| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,780.9 |
1,767.5 |
-13.4 |
-0.8% |
1,791.7 |
| High |
1,780.9 |
1,785.1 |
4.2 |
0.2% |
1,808.1 |
| Low |
1,760.6 |
1,765.6 |
5.0 |
0.3% |
1,760.6 |
| Close |
1,760.7 |
1,782.0 |
21.3 |
1.2% |
1,782.0 |
| Range |
20.3 |
19.5 |
-0.8 |
-3.9% |
47.5 |
| ATR |
25.7 |
25.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,557 |
694 |
-863 |
-55.4% |
35,208 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,836.1 |
1,828.5 |
1,792.7 |
|
| R3 |
1,816.6 |
1,809.0 |
1,787.4 |
|
| R2 |
1,797.1 |
1,797.1 |
1,785.6 |
|
| R1 |
1,789.5 |
1,789.5 |
1,783.8 |
1,793.3 |
| PP |
1,777.6 |
1,777.6 |
1,777.6 |
1,779.5 |
| S1 |
1,770.0 |
1,770.0 |
1,780.2 |
1,773.8 |
| S2 |
1,758.1 |
1,758.1 |
1,778.4 |
|
| S3 |
1,738.6 |
1,750.5 |
1,776.6 |
|
| S4 |
1,719.1 |
1,731.0 |
1,771.3 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.1 |
1,901.5 |
1,808.1 |
|
| R3 |
1,878.6 |
1,854.0 |
1,795.1 |
|
| R2 |
1,831.1 |
1,831.1 |
1,790.7 |
|
| R1 |
1,806.5 |
1,806.5 |
1,786.4 |
1,795.1 |
| PP |
1,783.6 |
1,783.6 |
1,783.6 |
1,777.8 |
| S1 |
1,759.0 |
1,759.0 |
1,777.6 |
1,747.6 |
| S2 |
1,736.1 |
1,736.1 |
1,773.3 |
|
| S3 |
1,688.6 |
1,711.5 |
1,768.9 |
|
| S4 |
1,641.1 |
1,664.0 |
1,755.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.1 |
1,760.6 |
47.5 |
2.7% |
23.7 |
1.3% |
45% |
False |
False |
7,041 |
| 10 |
1,868.1 |
1,760.6 |
107.5 |
6.0% |
27.8 |
1.6% |
20% |
False |
False |
132,353 |
| 20 |
1,879.5 |
1,760.6 |
118.9 |
6.7% |
25.8 |
1.4% |
18% |
False |
False |
180,377 |
| 40 |
1,879.5 |
1,749.9 |
129.6 |
7.3% |
24.1 |
1.4% |
25% |
False |
False |
188,032 |
| 60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
24.3 |
1.4% |
38% |
False |
False |
182,377 |
| 80 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
23.4 |
1.3% |
38% |
False |
False |
174,412 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.6 |
1.3% |
52% |
False |
False |
166,938 |
| 120 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.9 |
1.3% |
52% |
False |
False |
141,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,868.0 |
|
2.618 |
1,836.2 |
|
1.618 |
1,816.7 |
|
1.000 |
1,804.6 |
|
0.618 |
1,797.2 |
|
HIGH |
1,785.1 |
|
0.618 |
1,777.7 |
|
0.500 |
1,775.4 |
|
0.382 |
1,773.0 |
|
LOW |
1,765.6 |
|
0.618 |
1,753.5 |
|
1.000 |
1,746.1 |
|
1.618 |
1,734.0 |
|
2.618 |
1,714.5 |
|
4.250 |
1,682.7 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.8 |
1,780.1 |
| PP |
1,777.6 |
1,778.1 |
| S1 |
1,775.4 |
1,776.2 |
|