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 |
4,587.25 |
4,542.25 |
-45.00 |
-1.0% |
4,589.00 |
High |
4,606.50 |
4,611.75 |
5.25 |
0.1% |
4,669.75 |
Low |
4,492.00 |
4,531.50 |
39.50 |
0.9% |
4,492.00 |
Close |
4,537.50 |
4,590.00 |
52.50 |
1.2% |
4,537.50 |
Range |
114.50 |
80.25 |
-34.25 |
-29.9% |
177.75 |
ATR |
68.39 |
69.24 |
0.85 |
1.2% |
0.00 |
Volume |
2,747,667 |
2,031,995 |
-715,672 |
-26.0% |
12,865,862 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.50 |
4,784.50 |
4,634.25 |
|
R3 |
4,738.25 |
4,704.25 |
4,612.00 |
|
R2 |
4,658.00 |
4,658.00 |
4,604.75 |
|
R1 |
4,624.00 |
4,624.00 |
4,597.25 |
4,641.00 |
PP |
4,577.75 |
4,577.75 |
4,577.75 |
4,586.25 |
S1 |
4,543.75 |
4,543.75 |
4,582.75 |
4,560.75 |
S2 |
4,497.50 |
4,497.50 |
4,575.25 |
|
S3 |
4,417.25 |
4,463.50 |
4,568.00 |
|
S4 |
4,337.00 |
4,383.25 |
4,545.75 |
|
|
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 |
4,667.50 |
4,492.00 |
175.50 |
3.8% |
109.25 |
2.4% |
56% |
False |
False |
2,576,578 |
10 |
4,740.50 |
4,492.00 |
248.50 |
5.4% |
92.50 |
2.0% |
39% |
False |
False |
2,193,247 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.4% |
64.25 |
1.4% |
39% |
False |
False |
1,680,738 |
40 |
4,740.50 |
4,317.25 |
423.25 |
9.2% |
53.25 |
1.2% |
64% |
False |
False |
1,431,858 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
59.00 |
1.3% |
69% |
False |
False |
1,581,630 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.5% |
54.25 |
1.2% |
69% |
False |
False |
1,220,497 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.5% |
51.25 |
1.1% |
71% |
False |
False |
976,969 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.6% |
49.25 |
1.1% |
76% |
False |
False |
814,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,952.75 |
2.618 |
4,821.75 |
1.618 |
4,741.50 |
1.000 |
4,692.00 |
0.618 |
4,661.25 |
HIGH |
4,611.75 |
0.618 |
4,581.00 |
0.500 |
4,571.50 |
0.382 |
4,562.25 |
LOW |
4,531.50 |
0.618 |
4,482.00 |
1.000 |
4,451.25 |
1.618 |
4,401.75 |
2.618 |
4,321.50 |
4.250 |
4,190.50 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,584.00 |
4,577.25 |
PP |
4,577.75 |
4,564.50 |
S1 |
4,571.50 |
4,552.00 |
|