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 |
4,113.5 |
4,089.5 |
-24.0 |
-0.6% |
4,125.0 |
High |
4,152.0 |
4,153.5 |
1.5 |
0.0% |
4,186.0 |
Low |
4,053.5 |
4,076.5 |
23.0 |
0.6% |
3,995.0 |
Close |
4,068.0 |
4,143.5 |
75.5 |
1.9% |
4,068.0 |
Range |
98.5 |
77.0 |
-21.5 |
-21.8% |
191.0 |
ATR |
75.8 |
76.5 |
0.7 |
0.9% |
0.0 |
Volume |
980,299 |
819,509 |
-160,790 |
-16.4% |
6,034,507 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,355.5 |
4,326.5 |
4,185.9 |
|
R3 |
4,278.5 |
4,249.5 |
4,164.7 |
|
R2 |
4,201.5 |
4,201.5 |
4,157.6 |
|
R1 |
4,172.5 |
4,172.5 |
4,150.6 |
4,187.0 |
PP |
4,124.5 |
4,124.5 |
4,124.5 |
4,131.8 |
S1 |
4,095.5 |
4,095.5 |
4,136.4 |
4,110.0 |
S2 |
4,047.5 |
4,047.5 |
4,129.4 |
|
S3 |
3,970.5 |
4,018.5 |
4,122.3 |
|
S4 |
3,893.5 |
3,941.5 |
4,101.2 |
|
|
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 |
4.6% |
105.0 |
2.5% |
78% |
False |
False |
1,129,396 |
10 |
4,368.5 |
3,995.0 |
373.5 |
9.0% |
102.3 |
2.5% |
40% |
False |
False |
1,070,848 |
20 |
4,409.5 |
3,995.0 |
414.5 |
10.0% |
67.3 |
1.6% |
36% |
False |
False |
800,382 |
40 |
4,409.5 |
3,995.0 |
414.5 |
10.0% |
53.8 |
1.3% |
36% |
False |
False |
697,379 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.1% |
60.3 |
1.5% |
42% |
False |
False |
767,741 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.1% |
54.1 |
1.3% |
42% |
False |
False |
595,618 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.7% |
49.6 |
1.2% |
50% |
False |
False |
478,345 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.7% |
47.9 |
1.2% |
50% |
False |
False |
398,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,480.8 |
2.618 |
4,355.1 |
1.618 |
4,278.1 |
1.000 |
4,230.5 |
0.618 |
4,201.1 |
HIGH |
4,153.5 |
0.618 |
4,124.1 |
0.500 |
4,115.0 |
0.382 |
4,105.9 |
LOW |
4,076.5 |
0.618 |
4,028.9 |
1.000 |
3,999.5 |
1.618 |
3,951.9 |
2.618 |
3,874.9 |
4.250 |
3,749.3 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,134.0 |
4,130.2 |
PP |
4,124.5 |
4,116.8 |
S1 |
4,115.0 |
4,103.5 |
|