| 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 |
15,891.75 |
16,020.00 |
128.25 |
0.8% |
16,046.50 |
| High |
16,066.25 |
16,121.75 |
55.50 |
0.3% |
16,456.25 |
| Low |
15,762.75 |
15,538.00 |
-224.75 |
-1.4% |
15,538.00 |
| Close |
15,988.50 |
15,717.75 |
-270.75 |
-1.7% |
15,717.75 |
| Range |
303.50 |
583.75 |
280.25 |
92.3% |
918.25 |
| ATR |
292.19 |
313.02 |
20.83 |
7.1% |
0.00 |
| Volume |
853,707 |
898,849 |
45,142 |
5.3% |
4,067,031 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,543.75 |
17,214.50 |
16,038.75 |
|
| R3 |
16,960.00 |
16,630.75 |
15,878.25 |
|
| R2 |
16,376.25 |
16,376.25 |
15,824.75 |
|
| R1 |
16,047.00 |
16,047.00 |
15,771.25 |
15,919.75 |
| PP |
15,792.50 |
15,792.50 |
15,792.50 |
15,729.00 |
| S1 |
15,463.25 |
15,463.25 |
15,664.25 |
15,336.00 |
| S2 |
15,208.75 |
15,208.75 |
15,610.75 |
|
| S3 |
14,625.00 |
14,879.50 |
15,557.25 |
|
| S4 |
14,041.25 |
14,295.75 |
15,396.75 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,658.75 |
18,106.50 |
16,222.75 |
|
| R3 |
17,740.50 |
17,188.25 |
15,970.25 |
|
| R2 |
16,822.25 |
16,822.25 |
15,886.00 |
|
| R1 |
16,270.00 |
16,270.00 |
15,802.00 |
16,087.00 |
| PP |
15,904.00 |
15,904.00 |
15,904.00 |
15,812.50 |
| S1 |
15,351.75 |
15,351.75 |
15,633.50 |
15,168.75 |
| S2 |
14,985.75 |
14,985.75 |
15,549.50 |
|
| S3 |
14,067.50 |
14,433.50 |
15,465.25 |
|
| S4 |
13,149.25 |
13,515.25 |
15,212.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,456.25 |
15,538.00 |
918.25 |
5.8% |
455.25 |
2.9% |
20% |
False |
True |
813,406 |
| 10 |
16,767.50 |
15,538.00 |
1,229.50 |
7.8% |
383.25 |
2.4% |
15% |
False |
True |
762,519 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.8% |
294.75 |
1.9% |
15% |
False |
True |
630,406 |
| 40 |
16,767.50 |
14,585.50 |
2,182.00 |
13.9% |
253.25 |
1.6% |
52% |
False |
False |
557,415 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
260.25 |
1.7% |
56% |
False |
False |
575,465 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
235.50 |
1.5% |
56% |
False |
False |
432,827 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
223.75 |
1.4% |
56% |
False |
False |
346,442 |
| 120 |
16,767.50 |
13,823.50 |
2,944.00 |
18.7% |
215.00 |
1.4% |
64% |
False |
False |
288,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,602.75 |
|
2.618 |
17,650.00 |
|
1.618 |
17,066.25 |
|
1.000 |
16,705.50 |
|
0.618 |
16,482.50 |
|
HIGH |
16,121.75 |
|
0.618 |
15,898.75 |
|
0.500 |
15,830.00 |
|
0.382 |
15,761.00 |
|
LOW |
15,538.00 |
|
0.618 |
15,177.25 |
|
1.000 |
14,954.25 |
|
1.618 |
14,593.50 |
|
2.618 |
14,009.75 |
|
4.250 |
13,057.00 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,830.00 |
15,982.75 |
| PP |
15,792.50 |
15,894.50 |
| S1 |
15,755.00 |
15,806.00 |
|