Trading Metrics calculated at close of trading on 09-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,695.25 |
4,697.25 |
2.00 |
0.0% |
4,589.00 |
High |
4,712.00 |
4,706.00 |
-6.00 |
-0.1% |
4,669.75 |
Low |
4,671.75 |
4,662.25 |
-9.50 |
-0.2% |
4,492.00 |
Close |
4,699.00 |
4,667.00 |
-32.00 |
-0.7% |
4,537.50 |
Range |
40.25 |
43.75 |
3.50 |
8.7% |
177.75 |
ATR |
69.87 |
68.01 |
-1.87 |
-2.7% |
0.00 |
Volume |
1,418,355 |
1,593,325 |
174,970 |
12.3% |
12,865,862 |
|
Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,809.75 |
4,782.00 |
4,691.00 |
|
R3 |
4,766.00 |
4,738.25 |
4,679.00 |
|
R2 |
4,722.25 |
4,722.25 |
4,675.00 |
|
R1 |
4,694.50 |
4,694.50 |
4,671.00 |
4,686.50 |
PP |
4,678.50 |
4,678.50 |
4,678.50 |
4,674.50 |
S1 |
4,650.75 |
4,650.75 |
4,663.00 |
4,642.75 |
S2 |
4,634.75 |
4,634.75 |
4,659.00 |
|
S3 |
4,591.00 |
4,607.00 |
4,655.00 |
|
S4 |
4,547.25 |
4,563.25 |
4,643.00 |
|
|
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% |
77.75 |
1.7% |
80% |
False |
False |
1,912,657 |
10 |
4,717.00 |
4,492.00 |
225.00 |
4.8% |
96.00 |
2.1% |
78% |
False |
False |
2,174,965 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
67.75 |
1.5% |
70% |
False |
False |
1,723,452 |
40 |
4,740.50 |
4,354.00 |
386.50 |
8.3% |
54.00 |
1.2% |
81% |
False |
False |
1,453,602 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
59.50 |
1.3% |
85% |
False |
False |
1,557,681 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
55.25 |
1.2% |
85% |
False |
False |
1,280,205 |
100 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
50.75 |
1.1% |
85% |
False |
False |
1,024,762 |
120 |
4,740.50 |
4,196.50 |
544.00 |
11.7% |
49.00 |
1.1% |
86% |
False |
False |
854,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,892.00 |
2.618 |
4,820.50 |
1.618 |
4,776.75 |
1.000 |
4,749.75 |
0.618 |
4,733.00 |
HIGH |
4,706.00 |
0.618 |
4,689.25 |
0.500 |
4,684.00 |
0.382 |
4,679.00 |
LOW |
4,662.25 |
0.618 |
4,635.25 |
1.000 |
4,618.50 |
1.618 |
4,591.50 |
2.618 |
4,547.75 |
4.250 |
4,476.25 |
|
|
Fisher Pivots for day following 09-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,684.00 |
4,661.25 |
PP |
4,678.50 |
4,655.50 |
S1 |
4,672.75 |
4,649.50 |
|