| 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 |
16,308.75 |
16,359.00 |
50.25 |
0.3% |
16,604.50 |
| High |
16,371.25 |
16,439.25 |
68.00 |
0.4% |
16,769.00 |
| Low |
16,108.00 |
15,995.00 |
-113.00 |
-0.7% |
15,995.00 |
| Close |
16,371.00 |
16,056.75 |
-314.25 |
-1.9% |
16,056.75 |
| Range |
263.25 |
444.25 |
181.00 |
68.8% |
774.00 |
| ATR |
228.76 |
244.15 |
15.39 |
6.7% |
0.00 |
| Volume |
1,392 |
2,321 |
929 |
66.7% |
8,492 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,496.50 |
17,220.75 |
16,301.00 |
|
| R3 |
17,052.25 |
16,776.50 |
16,179.00 |
|
| R2 |
16,608.00 |
16,608.00 |
16,138.25 |
|
| R1 |
16,332.25 |
16,332.25 |
16,097.50 |
16,248.00 |
| PP |
16,163.75 |
16,163.75 |
16,163.75 |
16,121.50 |
| S1 |
15,888.00 |
15,888.00 |
16,016.00 |
15,803.75 |
| S2 |
15,719.50 |
15,719.50 |
15,975.25 |
|
| S3 |
15,275.25 |
15,443.75 |
15,934.50 |
|
| S4 |
14,831.00 |
14,999.50 |
15,812.50 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,595.50 |
18,100.25 |
16,482.50 |
|
| R3 |
17,821.50 |
17,326.25 |
16,269.50 |
|
| R2 |
17,047.50 |
17,047.50 |
16,198.75 |
|
| R1 |
16,552.25 |
16,552.25 |
16,127.75 |
16,413.00 |
| PP |
16,273.50 |
16,273.50 |
16,273.50 |
16,204.00 |
| S1 |
15,778.25 |
15,778.25 |
15,985.75 |
15,639.00 |
| S2 |
15,499.50 |
15,499.50 |
15,914.75 |
|
| S3 |
14,725.50 |
15,004.25 |
15,844.00 |
|
| S4 |
13,951.50 |
14,230.25 |
15,631.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,769.00 |
15,995.00 |
774.00 |
4.8% |
311.00 |
1.9% |
8% |
False |
True |
2,114 |
| 10 |
16,769.00 |
15,995.00 |
774.00 |
4.8% |
254.75 |
1.6% |
8% |
False |
True |
1,778 |
| 20 |
16,769.00 |
15,602.00 |
1,167.00 |
7.3% |
237.25 |
1.5% |
39% |
False |
False |
1,400 |
| 40 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
233.75 |
1.5% |
70% |
False |
False |
1,126 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
227.50 |
1.4% |
70% |
False |
False |
934 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
205.50 |
1.3% |
70% |
False |
False |
710 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
198.50 |
1.2% |
70% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,327.25 |
|
2.618 |
17,602.25 |
|
1.618 |
17,158.00 |
|
1.000 |
16,883.50 |
|
0.618 |
16,713.75 |
|
HIGH |
16,439.25 |
|
0.618 |
16,269.50 |
|
0.500 |
16,217.00 |
|
0.382 |
16,164.75 |
|
LOW |
15,995.00 |
|
0.618 |
15,720.50 |
|
1.000 |
15,550.75 |
|
1.618 |
15,276.25 |
|
2.618 |
14,832.00 |
|
4.250 |
14,107.00 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,217.00 |
16,217.00 |
| PP |
16,163.75 |
16,163.75 |
| S1 |
16,110.25 |
16,110.25 |
|