| 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 |
2,166.4 |
2,207.9 |
41.5 |
1.9% |
2,231.1 |
| High |
2,220.4 |
2,274.3 |
53.9 |
2.4% |
2,282.3 |
| Low |
2,149.8 |
2,201.7 |
51.9 |
2.4% |
2,136.8 |
| Close |
2,203.6 |
2,253.9 |
50.3 |
2.3% |
2,159.3 |
| Range |
70.6 |
72.6 |
2.0 |
2.8% |
145.5 |
| ATR |
59.5 |
60.4 |
0.9 |
1.6% |
0.0 |
| Volume |
250,218 |
217,576 |
-32,642 |
-13.0% |
1,782,667 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.1 |
2,430.1 |
2,293.8 |
|
| R3 |
2,388.5 |
2,357.5 |
2,273.9 |
|
| R2 |
2,315.9 |
2,315.9 |
2,267.2 |
|
| R1 |
2,284.9 |
2,284.9 |
2,260.6 |
2,300.4 |
| PP |
2,243.3 |
2,243.3 |
2,243.3 |
2,251.1 |
| S1 |
2,212.3 |
2,212.3 |
2,247.2 |
2,227.8 |
| S2 |
2,170.7 |
2,170.7 |
2,240.6 |
|
| S3 |
2,098.1 |
2,139.7 |
2,233.9 |
|
| S4 |
2,025.5 |
2,067.1 |
2,214.0 |
|
|
| 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 |
2,274.3 |
2,136.8 |
137.5 |
6.1% |
83.0 |
3.7% |
85% |
True |
False |
300,453 |
| 10 |
2,345.4 |
2,136.8 |
208.6 |
9.3% |
77.6 |
3.4% |
56% |
False |
False |
297,020 |
| 20 |
2,442.0 |
2,136.8 |
305.2 |
13.5% |
57.4 |
2.5% |
38% |
False |
False |
231,518 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.4% |
49.1 |
2.2% |
36% |
False |
False |
200,309 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.4% |
48.6 |
2.2% |
36% |
False |
False |
204,106 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
15.8% |
46.2 |
2.0% |
42% |
False |
False |
160,712 |
| 100 |
2,460.8 |
2,096.4 |
364.4 |
16.2% |
45.2 |
2.0% |
43% |
False |
False |
128,597 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.2% |
44.7 |
2.0% |
43% |
False |
False |
107,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.9 |
|
2.618 |
2,464.4 |
|
1.618 |
2,391.8 |
|
1.000 |
2,346.9 |
|
0.618 |
2,319.2 |
|
HIGH |
2,274.3 |
|
0.618 |
2,246.6 |
|
0.500 |
2,238.0 |
|
0.382 |
2,229.4 |
|
LOW |
2,201.7 |
|
0.618 |
2,156.8 |
|
1.000 |
2,129.1 |
|
1.618 |
2,084.2 |
|
2.618 |
2,011.6 |
|
4.250 |
1,893.2 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,248.6 |
2,238.2 |
| PP |
2,243.3 |
2,222.5 |
| S1 |
2,238.0 |
2,206.8 |
|