| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,245.00 |
15,905.00 |
-340.00 |
-2.1% |
16,604.50 |
| High |
16,431.25 |
16,070.75 |
-360.50 |
-2.2% |
16,769.00 |
| Low |
15,836.00 |
15,770.75 |
-65.25 |
-0.4% |
15,995.00 |
| Close |
15,877.00 |
15,994.25 |
117.25 |
0.7% |
16,056.75 |
| Range |
595.25 |
300.00 |
-295.25 |
-49.6% |
774.00 |
| ATR |
287.25 |
288.16 |
0.91 |
0.3% |
0.00 |
| Volume |
4,677 |
5,271 |
594 |
12.7% |
8,492 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,845.25 |
16,719.75 |
16,159.25 |
|
| R3 |
16,545.25 |
16,419.75 |
16,076.75 |
|
| R2 |
16,245.25 |
16,245.25 |
16,049.25 |
|
| R1 |
16,119.75 |
16,119.75 |
16,021.75 |
16,182.50 |
| PP |
15,945.25 |
15,945.25 |
15,945.25 |
15,976.50 |
| S1 |
15,819.75 |
15,819.75 |
15,966.75 |
15,882.50 |
| S2 |
15,645.25 |
15,645.25 |
15,939.25 |
|
| S3 |
15,345.25 |
15,519.75 |
15,911.75 |
|
| S4 |
15,045.25 |
15,219.75 |
15,829.25 |
|
|
| 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 |
15,770.75 |
689.25 |
4.3% |
422.00 |
2.6% |
32% |
False |
True |
3,529 |
| 10 |
16,769.00 |
15,770.75 |
998.25 |
6.2% |
342.50 |
2.1% |
22% |
False |
True |
2,731 |
| 20 |
16,769.00 |
15,770.75 |
998.25 |
6.2% |
274.75 |
1.7% |
22% |
False |
True |
1,990 |
| 40 |
16,769.00 |
14,587.25 |
2,181.75 |
13.6% |
239.75 |
1.5% |
64% |
False |
False |
1,387 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
247.75 |
1.5% |
68% |
False |
False |
1,188 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
220.50 |
1.4% |
68% |
False |
False |
901 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
208.25 |
1.3% |
68% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,345.75 |
|
2.618 |
16,856.25 |
|
1.618 |
16,556.25 |
|
1.000 |
16,370.75 |
|
0.618 |
16,256.25 |
|
HIGH |
16,070.75 |
|
0.618 |
15,956.25 |
|
0.500 |
15,920.75 |
|
0.382 |
15,885.25 |
|
LOW |
15,770.75 |
|
0.618 |
15,585.25 |
|
1.000 |
15,470.75 |
|
1.618 |
15,285.25 |
|
2.618 |
14,985.25 |
|
4.250 |
14,495.75 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,969.75 |
16,115.50 |
| PP |
15,945.25 |
16,075.00 |
| S1 |
15,920.75 |
16,034.50 |
|