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 |
4,542.25 |
4,594.25 |
52.00 |
1.1% |
4,589.00 |
High |
4,611.75 |
4,697.25 |
85.50 |
1.9% |
4,669.75 |
Low |
4,531.50 |
4,587.25 |
55.75 |
1.2% |
4,492.00 |
Close |
4,590.00 |
4,685.00 |
95.00 |
2.1% |
4,537.50 |
Range |
80.25 |
110.00 |
29.75 |
37.1% |
177.75 |
ATR |
69.24 |
72.15 |
2.91 |
4.2% |
0.00 |
Volume |
2,031,995 |
1,771,947 |
-260,048 |
-12.8% |
12,865,862 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,986.50 |
4,945.75 |
4,745.50 |
|
R3 |
4,876.50 |
4,835.75 |
4,715.25 |
|
R2 |
4,766.50 |
4,766.50 |
4,705.25 |
|
R1 |
4,725.75 |
4,725.75 |
4,695.00 |
4,746.00 |
PP |
4,656.50 |
4,656.50 |
4,656.50 |
4,666.75 |
S1 |
4,615.75 |
4,615.75 |
4,675.00 |
4,636.00 |
S2 |
4,546.50 |
4,546.50 |
4,664.75 |
|
S3 |
4,436.50 |
4,505.75 |
4,654.75 |
|
S4 |
4,326.50 |
4,395.75 |
4,624.50 |
|
|
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 |
4,697.25 |
4,492.00 |
205.25 |
4.4% |
109.25 |
2.3% |
94% |
True |
False |
2,361,855 |
10 |
4,717.00 |
4,492.00 |
225.00 |
4.8% |
97.00 |
2.1% |
86% |
False |
False |
2,201,903 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
68.00 |
1.5% |
78% |
False |
False |
1,719,315 |
40 |
4,740.50 |
4,317.25 |
423.25 |
9.0% |
54.25 |
1.2% |
87% |
False |
False |
1,445,014 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
60.00 |
1.3% |
88% |
False |
False |
1,570,697 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
55.50 |
1.2% |
88% |
False |
False |
1,242,620 |
100 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
51.75 |
1.1% |
89% |
False |
False |
994,680 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.3% |
49.75 |
1.1% |
91% |
False |
False |
829,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,164.75 |
2.618 |
4,985.25 |
1.618 |
4,875.25 |
1.000 |
4,807.25 |
0.618 |
4,765.25 |
HIGH |
4,697.25 |
0.618 |
4,655.25 |
0.500 |
4,642.25 |
0.382 |
4,629.25 |
LOW |
4,587.25 |
0.618 |
4,519.25 |
1.000 |
4,477.25 |
1.618 |
4,409.25 |
2.618 |
4,299.25 |
4.250 |
4,119.75 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,670.75 |
4,655.00 |
PP |
4,656.50 |
4,624.75 |
S1 |
4,642.25 |
4,594.50 |
|