| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
2,231.1 |
2,244.7 |
13.6 |
0.6% |
2,346.1 |
| High |
2,282.3 |
2,258.3 |
-24.0 |
-1.1% |
2,372.9 |
| Low |
2,226.0 |
2,171.8 |
-54.2 |
-2.4% |
2,206.3 |
| Close |
2,240.2 |
2,197.3 |
-42.9 |
-1.9% |
2,243.3 |
| Range |
56.3 |
86.5 |
30.2 |
53.6% |
166.6 |
| ATR |
48.1 |
50.9 |
2.7 |
5.7% |
0.0 |
| Volume |
337,608 |
410,588 |
72,980 |
21.6% |
941,440 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.6 |
2,419.5 |
2,244.9 |
|
| R3 |
2,382.1 |
2,333.0 |
2,221.1 |
|
| R2 |
2,295.6 |
2,295.6 |
2,213.2 |
|
| R1 |
2,246.5 |
2,246.5 |
2,205.2 |
2,227.8 |
| PP |
2,209.1 |
2,209.1 |
2,209.1 |
2,199.8 |
| S1 |
2,160.0 |
2,160.0 |
2,189.4 |
2,141.3 |
| S2 |
2,122.6 |
2,122.6 |
2,181.4 |
|
| S3 |
2,036.1 |
2,073.5 |
2,173.5 |
|
| S4 |
1,949.6 |
1,987.0 |
2,149.7 |
|
|
| 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 |
2,171.8 |
173.6 |
7.9% |
72.1 |
3.3% |
15% |
False |
True |
293,587 |
| 10 |
2,409.1 |
2,171.8 |
237.3 |
10.8% |
56.0 |
2.6% |
11% |
False |
True |
237,571 |
| 20 |
2,460.8 |
2,171.8 |
289.0 |
13.2% |
48.1 |
2.2% |
9% |
False |
True |
207,001 |
| 40 |
2,460.8 |
2,171.8 |
289.0 |
13.2% |
44.0 |
2.0% |
9% |
False |
True |
185,559 |
| 60 |
2,460.8 |
2,146.9 |
313.9 |
14.3% |
45.0 |
2.0% |
16% |
False |
False |
189,068 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.2% |
42.5 |
1.9% |
26% |
False |
False |
141,948 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.6% |
43.3 |
2.0% |
28% |
False |
False |
113,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.9 |
|
2.618 |
2,484.8 |
|
1.618 |
2,398.3 |
|
1.000 |
2,344.8 |
|
0.618 |
2,311.8 |
|
HIGH |
2,258.3 |
|
0.618 |
2,225.3 |
|
0.500 |
2,215.1 |
|
0.382 |
2,204.8 |
|
LOW |
2,171.8 |
|
0.618 |
2,118.3 |
|
1.000 |
2,085.3 |
|
1.618 |
2,031.8 |
|
2.618 |
1,945.3 |
|
4.250 |
1,804.2 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.1 |
2,258.6 |
| PP |
2,209.1 |
2,238.2 |
| S1 |
2,203.2 |
2,217.7 |
|