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 |
4,587.50 |
4,514.75 |
-72.75 |
-1.6% |
4,701.00 |
High |
4,650.75 |
4,593.75 |
-57.00 |
-1.2% |
4,740.50 |
Low |
4,497.75 |
4,505.50 |
7.75 |
0.2% |
4,577.25 |
Close |
4,508.50 |
4,575.75 |
67.25 |
1.5% |
4,595.75 |
Range |
153.00 |
88.25 |
-64.75 |
-42.3% |
163.25 |
ATR |
63.05 |
64.85 |
1.80 |
2.9% |
0.00 |
Volume |
2,670,344 |
2,587,324 |
-83,020 |
-3.1% |
7,034,616 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,823.00 |
4,787.75 |
4,624.25 |
|
R3 |
4,734.75 |
4,699.50 |
4,600.00 |
|
R2 |
4,646.50 |
4,646.50 |
4,592.00 |
|
R1 |
4,611.25 |
4,611.25 |
4,583.75 |
4,629.00 |
PP |
4,558.25 |
4,558.25 |
4,558.25 |
4,567.25 |
S1 |
4,523.00 |
4,523.00 |
4,567.75 |
4,540.50 |
S2 |
4,470.00 |
4,470.00 |
4,559.50 |
|
S3 |
4,381.75 |
4,434.75 |
4,551.50 |
|
S4 |
4,293.50 |
4,346.50 |
4,527.25 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,127.50 |
5,025.00 |
4,685.50 |
|
R3 |
4,964.25 |
4,861.75 |
4,640.75 |
|
R2 |
4,801.00 |
4,801.00 |
4,625.75 |
|
R1 |
4,698.50 |
4,698.50 |
4,610.75 |
4,668.00 |
PP |
4,637.75 |
4,637.75 |
4,637.75 |
4,622.75 |
S1 |
4,535.25 |
4,535.25 |
4,580.75 |
4,505.00 |
S2 |
4,474.50 |
4,474.50 |
4,565.75 |
|
S3 |
4,311.25 |
4,372.00 |
4,550.75 |
|
S4 |
4,148.00 |
4,208.75 |
4,506.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,717.00 |
4,497.75 |
219.25 |
4.8% |
114.50 |
2.5% |
36% |
False |
False |
2,437,272 |
10 |
4,740.50 |
4,497.75 |
242.75 |
5.3% |
81.00 |
1.8% |
32% |
False |
False |
1,966,589 |
20 |
4,740.50 |
4,497.75 |
242.75 |
5.3% |
58.00 |
1.3% |
32% |
False |
False |
1,573,207 |
40 |
4,740.50 |
4,317.25 |
423.25 |
9.2% |
50.75 |
1.1% |
61% |
False |
False |
1,383,241 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
57.50 |
1.3% |
66% |
False |
False |
1,541,194 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
52.25 |
1.1% |
66% |
False |
False |
1,160,864 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.5% |
50.00 |
1.1% |
69% |
False |
False |
929,207 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.6% |
48.25 |
1.1% |
74% |
False |
False |
774,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,968.75 |
2.618 |
4,824.75 |
1.618 |
4,736.50 |
1.000 |
4,682.00 |
0.618 |
4,648.25 |
HIGH |
4,593.75 |
0.618 |
4,560.00 |
0.500 |
4,549.50 |
0.382 |
4,539.25 |
LOW |
4,505.50 |
0.618 |
4,451.00 |
1.000 |
4,417.25 |
1.618 |
4,362.75 |
2.618 |
4,274.50 |
4.250 |
4,130.50 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,567.00 |
4,582.50 |
PP |
4,558.25 |
4,580.25 |
S1 |
4,549.50 |
4,578.00 |
|