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 |
7,130.0 |
7,147.5 |
17.5 |
0.2% |
7,129.0 |
High |
7,196.0 |
7,248.5 |
52.5 |
0.7% |
7,196.0 |
Low |
7,089.5 |
7,141.5 |
52.0 |
0.7% |
6,968.0 |
Close |
7,110.0 |
7,243.0 |
133.0 |
1.9% |
7,110.0 |
Range |
106.5 |
107.0 |
0.5 |
0.5% |
228.0 |
ATR |
96.9 |
99.9 |
3.0 |
3.1% |
0.0 |
Volume |
94,340 |
86,182 |
-8,158 |
-8.6% |
650,132 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,532.0 |
7,494.5 |
7,302.0 |
|
R3 |
7,425.0 |
7,387.5 |
7,272.5 |
|
R2 |
7,318.0 |
7,318.0 |
7,262.5 |
|
R1 |
7,280.5 |
7,280.5 |
7,253.0 |
7,299.0 |
PP |
7,211.0 |
7,211.0 |
7,211.0 |
7,220.5 |
S1 |
7,173.5 |
7,173.5 |
7,233.0 |
7,192.0 |
S2 |
7,104.0 |
7,104.0 |
7,223.5 |
|
S3 |
6,997.0 |
7,066.5 |
7,213.5 |
|
S4 |
6,890.0 |
6,959.5 |
7,184.0 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,775.5 |
7,670.5 |
7,235.5 |
|
R3 |
7,547.5 |
7,442.5 |
7,172.5 |
|
R2 |
7,319.5 |
7,319.5 |
7,152.0 |
|
R1 |
7,214.5 |
7,214.5 |
7,131.0 |
7,153.0 |
PP |
7,091.5 |
7,091.5 |
7,091.5 |
7,060.5 |
S1 |
6,986.5 |
6,986.5 |
7,089.0 |
6,925.0 |
S2 |
6,863.5 |
6,863.5 |
7,068.0 |
|
S3 |
6,635.5 |
6,758.5 |
7,047.5 |
|
S4 |
6,407.5 |
6,530.5 |
6,984.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,248.5 |
6,968.0 |
280.5 |
3.9% |
132.5 |
1.8% |
98% |
True |
False |
121,629 |
10 |
7,310.0 |
6,968.0 |
342.0 |
4.7% |
120.0 |
1.7% |
80% |
False |
False |
112,739 |
20 |
7,388.5 |
6,968.0 |
420.5 |
5.8% |
91.5 |
1.3% |
65% |
False |
False |
97,171 |
40 |
7,388.5 |
6,968.0 |
420.5 |
5.8% |
72.0 |
1.0% |
65% |
False |
False |
86,410 |
60 |
7,388.5 |
6,791.5 |
597.0 |
8.2% |
78.5 |
1.1% |
76% |
False |
False |
98,152 |
80 |
7,388.5 |
6,791.5 |
597.0 |
8.2% |
69.0 |
1.0% |
76% |
False |
False |
81,024 |
100 |
7,388.5 |
6,730.0 |
658.5 |
9.1% |
60.0 |
0.8% |
78% |
False |
False |
64,848 |
120 |
7,388.5 |
6,730.0 |
658.5 |
9.1% |
53.0 |
0.7% |
78% |
False |
False |
54,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,703.0 |
2.618 |
7,528.5 |
1.618 |
7,421.5 |
1.000 |
7,355.5 |
0.618 |
7,314.5 |
HIGH |
7,248.5 |
0.618 |
7,207.5 |
0.500 |
7,195.0 |
0.382 |
7,182.5 |
LOW |
7,141.5 |
0.618 |
7,075.5 |
1.000 |
7,034.5 |
1.618 |
6,968.5 |
2.618 |
6,861.5 |
4.250 |
6,687.0 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
7,227.0 |
7,213.5 |
PP |
7,211.0 |
7,184.0 |
S1 |
7,195.0 |
7,154.0 |
|