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 |
4,514.75 |
4,587.25 |
72.50 |
1.6% |
4,589.00 |
High |
4,593.75 |
4,606.50 |
12.75 |
0.3% |
4,669.75 |
Low |
4,505.50 |
4,492.00 |
-13.50 |
-0.3% |
4,492.00 |
Close |
4,575.75 |
4,537.50 |
-38.25 |
-0.8% |
4,537.50 |
Range |
88.25 |
114.50 |
26.25 |
29.7% |
177.75 |
ATR |
64.85 |
68.39 |
3.55 |
5.5% |
0.00 |
Volume |
2,587,324 |
2,747,667 |
160,343 |
6.2% |
12,865,862 |
|
Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,888.75 |
4,827.75 |
4,600.50 |
|
R3 |
4,774.25 |
4,713.25 |
4,569.00 |
|
R2 |
4,659.75 |
4,659.75 |
4,558.50 |
|
R1 |
4,598.75 |
4,598.75 |
4,548.00 |
4,572.00 |
PP |
4,545.25 |
4,545.25 |
4,545.25 |
4,532.00 |
S1 |
4,484.25 |
4,484.25 |
4,527.00 |
4,457.50 |
S2 |
4,430.75 |
4,430.75 |
4,516.50 |
|
S3 |
4,316.25 |
4,369.75 |
4,506.00 |
|
S4 |
4,201.75 |
4,255.25 |
4,474.50 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,099.75 |
4,996.25 |
4,635.25 |
|
R3 |
4,922.00 |
4,818.50 |
4,586.50 |
|
R2 |
4,744.25 |
4,744.25 |
4,570.00 |
|
R1 |
4,640.75 |
4,640.75 |
4,553.75 |
4,603.50 |
PP |
4,566.50 |
4,566.50 |
4,566.50 |
4,547.75 |
S1 |
4,463.00 |
4,463.00 |
4,521.25 |
4,426.00 |
S2 |
4,388.75 |
4,388.75 |
4,505.00 |
|
S3 |
4,211.00 |
4,285.25 |
4,488.50 |
|
S4 |
4,033.25 |
4,107.50 |
4,439.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,669.75 |
4,492.00 |
177.75 |
3.9% |
109.50 |
2.4% |
26% |
False |
True |
2,573,172 |
10 |
4,740.50 |
4,492.00 |
248.50 |
5.5% |
88.50 |
2.0% |
18% |
False |
True |
2,124,537 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.5% |
62.25 |
1.4% |
18% |
False |
True |
1,652,096 |
40 |
4,740.50 |
4,317.25 |
423.25 |
9.3% |
52.00 |
1.1% |
52% |
False |
False |
1,416,762 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.6% |
58.50 |
1.3% |
58% |
False |
False |
1,578,683 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.6% |
53.50 |
1.2% |
58% |
False |
False |
1,195,155 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.6% |
50.75 |
1.1% |
61% |
False |
False |
956,658 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.7% |
49.00 |
1.1% |
67% |
False |
False |
797,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,093.00 |
2.618 |
4,906.25 |
1.618 |
4,791.75 |
1.000 |
4,721.00 |
0.618 |
4,677.25 |
HIGH |
4,606.50 |
0.618 |
4,562.75 |
0.500 |
4,549.25 |
0.382 |
4,535.75 |
LOW |
4,492.00 |
0.618 |
4,421.25 |
1.000 |
4,377.50 |
1.618 |
4,306.75 |
2.618 |
4,192.25 |
4.250 |
4,005.50 |
|
|
Fisher Pivots for day following 03-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,549.25 |
4,571.50 |
PP |
4,545.25 |
4,560.00 |
S1 |
4,541.50 |
4,548.75 |
|