| 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 |
15,716.25 |
15,848.75 |
132.50 |
0.8% |
16,046.50 |
| High |
15,897.25 |
16,374.50 |
477.25 |
3.0% |
16,456.25 |
| Low |
15,559.25 |
15,824.50 |
265.25 |
1.7% |
15,538.00 |
| Close |
15,842.75 |
16,318.00 |
475.25 |
3.0% |
15,717.75 |
| Range |
338.00 |
550.00 |
212.00 |
62.7% |
918.25 |
| ATR |
314.80 |
331.60 |
16.80 |
5.3% |
0.00 |
| Volume |
695,515 |
594,627 |
-100,888 |
-14.5% |
4,067,031 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,822.25 |
17,620.25 |
16,620.50 |
|
| R3 |
17,272.25 |
17,070.25 |
16,469.25 |
|
| R2 |
16,722.25 |
16,722.25 |
16,418.75 |
|
| R1 |
16,520.25 |
16,520.25 |
16,368.50 |
16,621.25 |
| PP |
16,172.25 |
16,172.25 |
16,172.25 |
16,223.00 |
| S1 |
15,970.25 |
15,970.25 |
16,267.50 |
16,071.25 |
| S2 |
15,622.25 |
15,622.25 |
16,217.25 |
|
| S3 |
15,072.25 |
15,420.25 |
16,166.75 |
|
| S4 |
14,522.25 |
14,870.25 |
16,015.50 |
|
|
| 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 |
16,427.50 |
15,538.00 |
889.50 |
5.5% |
475.50 |
2.9% |
88% |
False |
False |
780,917 |
| 10 |
16,456.25 |
15,538.00 |
918.25 |
5.6% |
418.00 |
2.6% |
85% |
False |
False |
759,564 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.5% |
321.75 |
2.0% |
63% |
False |
False |
647,905 |
| 40 |
16,767.50 |
14,585.50 |
2,182.00 |
13.4% |
264.75 |
1.6% |
79% |
False |
False |
563,141 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
267.50 |
1.6% |
81% |
False |
False |
581,086 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
243.75 |
1.5% |
81% |
False |
False |
448,932 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
228.00 |
1.4% |
81% |
False |
False |
359,325 |
| 120 |
16,767.50 |
13,945.75 |
2,821.75 |
17.3% |
217.50 |
1.3% |
84% |
False |
False |
299,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,712.00 |
|
2.618 |
17,814.50 |
|
1.618 |
17,264.50 |
|
1.000 |
16,924.50 |
|
0.618 |
16,714.50 |
|
HIGH |
16,374.50 |
|
0.618 |
16,164.50 |
|
0.500 |
16,099.50 |
|
0.382 |
16,034.50 |
|
LOW |
15,824.50 |
|
0.618 |
15,484.50 |
|
1.000 |
15,274.50 |
|
1.618 |
14,934.50 |
|
2.618 |
14,384.50 |
|
4.250 |
13,487.00 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,245.25 |
16,197.50 |
| PP |
16,172.25 |
16,076.75 |
| S1 |
16,099.50 |
15,956.25 |
|