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 |
4,082.5 |
4,100.5 |
18.0 |
0.4% |
4,353.0 |
High |
4,186.0 |
4,150.5 |
-35.5 |
-0.8% |
4,368.5 |
Low |
4,061.5 |
4,083.5 |
22.0 |
0.5% |
4,032.0 |
Close |
4,177.0 |
4,112.0 |
-65.0 |
-1.6% |
4,084.0 |
Range |
124.5 |
67.0 |
-57.5 |
-46.2% |
336.5 |
ATR |
72.6 |
74.1 |
1.5 |
2.1% |
0.0 |
Volume |
1,071,177 |
1,064,071 |
-7,106 |
-0.7% |
3,854,471 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,316.3 |
4,281.2 |
4,148.9 |
|
R3 |
4,249.3 |
4,214.2 |
4,130.4 |
|
R2 |
4,182.3 |
4,182.3 |
4,124.3 |
|
R1 |
4,147.2 |
4,147.2 |
4,118.1 |
4,164.8 |
PP |
4,115.3 |
4,115.3 |
4,115.3 |
4,124.1 |
S1 |
4,080.2 |
4,080.2 |
4,105.9 |
4,097.8 |
S2 |
4,048.3 |
4,048.3 |
4,099.7 |
|
S3 |
3,981.3 |
4,013.2 |
4,093.6 |
|
S4 |
3,914.3 |
3,946.2 |
4,075.2 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,171.0 |
4,964.0 |
4,269.1 |
|
R3 |
4,834.5 |
4,627.5 |
4,176.5 |
|
R2 |
4,498.0 |
4,498.0 |
4,145.7 |
|
R1 |
4,291.0 |
4,291.0 |
4,114.8 |
4,226.3 |
PP |
4,161.5 |
4,161.5 |
4,161.5 |
4,129.1 |
S1 |
3,954.5 |
3,954.5 |
4,053.2 |
3,889.8 |
S2 |
3,825.0 |
3,825.0 |
4,022.3 |
|
S3 |
3,488.5 |
3,618.0 |
3,991.5 |
|
S4 |
3,152.0 |
3,281.5 |
3,898.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,271.5 |
3,995.0 |
276.5 |
6.7% |
133.0 |
3.2% |
42% |
False |
False |
1,351,685 |
10 |
4,409.5 |
3,995.0 |
414.5 |
10.1% |
95.7 |
2.3% |
28% |
False |
False |
1,045,586 |
20 |
4,409.5 |
3,995.0 |
414.5 |
10.1% |
62.0 |
1.5% |
28% |
False |
False |
772,257 |
40 |
4,409.5 |
3,995.0 |
414.5 |
10.1% |
51.7 |
1.3% |
28% |
False |
False |
687,055 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.2% |
59.2 |
1.4% |
35% |
False |
False |
749,734 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.2% |
52.5 |
1.3% |
35% |
False |
False |
573,711 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.8% |
48.5 |
1.2% |
44% |
False |
False |
460,363 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.8% |
46.9 |
1.1% |
44% |
False |
False |
383,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,435.3 |
2.618 |
4,325.9 |
1.618 |
4,258.9 |
1.000 |
4,217.5 |
0.618 |
4,191.9 |
HIGH |
4,150.5 |
0.618 |
4,124.9 |
0.500 |
4,117.0 |
0.382 |
4,109.1 |
LOW |
4,083.5 |
0.618 |
4,042.1 |
1.000 |
4,016.5 |
1.618 |
3,975.1 |
2.618 |
3,908.1 |
4.250 |
3,798.8 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,117.0 |
4,104.8 |
PP |
4,115.3 |
4,097.7 |
S1 |
4,113.7 |
4,090.5 |
|