Trading Metrics calculated at close of trading on 09-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,267.0 |
4,237.0 |
-30.0 |
-0.7% |
4,125.0 |
High |
4,289.0 |
4,252.5 |
-36.5 |
-0.9% |
4,186.0 |
Low |
4,230.5 |
4,192.0 |
-38.5 |
-0.9% |
3,995.0 |
Close |
4,234.0 |
4,207.0 |
-27.0 |
-0.6% |
4,068.0 |
Range |
58.5 |
60.5 |
2.0 |
3.4% |
191.0 |
ATR |
80.1 |
78.7 |
-1.4 |
-1.7% |
0.0 |
Volume |
907,572 |
770,088 |
-137,484 |
-15.1% |
6,034,507 |
|
Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.7 |
4,363.3 |
4,240.3 |
|
R3 |
4,338.2 |
4,302.8 |
4,223.6 |
|
R2 |
4,277.7 |
4,277.7 |
4,218.1 |
|
R1 |
4,242.3 |
4,242.3 |
4,212.5 |
4,229.8 |
PP |
4,217.2 |
4,217.2 |
4,217.2 |
4,210.9 |
S1 |
4,181.8 |
4,181.8 |
4,201.5 |
4,169.3 |
S2 |
4,156.7 |
4,156.7 |
4,195.9 |
|
S3 |
4,096.2 |
4,121.3 |
4,190.4 |
|
S4 |
4,035.7 |
4,060.8 |
4,173.7 |
|
|
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 |
4,289.0 |
4,053.5 |
235.5 |
5.6% |
88.8 |
2.1% |
65% |
False |
False |
904,842 |
10 |
4,289.0 |
3,995.0 |
294.0 |
7.0% |
110.9 |
2.6% |
72% |
False |
False |
1,128,263 |
20 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
76.4 |
1.8% |
51% |
False |
False |
862,412 |
40 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
56.8 |
1.3% |
51% |
False |
False |
723,097 |
60 |
4,409.5 |
3,949.5 |
460.0 |
10.9% |
62.2 |
1.5% |
56% |
False |
False |
753,391 |
80 |
4,409.5 |
3,949.5 |
460.0 |
10.9% |
56.6 |
1.3% |
56% |
False |
False |
628,200 |
100 |
4,409.5 |
3,941.5 |
468.0 |
11.1% |
50.5 |
1.2% |
57% |
False |
False |
505,492 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.5% |
48.5 |
1.2% |
62% |
False |
False |
421,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,509.6 |
2.618 |
4,410.9 |
1.618 |
4,350.4 |
1.000 |
4,313.0 |
0.618 |
4,289.9 |
HIGH |
4,252.5 |
0.618 |
4,229.4 |
0.500 |
4,222.3 |
0.382 |
4,215.1 |
LOW |
4,192.0 |
0.618 |
4,154.6 |
1.000 |
4,131.5 |
1.618 |
4,094.1 |
2.618 |
4,033.6 |
4.250 |
3,934.9 |
|
|
Fisher Pivots for day following 09-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,222.3 |
4,213.0 |
PP |
4,217.2 |
4,211.0 |
S1 |
4,212.1 |
4,209.0 |
|