| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,213.8 |
2,146.0 |
-67.8 |
-3.1% |
2,346.1 |
| High |
2,255.9 |
2,213.1 |
-42.8 |
-1.9% |
2,372.9 |
| Low |
2,136.8 |
2,143.5 |
6.7 |
0.3% |
2,206.3 |
| Close |
2,146.3 |
2,205.2 |
58.9 |
2.7% |
2,243.3 |
| Range |
119.1 |
69.6 |
-49.5 |
-41.6% |
166.6 |
| ATR |
55.7 |
56.7 |
1.0 |
1.8% |
0.0 |
| Volume |
373,963 |
332,772 |
-41,191 |
-11.0% |
941,440 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.1 |
2,370.2 |
2,243.5 |
|
| R3 |
2,326.5 |
2,300.6 |
2,224.3 |
|
| R2 |
2,256.9 |
2,256.9 |
2,218.0 |
|
| R1 |
2,231.0 |
2,231.0 |
2,211.6 |
2,244.0 |
| PP |
2,187.3 |
2,187.3 |
2,187.3 |
2,193.7 |
| S1 |
2,161.4 |
2,161.4 |
2,198.8 |
2,174.4 |
| S2 |
2,117.7 |
2,117.7 |
2,192.4 |
|
| S3 |
2,048.1 |
2,091.8 |
2,186.1 |
|
| S4 |
1,978.5 |
2,022.2 |
2,166.9 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.0 |
2,675.2 |
2,334.9 |
|
| R3 |
2,607.4 |
2,508.6 |
2,289.1 |
|
| R2 |
2,440.8 |
2,440.8 |
2,273.8 |
|
| R1 |
2,342.0 |
2,342.0 |
2,258.6 |
2,308.1 |
| PP |
2,274.2 |
2,274.2 |
2,274.2 |
2,257.2 |
| S1 |
2,175.4 |
2,175.4 |
2,228.0 |
2,141.5 |
| S2 |
2,107.6 |
2,107.6 |
2,212.8 |
|
| S3 |
1,941.0 |
2,008.8 |
2,197.5 |
|
| S4 |
1,774.4 |
1,842.2 |
2,151.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,345.4 |
2,136.8 |
208.6 |
9.5% |
94.1 |
4.3% |
33% |
False |
False |
358,222 |
| 10 |
2,386.3 |
2,136.8 |
249.5 |
11.3% |
68.6 |
3.1% |
27% |
False |
False |
279,123 |
| 20 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
53.4 |
2.4% |
21% |
False |
False |
222,173 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
46.5 |
2.1% |
21% |
False |
False |
191,788 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
46.9 |
2.1% |
21% |
False |
False |
200,582 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.1% |
44.4 |
2.0% |
28% |
False |
False |
150,779 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.5% |
44.5 |
2.0% |
30% |
False |
False |
120,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,508.9 |
|
2.618 |
2,395.3 |
|
1.618 |
2,325.7 |
|
1.000 |
2,282.7 |
|
0.618 |
2,256.1 |
|
HIGH |
2,213.1 |
|
0.618 |
2,186.5 |
|
0.500 |
2,178.3 |
|
0.382 |
2,170.1 |
|
LOW |
2,143.5 |
|
0.618 |
2,100.5 |
|
1.000 |
2,073.9 |
|
1.618 |
2,030.9 |
|
2.618 |
1,961.3 |
|
4.250 |
1,847.7 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.2 |
2,202.7 |
| PP |
2,187.3 |
2,200.1 |
| S1 |
2,178.3 |
2,197.6 |
|