |
3,817.7343 |
3,817.7343 |
4,018.4421 |
3,688.7490 |
| S2 |
3,559.7637 |
3,559.7637 |
3,961.1792 |
|
| S3 |
2,935.0777 |
3,193.0483 |
3,903.9164 |
|
| S4 |
2,310.3917 |
2,568.3623 |
3,732.1277 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,058.5077 |
5,691.7923 |
4,419.2823 |
|
| R3 |
5,433.8217 |
5,067.1063 |
4,247.4937 |
|
| R2 |
4,809.1357 |
4,809.1357 |
4,190.2308 |
|
| R1 |
4,442.4203 |
4,442.4203 |
4,132.9679 |
4,313.4350 |
| PP |
4,184.4497 |
4,184.4497 |
4,184.4497 |
4,119.9570 |
| S1 |
3,817.7343 |
3,817.7343 |
4,018.4421 |
3,688.7490 |
| S2 |
3,559.7637 |
3,559.7637 |
3,961.1792 |
|
| S3 |
2,935.0777 |
3,193.0483 |
3,903.9164 |
|
| S4 |
2,310.3917 |
2,568.3623 |
3,732.1277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,551.1650 |
3,926.4790 |
624.6860 |
15.3% |
379.6826 |
9.3% |
24% |
True |
True |
430,125 |
| 10 |
4,806.0420 |
3,926.4790 |
879.5630 |
21.6% |
349.5538 |
8.6% |
17% |
False |
True |
443,598 |
| 20 |
4,865.4260 |
3,926.4790 |
938.9470 |
23.0% |
298.5122 |
7.3% |
16% |
False |
True |
379,513 |
| 40 |
4,865.4260 |
2,969.1750 |
1,896.2510 |
46.5% |
270.0764 |
6.6% |
58% |
False |
False |
348,184 |
| 60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.2% |
283.8107 |
7.0% |
64% |
False |
False |
539,529 |
| 80 |
4,865.4260 |
2,544.1200 |
2,321.3060 |
57.0% |
270.5395 |
6.6% |
66% |
False |
False |
664,086 |
| 100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
77.1% |
250.6970 |
6.2% |
75% |
False |
False |
775,692 |
| 120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
77.4% |
244.0507 |
6.0% |
75% |
False |
False |
877,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,206.0805 |
|
2.618 |
6,186.5929 |
|
1.618 |
5,561.9069 |
|
1.000 |
5,175.8510 |
|
0.618 |
4,937.2209 |
|
HIGH |
4,551.1650 |
|
0.618 |
4,312.5349 |
|
0.500 |
4,238.8220 |
|
0.382 |
4,165.1091 |
|
LOW |
3,926.4790 |
|
0.618 |
3,540.4231 |
|
1.000 |
3,301.7930 |
|
1.618 |
2,915.7371 |
|
2.618 |
2,291.0511 |
|
4.250 |
1,271.5635 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,238.8220 |
4,238.8220 |
| PP |
4,184.4497 |
4,184.4497 |
| S1 |
4,130.0773 |
4,130.0773 |
|