| 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 |
16,100.00 |
16,423.00 |
323.00 |
2.0% |
16,604.50 |
| High |
16,441.00 |
16,460.00 |
19.00 |
0.1% |
16,769.00 |
| Low |
16,054.50 |
16,076.25 |
21.75 |
0.1% |
15,995.00 |
| Close |
16,396.00 |
16,155.50 |
-240.50 |
-1.5% |
16,056.75 |
| Range |
386.50 |
383.75 |
-2.75 |
-0.7% |
774.00 |
| ATR |
254.32 |
263.56 |
9.25 |
3.6% |
0.00 |
| Volume |
2,100 |
3,276 |
1,176 |
56.0% |
8,492 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,381.75 |
17,152.50 |
16,366.50 |
|
| R3 |
16,998.00 |
16,768.75 |
16,261.00 |
|
| R2 |
16,614.25 |
16,614.25 |
16,225.75 |
|
| R1 |
16,385.00 |
16,385.00 |
16,190.75 |
16,307.75 |
| PP |
16,230.50 |
16,230.50 |
16,230.50 |
16,192.00 |
| S1 |
16,001.25 |
16,001.25 |
16,120.25 |
15,924.00 |
| S2 |
15,846.75 |
15,846.75 |
16,085.25 |
|
| S3 |
15,463.00 |
15,617.50 |
16,050.00 |
|
| S4 |
15,079.25 |
15,233.75 |
15,944.50 |
|
|
| 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 |
16,460.00 |
15,995.00 |
465.00 |
2.9% |
354.75 |
2.2% |
35% |
True |
False |
2,250 |
| 10 |
16,769.00 |
15,995.00 |
774.00 |
4.8% |
283.25 |
1.8% |
21% |
False |
False |
2,110 |
| 20 |
16,769.00 |
15,855.50 |
913.50 |
5.7% |
246.75 |
1.5% |
33% |
False |
False |
1,603 |
| 40 |
16,769.00 |
14,416.00 |
2,353.00 |
14.6% |
234.25 |
1.5% |
74% |
False |
False |
1,197 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
236.75 |
1.5% |
74% |
False |
False |
1,024 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
212.50 |
1.3% |
74% |
False |
False |
776 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
202.00 |
1.3% |
74% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,091.00 |
|
2.618 |
17,464.75 |
|
1.618 |
17,081.00 |
|
1.000 |
16,843.75 |
|
0.618 |
16,697.25 |
|
HIGH |
16,460.00 |
|
0.618 |
16,313.50 |
|
0.500 |
16,268.00 |
|
0.382 |
16,222.75 |
|
LOW |
16,076.25 |
|
0.618 |
15,839.00 |
|
1.000 |
15,692.50 |
|
1.618 |
15,455.25 |
|
2.618 |
15,071.50 |
|
4.250 |
14,445.25 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,268.00 |
16,227.50 |
| PP |
16,230.50 |
16,203.50 |
| S1 |
16,193.00 |
16,179.50 |
|