| 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 |
2,146.0 |
2,214.7 |
68.7 |
3.2% |
2,231.1 |
| High |
2,213.1 |
2,222.5 |
9.4 |
0.4% |
2,282.3 |
| Low |
2,143.5 |
2,139.2 |
-4.3 |
-0.2% |
2,136.8 |
| Close |
2,205.2 |
2,159.3 |
-45.9 |
-2.1% |
2,159.3 |
| Range |
69.6 |
83.3 |
13.7 |
19.7% |
145.5 |
| ATR |
56.7 |
58.6 |
1.9 |
3.3% |
0.0 |
| Volume |
332,772 |
327,736 |
-5,036 |
-1.5% |
1,782,667 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,423.6 |
2,374.7 |
2,205.1 |
|
| R3 |
2,340.3 |
2,291.4 |
2,182.2 |
|
| R2 |
2,257.0 |
2,257.0 |
2,174.6 |
|
| R1 |
2,208.1 |
2,208.1 |
2,166.9 |
2,190.9 |
| PP |
2,173.7 |
2,173.7 |
2,173.7 |
2,165.1 |
| S1 |
2,124.8 |
2,124.8 |
2,151.7 |
2,107.6 |
| S2 |
2,090.4 |
2,090.4 |
2,144.0 |
|
| S3 |
2,007.1 |
2,041.5 |
2,136.4 |
|
| S4 |
1,923.8 |
1,958.2 |
2,113.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.3 |
2,539.8 |
2,239.3 |
|
| R3 |
2,483.8 |
2,394.3 |
2,199.3 |
|
| R2 |
2,338.3 |
2,338.3 |
2,186.0 |
|
| R1 |
2,248.8 |
2,248.8 |
2,172.6 |
2,220.8 |
| PP |
2,192.8 |
2,192.8 |
2,192.8 |
2,178.8 |
| S1 |
2,103.3 |
2,103.3 |
2,146.0 |
2,075.3 |
| S2 |
2,047.3 |
2,047.3 |
2,132.6 |
|
| S3 |
1,901.8 |
1,957.8 |
2,119.3 |
|
| S4 |
1,756.3 |
1,812.3 |
2,079.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,282.3 |
2,136.8 |
145.5 |
6.7% |
83.0 |
3.8% |
15% |
False |
False |
356,533 |
| 10 |
2,377.4 |
2,136.8 |
240.6 |
11.1% |
72.8 |
3.4% |
9% |
False |
False |
293,244 |
| 20 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
55.9 |
2.6% |
7% |
False |
False |
229,294 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
47.3 |
2.2% |
7% |
False |
False |
195,657 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
47.5 |
2.2% |
7% |
False |
False |
204,930 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.5% |
45.0 |
2.1% |
15% |
False |
False |
154,874 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.9% |
44.8 |
2.1% |
17% |
False |
False |
123,921 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.9% |
43.7 |
2.0% |
17% |
False |
False |
103,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.5 |
|
2.618 |
2,440.6 |
|
1.618 |
2,357.3 |
|
1.000 |
2,305.8 |
|
0.618 |
2,274.0 |
|
HIGH |
2,222.5 |
|
0.618 |
2,190.7 |
|
0.500 |
2,180.9 |
|
0.382 |
2,171.0 |
|
LOW |
2,139.2 |
|
0.618 |
2,087.7 |
|
1.000 |
2,055.9 |
|
1.618 |
2,004.4 |
|
2.618 |
1,921.1 |
|
4.250 |
1,785.2 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.9 |
2,196.4 |
| PP |
2,173.7 |
2,184.0 |
| S1 |
2,166.5 |
2,171.7 |
|