| 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 |
2,214.7 |
2,166.4 |
-48.3 |
-2.2% |
2,231.1 |
| High |
2,222.5 |
2,220.4 |
-2.1 |
-0.1% |
2,282.3 |
| Low |
2,139.2 |
2,149.8 |
10.6 |
0.5% |
2,136.8 |
| Close |
2,159.3 |
2,203.6 |
44.3 |
2.1% |
2,159.3 |
| Range |
83.3 |
70.6 |
-12.7 |
-15.2% |
145.5 |
| ATR |
58.6 |
59.5 |
0.9 |
1.5% |
0.0 |
| Volume |
327,736 |
250,218 |
-77,518 |
-23.7% |
1,782,667 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.1 |
2,373.9 |
2,242.4 |
|
| R3 |
2,332.5 |
2,303.3 |
2,223.0 |
|
| R2 |
2,261.9 |
2,261.9 |
2,216.5 |
|
| R1 |
2,232.7 |
2,232.7 |
2,210.1 |
2,247.3 |
| PP |
2,191.3 |
2,191.3 |
2,191.3 |
2,198.6 |
| S1 |
2,162.1 |
2,162.1 |
2,197.1 |
2,176.7 |
| S2 |
2,120.7 |
2,120.7 |
2,190.7 |
|
| S3 |
2,050.1 |
2,091.5 |
2,184.2 |
|
| S4 |
1,979.5 |
2,020.9 |
2,164.8 |
|
|
| 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 |
2,258.3 |
2,136.8 |
121.5 |
5.5% |
85.8 |
3.9% |
55% |
False |
False |
339,055 |
| 10 |
2,372.9 |
2,136.8 |
236.1 |
10.7% |
75.0 |
3.4% |
28% |
False |
False |
297,432 |
| 20 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
56.8 |
2.6% |
21% |
False |
False |
229,137 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
48.3 |
2.2% |
21% |
False |
False |
198,081 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.7% |
48.0 |
2.2% |
21% |
False |
False |
205,482 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.2% |
45.6 |
2.1% |
28% |
False |
False |
158,001 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.5% |
45.1 |
2.0% |
29% |
False |
False |
126,422 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.5% |
44.3 |
2.0% |
29% |
False |
False |
105,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.5 |
|
2.618 |
2,405.2 |
|
1.618 |
2,334.6 |
|
1.000 |
2,291.0 |
|
0.618 |
2,264.0 |
|
HIGH |
2,220.4 |
|
0.618 |
2,193.4 |
|
0.500 |
2,185.1 |
|
0.382 |
2,176.8 |
|
LOW |
2,149.8 |
|
0.618 |
2,106.2 |
|
1.000 |
2,079.2 |
|
1.618 |
2,035.6 |
|
2.618 |
1,965.0 |
|
4.250 |
1,849.8 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.4 |
2,196.0 |
| PP |
2,191.3 |
2,188.4 |
| S1 |
2,185.1 |
2,180.9 |
|