Trading Metrics calculated at close of trading on 06-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,544.1610 |
4,208.0820 |
-336.0790 |
-7.4% |
4,076.0030 |
High |
4,652.1610 |
4,351.5910 |
-300.5700 |
-6.5% |
4,780.1300 |
Low |
4,073.1430 |
3,605.5420 |
-467.6010 |
-11.5% |
3,981.2330 |
Close |
4,208.0820 |
4,324.1400 |
116.0580 |
2.8% |
4,208.0820 |
Range |
579.0180 |
746.0490 |
167.0310 |
28.8% |
798.8970 |
ATR |
331.1506 |
360.7862 |
29.6356 |
8.9% |
0.0000 |
Volume |
6,429 |
6,654 |
225 |
3.5% |
1,823,951 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,331.9047 |
6,074.0713 |
4,734.4670 |
|
R3 |
5,585.8557 |
5,328.0223 |
4,529.3035 |
|
R2 |
4,839.8067 |
4,839.8067 |
4,460.9157 |
|
R1 |
4,581.9733 |
4,581.9733 |
4,392.5278 |
4,710.8900 |
PP |
4,093.7577 |
4,093.7577 |
4,093.7577 |
4,158.2160 |
S1 |
3,835.9243 |
3,835.9243 |
4,255.7522 |
3,964.8410 |
S2 |
3,347.7087 |
3,347.7087 |
4,187.3644 |
|
S3 |
2,601.6597 |
3,089.8753 |
4,118.9765 |
|
S4 |
1,855.6107 |
2,343.8263 |
3,913.8131 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,719.8393 |
6,262.8577 |
4,647.4754 |
|
R3 |
5,920.9423 |
5,463.9607 |
4,427.7787 |
|
R2 |
5,122.0453 |
5,122.0453 |
4,354.5465 |
|
R1 |
4,665.0637 |
4,665.0637 |
4,281.3142 |
4,893.5545 |
PP |
4,323.1483 |
4,323.1483 |
4,323.1483 |
4,437.3938 |
S1 |
3,866.1667 |
3,866.1667 |
4,134.8498 |
4,094.6575 |
S2 |
3,524.2513 |
3,524.2513 |
4,061.6176 |
|
S3 |
2,725.3543 |
3,067.2697 |
3,988.3853 |
|
S4 |
1,926.4573 |
2,268.3727 |
3,768.6887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
27.2% |
430.8162 |
10.0% |
61% |
False |
True |
365,285 |
10 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
27.2% |
418.1936 |
9.7% |
61% |
False |
True |
337,691 |
20 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
29.1% |
365.2183 |
8.4% |
57% |
False |
True |
389,539 |
40 |
4,865.4260 |
3,382.3540 |
1,483.0720 |
34.3% |
303.4432 |
7.0% |
64% |
False |
False |
313,867 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.1% |
292.5753 |
6.8% |
75% |
False |
False |
463,898 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
51.1% |
285.8157 |
6.6% |
75% |
False |
False |
580,746 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
72.7% |
267.3221 |
6.2% |
83% |
False |
False |
724,239 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
73.0% |
256.1273 |
5.9% |
83% |
False |
False |
830,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,522.2993 |
2.618 |
6,304.7473 |
1.618 |
5,558.6983 |
1.000 |
5,097.6400 |
0.618 |
4,812.6493 |
HIGH |
4,351.5910 |
0.618 |
4,066.6003 |
0.500 |
3,978.5665 |
0.382 |
3,890.5327 |
LOW |
3,605.5420 |
0.618 |
3,144.4837 |
1.000 |
2,859.4930 |
1.618 |
2,398.4347 |
2.618 |
1,652.3857 |
4.250 |
434.8338 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,208.9488 |
4,259.0438 |
PP |
4,093.7577 |
4,193.9477 |
S1 |
3,978.5665 |
4,128.8515 |
|