Trading Metrics calculated at close of trading on 08-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,594.25 |
4,695.25 |
101.00 |
2.2% |
4,589.00 |
High |
4,697.25 |
4,712.00 |
14.75 |
0.3% |
4,669.75 |
Low |
4,587.25 |
4,671.75 |
84.50 |
1.8% |
4,492.00 |
Close |
4,685.00 |
4,699.00 |
14.00 |
0.3% |
4,537.50 |
Range |
110.00 |
40.25 |
-69.75 |
-63.4% |
177.75 |
ATR |
72.15 |
69.87 |
-2.28 |
-3.2% |
0.00 |
Volume |
1,771,947 |
1,418,355 |
-353,592 |
-20.0% |
12,865,862 |
|
Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,815.00 |
4,797.25 |
4,721.25 |
|
R3 |
4,774.75 |
4,757.00 |
4,710.00 |
|
R2 |
4,734.50 |
4,734.50 |
4,706.50 |
|
R1 |
4,716.75 |
4,716.75 |
4,702.75 |
4,725.50 |
PP |
4,694.25 |
4,694.25 |
4,694.25 |
4,698.75 |
S1 |
4,676.50 |
4,676.50 |
4,695.25 |
4,685.50 |
S2 |
4,654.00 |
4,654.00 |
4,691.50 |
|
S3 |
4,613.75 |
4,636.25 |
4,688.00 |
|
S4 |
4,573.50 |
4,596.00 |
4,676.75 |
|
|
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 |
4,712.00 |
4,492.00 |
220.00 |
4.7% |
86.75 |
1.8% |
94% |
True |
False |
2,111,457 |
10 |
4,717.00 |
4,492.00 |
225.00 |
4.8% |
96.25 |
2.1% |
92% |
False |
False |
2,156,489 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
68.25 |
1.5% |
83% |
False |
False |
1,725,740 |
40 |
4,740.50 |
4,318.75 |
421.75 |
9.0% |
54.25 |
1.2% |
90% |
False |
False |
1,448,081 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
59.75 |
1.3% |
91% |
False |
False |
1,558,459 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
55.25 |
1.2% |
91% |
False |
False |
1,260,321 |
100 |
4,740.50 |
4,243.00 |
497.50 |
10.6% |
51.25 |
1.1% |
92% |
False |
False |
1,008,843 |
120 |
4,740.50 |
4,117.00 |
623.50 |
13.3% |
49.50 |
1.1% |
93% |
False |
False |
840,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,883.00 |
2.618 |
4,817.25 |
1.618 |
4,777.00 |
1.000 |
4,752.25 |
0.618 |
4,736.75 |
HIGH |
4,712.00 |
0.618 |
4,696.50 |
0.500 |
4,692.00 |
0.382 |
4,687.25 |
LOW |
4,671.75 |
0.618 |
4,647.00 |
1.000 |
4,631.50 |
1.618 |
4,606.75 |
2.618 |
4,566.50 |
4.250 |
4,500.75 |
|
|
Fisher Pivots for day following 08-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,696.50 |
4,673.25 |
PP |
4,694.25 |
4,647.50 |
S1 |
4,692.00 |
4,621.75 |
|