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 |
7,147.5 |
7,226.5 |
79.0 |
1.1% |
7,129.0 |
High |
7,248.5 |
7,348.5 |
100.0 |
1.4% |
7,196.0 |
Low |
7,141.5 |
7,218.0 |
76.5 |
1.1% |
6,968.0 |
Close |
7,243.0 |
7,344.0 |
101.0 |
1.4% |
7,110.0 |
Range |
107.0 |
130.5 |
23.5 |
22.0% |
228.0 |
ATR |
99.9 |
102.1 |
2.2 |
2.2% |
0.0 |
Volume |
86,182 |
96,995 |
10,813 |
12.5% |
650,132 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,695.0 |
7,650.0 |
7,416.0 |
|
R3 |
7,564.5 |
7,519.5 |
7,380.0 |
|
R2 |
7,434.0 |
7,434.0 |
7,368.0 |
|
R1 |
7,389.0 |
7,389.0 |
7,356.0 |
7,411.5 |
PP |
7,303.5 |
7,303.5 |
7,303.5 |
7,315.0 |
S1 |
7,258.5 |
7,258.5 |
7,332.0 |
7,281.0 |
S2 |
7,173.0 |
7,173.0 |
7,320.0 |
|
S3 |
7,042.5 |
7,128.0 |
7,308.0 |
|
S4 |
6,912.0 |
6,997.5 |
7,272.0 |
|
|
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 |
7,348.5 |
7,038.0 |
310.5 |
4.2% |
118.0 |
1.6% |
99% |
True |
False |
100,454 |
10 |
7,348.5 |
6,968.0 |
380.5 |
5.2% |
124.0 |
1.7% |
99% |
True |
False |
113,666 |
20 |
7,388.5 |
6,968.0 |
420.5 |
5.7% |
95.5 |
1.3% |
89% |
False |
False |
98,526 |
40 |
7,388.5 |
6,968.0 |
420.5 |
5.7% |
73.0 |
1.0% |
89% |
False |
False |
86,829 |
60 |
7,388.5 |
6,791.5 |
597.0 |
8.1% |
80.0 |
1.1% |
93% |
False |
False |
93,101 |
80 |
7,388.5 |
6,791.5 |
597.0 |
8.1% |
70.0 |
1.0% |
93% |
False |
False |
82,236 |
100 |
7,388.5 |
6,781.5 |
607.0 |
8.3% |
60.0 |
0.8% |
93% |
False |
False |
65,818 |
120 |
7,388.5 |
6,730.0 |
658.5 |
9.0% |
53.0 |
0.7% |
93% |
False |
False |
54,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,903.0 |
2.618 |
7,690.0 |
1.618 |
7,559.5 |
1.000 |
7,479.0 |
0.618 |
7,429.0 |
HIGH |
7,348.5 |
0.618 |
7,298.5 |
0.500 |
7,283.0 |
0.382 |
7,268.0 |
LOW |
7,218.0 |
0.618 |
7,137.5 |
1.000 |
7,087.5 |
1.618 |
7,007.0 |
2.618 |
6,876.5 |
4.250 |
6,663.5 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
7,324.0 |
7,302.5 |
PP |
7,303.5 |
7,260.5 |
S1 |
7,283.0 |
7,219.0 |
|