| 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 |
7,058.5 |
7,063.5 |
5.0 |
0.1% |
7,221.5 |
| High |
7,180.5 |
7,164.0 |
-16.5 |
-0.2% |
7,310.0 |
| Low |
7,038.0 |
7,060.0 |
22.0 |
0.3% |
6,990.0 |
| Close |
7,169.0 |
7,130.0 |
-39.0 |
-0.5% |
7,039.5 |
| Range |
142.5 |
104.0 |
-38.5 |
-27.0% |
320.0 |
| ATR |
95.2 |
96.2 |
1.0 |
1.0% |
0.0 |
| Volume |
114,870 |
109,887 |
-4,983 |
-4.3% |
468,007 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,430.0 |
7,384.0 |
7,187.0 |
|
| R3 |
7,326.0 |
7,280.0 |
7,158.5 |
|
| R2 |
7,222.0 |
7,222.0 |
7,149.0 |
|
| R1 |
7,176.0 |
7,176.0 |
7,139.5 |
7,199.0 |
| PP |
7,118.0 |
7,118.0 |
7,118.0 |
7,129.5 |
| S1 |
7,072.0 |
7,072.0 |
7,120.5 |
7,095.0 |
| S2 |
7,014.0 |
7,014.0 |
7,111.0 |
|
| S3 |
6,910.0 |
6,968.0 |
7,101.5 |
|
| S4 |
6,806.0 |
6,864.0 |
7,073.0 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,073.0 |
7,876.5 |
7,215.5 |
|
| R3 |
7,753.0 |
7,556.5 |
7,127.5 |
|
| R2 |
7,433.0 |
7,433.0 |
7,098.0 |
|
| R1 |
7,236.5 |
7,236.5 |
7,069.0 |
7,175.0 |
| PP |
7,113.0 |
7,113.0 |
7,113.0 |
7,082.5 |
| S1 |
6,916.5 |
6,916.5 |
7,010.0 |
6,855.0 |
| S2 |
6,793.0 |
6,793.0 |
6,981.0 |
|
| S3 |
6,473.0 |
6,596.5 |
6,951.5 |
|
| S4 |
6,153.0 |
6,276.5 |
6,863.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,267.0 |
6,968.0 |
299.0 |
4.2% |
161.0 |
2.3% |
54% |
False |
False |
147,564 |
| 10 |
7,310.0 |
6,968.0 |
342.0 |
4.8% |
115.0 |
1.6% |
47% |
False |
False |
112,595 |
| 20 |
7,388.5 |
6,968.0 |
420.5 |
5.9% |
85.5 |
1.2% |
39% |
False |
False |
95,126 |
| 40 |
7,388.5 |
6,968.0 |
420.5 |
5.9% |
70.5 |
1.0% |
39% |
False |
False |
85,253 |
| 60 |
7,388.5 |
6,791.5 |
597.0 |
8.4% |
77.5 |
1.1% |
57% |
False |
False |
103,675 |
| 80 |
7,388.5 |
6,791.5 |
597.0 |
8.4% |
66.5 |
0.9% |
57% |
False |
False |
78,770 |
| 100 |
7,388.5 |
6,730.0 |
658.5 |
9.2% |
58.5 |
0.8% |
61% |
False |
False |
63,043 |
| 120 |
7,388.5 |
6,730.0 |
658.5 |
9.2% |
52.0 |
0.7% |
61% |
False |
False |
52,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,606.0 |
|
2.618 |
7,436.5 |
|
1.618 |
7,332.5 |
|
1.000 |
7,268.0 |
|
0.618 |
7,228.5 |
|
HIGH |
7,164.0 |
|
0.618 |
7,124.5 |
|
0.500 |
7,112.0 |
|
0.382 |
7,099.5 |
|
LOW |
7,060.0 |
|
0.618 |
6,995.5 |
|
1.000 |
6,956.0 |
|
1.618 |
6,891.5 |
|
2.618 |
6,787.5 |
|
4.250 |
6,618.0 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,124.0 |
7,111.5 |
| PP |
7,118.0 |
7,093.0 |
| S1 |
7,112.0 |
7,074.0 |
|