Trading Metrics calculated at close of trading on 07-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,089.5 |
4,145.0 |
55.5 |
1.4% |
4,125.0 |
High |
4,153.5 |
4,286.5 |
133.0 |
3.2% |
4,186.0 |
Low |
4,076.5 |
4,137.0 |
60.5 |
1.5% |
3,995.0 |
Close |
4,143.5 |
4,273.0 |
129.5 |
3.1% |
4,068.0 |
Range |
77.0 |
149.5 |
72.5 |
94.2% |
191.0 |
ATR |
76.5 |
81.7 |
5.2 |
6.8% |
0.0 |
Volume |
819,509 |
1,046,744 |
227,235 |
27.7% |
6,034,507 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,680.7 |
4,626.3 |
4,355.2 |
|
R3 |
4,531.2 |
4,476.8 |
4,314.1 |
|
R2 |
4,381.7 |
4,381.7 |
4,300.4 |
|
R1 |
4,327.3 |
4,327.3 |
4,286.7 |
4,354.5 |
PP |
4,232.2 |
4,232.2 |
4,232.2 |
4,245.8 |
S1 |
4,177.8 |
4,177.8 |
4,259.3 |
4,205.0 |
S2 |
4,082.7 |
4,082.7 |
4,245.6 |
|
S3 |
3,933.2 |
4,028.3 |
4,231.9 |
|
S4 |
3,783.7 |
3,878.8 |
4,190.8 |
|
|
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 |
4,286.5 |
4,053.5 |
233.0 |
5.5% |
103.3 |
2.4% |
94% |
True |
False |
996,360 |
10 |
4,327.0 |
3,995.0 |
332.0 |
7.8% |
112.2 |
2.6% |
84% |
False |
False |
1,117,585 |
20 |
4,409.5 |
3,995.0 |
414.5 |
9.7% |
73.7 |
1.7% |
67% |
False |
False |
831,404 |
40 |
4,409.5 |
3,995.0 |
414.5 |
9.7% |
56.5 |
1.3% |
67% |
False |
False |
711,653 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.8% |
61.8 |
1.4% |
70% |
False |
False |
762,931 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.8% |
55.8 |
1.3% |
70% |
False |
False |
608,628 |
100 |
4,409.5 |
3,882.0 |
527.5 |
12.3% |
50.6 |
1.2% |
74% |
False |
False |
488,806 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.3% |
48.4 |
1.1% |
74% |
False |
False |
407,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,921.9 |
2.618 |
4,677.9 |
1.618 |
4,528.4 |
1.000 |
4,436.0 |
0.618 |
4,378.9 |
HIGH |
4,286.5 |
0.618 |
4,229.4 |
0.500 |
4,211.8 |
0.382 |
4,194.1 |
LOW |
4,137.0 |
0.618 |
4,044.6 |
1.000 |
3,987.5 |
1.618 |
3,895.1 |
2.618 |
3,745.6 |
4.250 |
3,501.6 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,252.6 |
4,238.7 |
PP |
4,232.2 |
4,204.3 |
S1 |
4,211.8 |
4,170.0 |
|