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 |
4,100.5 |
4,113.5 |
13.0 |
0.3% |
4,125.0 |
High |
4,150.5 |
4,152.0 |
1.5 |
0.0% |
4,186.0 |
Low |
4,083.5 |
4,053.5 |
-30.0 |
-0.7% |
3,995.0 |
Close |
4,112.0 |
4,068.0 |
-44.0 |
-1.1% |
4,068.0 |
Range |
67.0 |
98.5 |
31.5 |
47.0% |
191.0 |
ATR |
74.1 |
75.8 |
1.7 |
2.4% |
0.0 |
Volume |
1,064,071 |
980,299 |
-83,772 |
-7.9% |
6,034,507 |
|
Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.7 |
4,325.8 |
4,122.2 |
|
R3 |
4,288.2 |
4,227.3 |
4,095.1 |
|
R2 |
4,189.7 |
4,189.7 |
4,086.1 |
|
R1 |
4,128.8 |
4,128.8 |
4,077.0 |
4,110.0 |
PP |
4,091.2 |
4,091.2 |
4,091.2 |
4,081.8 |
S1 |
4,030.3 |
4,030.3 |
4,059.0 |
4,011.5 |
S2 |
3,992.7 |
3,992.7 |
4,049.9 |
|
S3 |
3,894.2 |
3,931.8 |
4,040.9 |
|
S4 |
3,795.7 |
3,833.3 |
4,013.8 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,656.0 |
4,553.0 |
4,173.1 |
|
R3 |
4,465.0 |
4,362.0 |
4,120.5 |
|
R2 |
4,274.0 |
4,274.0 |
4,103.0 |
|
R1 |
4,171.0 |
4,171.0 |
4,085.5 |
4,127.0 |
PP |
4,083.0 |
4,083.0 |
4,083.0 |
4,061.0 |
S1 |
3,980.0 |
3,980.0 |
4,050.5 |
3,936.0 |
S2 |
3,892.0 |
3,892.0 |
4,033.0 |
|
S3 |
3,701.0 |
3,789.0 |
4,015.5 |
|
S4 |
3,510.0 |
3,598.0 |
3,963.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,186.0 |
3,995.0 |
191.0 |
4.7% |
104.8 |
2.6% |
38% |
False |
False |
1,206,901 |
10 |
4,399.0 |
3,995.0 |
404.0 |
9.9% |
101.8 |
2.5% |
18% |
False |
False |
1,090,236 |
20 |
4,409.5 |
3,995.0 |
414.5 |
10.2% |
66.0 |
1.6% |
18% |
False |
False |
792,899 |
40 |
4,409.5 |
3,995.0 |
414.5 |
10.2% |
52.8 |
1.3% |
18% |
False |
False |
691,684 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
59.8 |
1.5% |
26% |
False |
False |
760,286 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.3% |
53.4 |
1.3% |
26% |
False |
False |
585,412 |
100 |
4,409.5 |
3,882.0 |
527.5 |
13.0% |
49.2 |
1.2% |
35% |
False |
False |
470,151 |
120 |
4,409.5 |
3,882.0 |
527.5 |
13.0% |
47.5 |
1.2% |
35% |
False |
False |
392,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,570.6 |
2.618 |
4,409.9 |
1.618 |
4,311.4 |
1.000 |
4,250.5 |
0.618 |
4,212.9 |
HIGH |
4,152.0 |
0.618 |
4,114.4 |
0.500 |
4,102.8 |
0.382 |
4,091.1 |
LOW |
4,053.5 |
0.618 |
3,992.6 |
1.000 |
3,955.0 |
1.618 |
3,894.1 |
2.618 |
3,795.6 |
4.250 |
3,634.9 |
|
|
Fisher Pivots for day following 03-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,102.8 |
4,119.8 |
PP |
4,091.2 |
4,102.5 |
S1 |
4,079.6 |
4,085.3 |
|