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 |
1,769.4 |
1,787.7 |
18.3 |
1.0% |
1,795.2 |
High |
1,788.0 |
1,789.0 |
1.0 |
0.1% |
1,811.4 |
Low |
1,766.0 |
1,776.4 |
10.4 |
0.6% |
1,762.2 |
Close |
1,783.9 |
1,779.5 |
-4.4 |
-0.2% |
1,783.9 |
Range |
22.0 |
12.6 |
-9.4 |
-42.7% |
49.2 |
ATR |
25.8 |
24.8 |
-0.9 |
-3.7% |
0.0 |
Volume |
175,176 |
104,477 |
-70,699 |
-40.4% |
922,457 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.4 |
1,812.1 |
1,786.4 |
|
R3 |
1,806.8 |
1,799.5 |
1,783.0 |
|
R2 |
1,794.2 |
1,794.2 |
1,781.8 |
|
R1 |
1,786.9 |
1,786.9 |
1,780.7 |
1,784.3 |
PP |
1,781.6 |
1,781.6 |
1,781.6 |
1,780.3 |
S1 |
1,774.3 |
1,774.3 |
1,778.3 |
1,771.7 |
S2 |
1,769.0 |
1,769.0 |
1,777.2 |
|
S3 |
1,756.4 |
1,761.7 |
1,776.0 |
|
S4 |
1,743.8 |
1,749.1 |
1,772.6 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.4 |
1,907.9 |
1,811.0 |
|
R3 |
1,884.2 |
1,858.7 |
1,797.4 |
|
R2 |
1,835.0 |
1,835.0 |
1,792.9 |
|
R1 |
1,809.5 |
1,809.5 |
1,788.4 |
1,797.7 |
PP |
1,785.8 |
1,785.8 |
1,785.8 |
1,779.9 |
S1 |
1,760.3 |
1,760.3 |
1,779.4 |
1,748.5 |
S2 |
1,736.6 |
1,736.6 |
1,774.9 |
|
S3 |
1,687.4 |
1,711.1 |
1,770.4 |
|
S4 |
1,638.2 |
1,661.9 |
1,756.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,811.4 |
1,762.2 |
49.2 |
2.8% |
24.0 |
1.3% |
35% |
False |
False |
175,113 |
10 |
1,853.0 |
1,762.2 |
90.8 |
5.1% |
27.4 |
1.5% |
19% |
False |
False |
160,210 |
20 |
1,881.9 |
1,762.2 |
119.7 |
6.7% |
25.0 |
1.4% |
14% |
False |
False |
105,240 |
40 |
1,881.9 |
1,752.1 |
129.8 |
7.3% |
23.5 |
1.3% |
21% |
False |
False |
56,632 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.8 |
1.3% |
35% |
False |
False |
39,008 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.6 |
1.3% |
35% |
False |
False |
29,704 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.7 |
1.3% |
49% |
False |
False |
24,241 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.5 |
1.3% |
49% |
False |
False |
20,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,842.6 |
2.618 |
1,822.0 |
1.618 |
1,809.4 |
1.000 |
1,801.6 |
0.618 |
1,796.8 |
HIGH |
1,789.0 |
0.618 |
1,784.2 |
0.500 |
1,782.7 |
0.382 |
1,781.2 |
LOW |
1,776.4 |
0.618 |
1,768.6 |
1.000 |
1,763.8 |
1.618 |
1,756.0 |
2.618 |
1,743.4 |
4.250 |
1,722.9 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,782.7 |
1,778.2 |
PP |
1,781.6 |
1,776.9 |
S1 |
1,780.6 |
1,775.6 |
|