Trading Metrics calculated at close of trading on 29-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
4,501.3450 |
4,076.0030 |
-425.3420 |
-9.4% |
4,283.9940 |
High |
4,551.1650 |
4,459.3770 |
-91.7880 |
-2.0% |
4,551.1650 |
Low |
3,926.4790 |
3,981.2330 |
54.7540 |
1.4% |
3,926.4790 |
Close |
4,075.7050 |
4,450.8440 |
375.1390 |
9.2% |
4,075.7050 |
Range |
624.6860 |
478.1440 |
-146.5420 |
-23.5% |
624.6860 |
ATR |
310.2169 |
322.2117 |
11.9948 |
3.9% |
0.0000 |
Volume |
621,467 |
4,176 |
-617,291 |
-99.3% |
1,546,309 |
|
Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,731.5833 |
5,569.3577 |
4,713.8232 |
|
R3 |
5,253.4393 |
5,091.2137 |
4,582.3336 |
|
R2 |
4,775.2953 |
4,775.2953 |
4,538.5037 |
|
R1 |
4,613.0697 |
4,613.0697 |
4,494.6739 |
4,694.1825 |
PP |
4,297.1513 |
4,297.1513 |
4,297.1513 |
4,337.7078 |
S1 |
4,134.9257 |
4,134.9257 |
4,407.0141 |
4,216.0385 |
S2 |
3,819.0073 |
3,819.0073 |
4,363.1843 |
|
S3 |
3,340.8633 |
3,656.7817 |
4,319.3544 |
|
S4 |
2,862.7193 |
3,178.6377 |
4,187.8648 |
|
|
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 |
14.0% |
405.5710 |
9.1% |
84% |
False |
False |
310,097 |
10 |
4,768.8630 |
3,926.4790 |
842.3840 |
18.9% |
368.1894 |
8.3% |
62% |
False |
False |
404,000 |
20 |
4,865.4260 |
3,926.4790 |
938.9470 |
21.1% |
310.5220 |
7.0% |
56% |
False |
False |
348,265 |
40 |
4,865.4260 |
3,259.2440 |
1,606.1820 |
36.1% |
273.3925 |
6.1% |
74% |
False |
False |
326,987 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
49.6% |
289.8865 |
6.5% |
81% |
False |
False |
522,910 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
49.6% |
273.0279 |
6.1% |
81% |
False |
False |
646,991 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
70.6% |
253.1635 |
5.7% |
87% |
False |
False |
762,099 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
70.9% |
246.2703 |
5.5% |
87% |
False |
False |
866,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,491.4890 |
2.618 |
5,711.1580 |
1.618 |
5,233.0140 |
1.000 |
4,937.5210 |
0.618 |
4,754.8700 |
HIGH |
4,459.3770 |
0.618 |
4,276.7260 |
0.500 |
4,220.3050 |
0.382 |
4,163.8840 |
LOW |
3,981.2330 |
0.618 |
3,685.7400 |
1.000 |
3,503.0890 |
1.618 |
3,207.5960 |
2.618 |
2,729.4520 |
4.250 |
1,949.1210 |
|
|
Fisher Pivots for day following 29-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
4,373.9977 |
4,380.1700 |
PP |
4,297.1513 |
4,309.4960 |
S1 |
4,220.3050 |
4,238.8220 |
|