| 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 |
16,020.00 |
15,716.25 |
-303.75 |
-1.9% |
16,046.50 |
| High |
16,121.75 |
15,897.25 |
-224.50 |
-1.4% |
16,456.25 |
| Low |
15,538.00 |
15,559.25 |
21.25 |
0.1% |
15,538.00 |
| Close |
15,717.75 |
15,842.75 |
125.00 |
0.8% |
15,717.75 |
| Range |
583.75 |
338.00 |
-245.75 |
-42.1% |
918.25 |
| ATR |
313.02 |
314.80 |
1.78 |
0.6% |
0.00 |
| Volume |
898,849 |
695,515 |
-203,334 |
-22.6% |
4,067,031 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,780.50 |
16,649.50 |
16,028.75 |
|
| R3 |
16,442.50 |
16,311.50 |
15,935.75 |
|
| R2 |
16,104.50 |
16,104.50 |
15,904.75 |
|
| R1 |
15,973.50 |
15,973.50 |
15,873.75 |
16,039.00 |
| PP |
15,766.50 |
15,766.50 |
15,766.50 |
15,799.00 |
| S1 |
15,635.50 |
15,635.50 |
15,811.75 |
15,701.00 |
| S2 |
15,428.50 |
15,428.50 |
15,780.75 |
|
| S3 |
15,090.50 |
15,297.50 |
15,749.75 |
|
| S4 |
14,752.50 |
14,959.50 |
15,656.75 |
|
|
| 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% |
443.00 |
2.8% |
33% |
False |
False |
832,922 |
| 10 |
16,767.50 |
15,538.00 |
1,229.50 |
7.8% |
403.25 |
2.5% |
25% |
False |
False |
777,168 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.8% |
304.00 |
1.9% |
25% |
False |
False |
638,890 |
| 40 |
16,767.50 |
14,585.50 |
2,182.00 |
13.8% |
256.50 |
1.6% |
58% |
False |
False |
561,038 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
262.00 |
1.7% |
61% |
False |
False |
580,598 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
238.00 |
1.5% |
61% |
False |
False |
441,507 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
224.50 |
1.4% |
61% |
False |
False |
353,387 |
| 120 |
16,767.50 |
13,833.75 |
2,933.75 |
18.5% |
215.75 |
1.4% |
68% |
False |
False |
294,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,333.75 |
|
2.618 |
16,782.25 |
|
1.618 |
16,444.25 |
|
1.000 |
16,235.25 |
|
0.618 |
16,106.25 |
|
HIGH |
15,897.25 |
|
0.618 |
15,768.25 |
|
0.500 |
15,728.25 |
|
0.382 |
15,688.25 |
|
LOW |
15,559.25 |
|
0.618 |
15,350.25 |
|
1.000 |
15,221.25 |
|
1.618 |
15,012.25 |
|
2.618 |
14,674.25 |
|
4.250 |
14,122.75 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,804.50 |
15,838.50 |
| PP |
15,766.50 |
15,834.25 |
| S1 |
15,728.25 |
15,830.00 |
|