| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,262.1 |
2,269.0 |
6.9 |
0.3% |
2,231.1 |
| High |
2,279.9 |
2,274.1 |
-5.8 |
-0.3% |
2,282.3 |
| Low |
2,243.9 |
2,214.4 |
-29.5 |
-1.3% |
2,136.8 |
| Close |
2,269.8 |
2,218.4 |
-51.4 |
-2.3% |
2,159.3 |
| Range |
36.0 |
59.7 |
23.7 |
65.8% |
145.5 |
| ATR |
58.7 |
58.7 |
0.1 |
0.1% |
0.0 |
| Volume |
200,531 |
265,664 |
65,133 |
32.5% |
1,782,667 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.7 |
2,376.3 |
2,251.2 |
|
| R3 |
2,355.0 |
2,316.6 |
2,234.8 |
|
| R2 |
2,295.3 |
2,295.3 |
2,229.3 |
|
| R1 |
2,256.9 |
2,256.9 |
2,223.9 |
2,246.3 |
| PP |
2,235.6 |
2,235.6 |
2,235.6 |
2,230.3 |
| S1 |
2,197.2 |
2,197.2 |
2,212.9 |
2,186.6 |
| S2 |
2,175.9 |
2,175.9 |
2,207.5 |
|
| S3 |
2,116.2 |
2,137.5 |
2,202.0 |
|
| S4 |
2,056.5 |
2,077.8 |
2,185.6 |
|
|
| 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 |
2,279.9 |
2,139.2 |
140.7 |
6.3% |
64.4 |
2.9% |
56% |
False |
False |
252,345 |
| 10 |
2,345.4 |
2,136.8 |
208.6 |
9.4% |
79.3 |
3.6% |
39% |
False |
False |
305,283 |
| 20 |
2,427.5 |
2,136.8 |
290.7 |
13.1% |
58.0 |
2.6% |
28% |
False |
False |
236,703 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.6% |
49.6 |
2.2% |
25% |
False |
False |
203,869 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.6% |
48.7 |
2.2% |
25% |
False |
False |
204,197 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.1% |
46.3 |
2.1% |
32% |
False |
False |
166,526 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.1% |
44.8 |
2.0% |
32% |
False |
False |
133,255 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.4% |
44.4 |
2.0% |
33% |
False |
False |
111,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.8 |
|
2.618 |
2,430.4 |
|
1.618 |
2,370.7 |
|
1.000 |
2,333.8 |
|
0.618 |
2,311.0 |
|
HIGH |
2,274.1 |
|
0.618 |
2,251.3 |
|
0.500 |
2,244.3 |
|
0.382 |
2,237.2 |
|
LOW |
2,214.4 |
|
0.618 |
2,177.5 |
|
1.000 |
2,154.7 |
|
1.618 |
2,117.8 |
|
2.618 |
2,058.1 |
|
4.250 |
1,960.7 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,244.3 |
2,240.8 |
| PP |
2,235.6 |
2,233.3 |
| S1 |
2,227.0 |
2,225.9 |
|