| 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 |
16,359.00 |
16,100.00 |
-259.00 |
-1.6% |
16,604.50 |
| High |
16,439.25 |
16,441.00 |
1.75 |
0.0% |
16,769.00 |
| Low |
15,995.00 |
16,054.50 |
59.50 |
0.4% |
15,995.00 |
| Close |
16,056.75 |
16,396.00 |
339.25 |
2.1% |
16,056.75 |
| Range |
444.25 |
386.50 |
-57.75 |
-13.0% |
774.00 |
| ATR |
244.15 |
254.32 |
10.17 |
4.2% |
0.00 |
| Volume |
2,321 |
2,100 |
-221 |
-9.5% |
8,492 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,456.75 |
17,312.75 |
16,608.50 |
|
| R3 |
17,070.25 |
16,926.25 |
16,502.25 |
|
| R2 |
16,683.75 |
16,683.75 |
16,466.75 |
|
| R1 |
16,539.75 |
16,539.75 |
16,431.50 |
16,611.75 |
| PP |
16,297.25 |
16,297.25 |
16,297.25 |
16,333.00 |
| S1 |
16,153.25 |
16,153.25 |
16,360.50 |
16,225.25 |
| S2 |
15,910.75 |
15,910.75 |
16,325.25 |
|
| S3 |
15,524.25 |
15,766.75 |
16,289.75 |
|
| S4 |
15,137.75 |
15,380.25 |
16,183.50 |
|
|
| 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 |
4.7% |
357.75 |
2.2% |
52% |
False |
False |
2,118 |
| 10 |
16,769.00 |
15,995.00 |
774.00 |
4.7% |
272.50 |
1.7% |
52% |
False |
False |
1,898 |
| 20 |
16,769.00 |
15,602.00 |
1,167.00 |
7.1% |
243.25 |
1.5% |
68% |
False |
False |
1,470 |
| 40 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
236.50 |
1.4% |
84% |
False |
False |
1,152 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
232.00 |
1.4% |
84% |
False |
False |
969 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
209.25 |
1.3% |
84% |
False |
False |
736 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
199.75 |
1.2% |
84% |
False |
False |
592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,083.50 |
|
2.618 |
17,452.75 |
|
1.618 |
17,066.25 |
|
1.000 |
16,827.50 |
|
0.618 |
16,679.75 |
|
HIGH |
16,441.00 |
|
0.618 |
16,293.25 |
|
0.500 |
16,247.75 |
|
0.382 |
16,202.25 |
|
LOW |
16,054.50 |
|
0.618 |
15,815.75 |
|
1.000 |
15,668.00 |
|
1.618 |
15,429.25 |
|
2.618 |
15,042.75 |
|
4.250 |
14,412.00 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,346.50 |
16,336.75 |
| PP |
16,297.25 |
16,277.25 |
| S1 |
16,247.75 |
16,218.00 |
|