| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,423.00 |
16,245.00 |
-178.00 |
-1.1% |
16,604.50 |
| High |
16,460.00 |
16,431.25 |
-28.75 |
-0.2% |
16,769.00 |
| Low |
16,076.25 |
15,836.00 |
-240.25 |
-1.5% |
15,995.00 |
| Close |
16,155.50 |
15,877.00 |
-278.50 |
-1.7% |
16,056.75 |
| Range |
383.75 |
595.25 |
211.50 |
55.1% |
774.00 |
| ATR |
263.56 |
287.25 |
23.69 |
9.0% |
0.00 |
| Volume |
3,276 |
4,677 |
1,401 |
42.8% |
8,492 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,833.75 |
17,450.75 |
16,204.50 |
|
| R3 |
17,238.50 |
16,855.50 |
16,040.75 |
|
| R2 |
16,643.25 |
16,643.25 |
15,986.25 |
|
| R1 |
16,260.25 |
16,260.25 |
15,931.50 |
16,154.00 |
| PP |
16,048.00 |
16,048.00 |
16,048.00 |
15,995.00 |
| S1 |
15,665.00 |
15,665.00 |
15,822.50 |
15,559.00 |
| S2 |
15,452.75 |
15,452.75 |
15,767.75 |
|
| S3 |
14,857.50 |
15,069.75 |
15,713.25 |
|
| S4 |
14,262.25 |
14,474.50 |
15,549.50 |
|
|
| 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 |
15,836.00 |
624.00 |
3.9% |
414.50 |
2.6% |
7% |
False |
True |
2,753 |
| 10 |
16,769.00 |
15,836.00 |
933.00 |
5.9% |
324.75 |
2.0% |
4% |
False |
True |
2,293 |
| 20 |
16,769.00 |
15,836.00 |
933.00 |
5.9% |
270.00 |
1.7% |
4% |
False |
True |
1,800 |
| 40 |
16,769.00 |
14,429.25 |
2,339.75 |
14.7% |
240.75 |
1.5% |
62% |
False |
False |
1,291 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
245.25 |
1.5% |
63% |
False |
False |
1,101 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
218.50 |
1.4% |
63% |
False |
False |
835 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
207.00 |
1.3% |
63% |
False |
False |
672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,961.00 |
|
2.618 |
17,989.50 |
|
1.618 |
17,394.25 |
|
1.000 |
17,026.50 |
|
0.618 |
16,799.00 |
|
HIGH |
16,431.25 |
|
0.618 |
16,203.75 |
|
0.500 |
16,133.50 |
|
0.382 |
16,063.50 |
|
LOW |
15,836.00 |
|
0.618 |
15,468.25 |
|
1.000 |
15,240.75 |
|
1.618 |
14,873.00 |
|
2.618 |
14,277.75 |
|
4.250 |
13,306.25 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,133.50 |
16,148.00 |
| PP |
16,048.00 |
16,057.75 |
| S1 |
15,962.50 |
15,967.25 |
|