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 |
1,787.7 |
1,779.5 |
-8.2 |
-0.5% |
1,795.2 |
High |
1,789.0 |
1,789.3 |
0.3 |
0.0% |
1,811.4 |
Low |
1,776.4 |
1,772.4 |
-4.0 |
-0.2% |
1,762.2 |
Close |
1,779.5 |
1,784.7 |
5.2 |
0.3% |
1,783.9 |
Range |
12.6 |
16.9 |
4.3 |
34.1% |
49.2 |
ATR |
24.8 |
24.3 |
-0.6 |
-2.3% |
0.0 |
Volume |
104,477 |
129,894 |
25,417 |
24.3% |
922,457 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.8 |
1,825.7 |
1,794.0 |
|
R3 |
1,815.9 |
1,808.8 |
1,789.3 |
|
R2 |
1,799.0 |
1,799.0 |
1,787.8 |
|
R1 |
1,791.9 |
1,791.9 |
1,786.2 |
1,795.5 |
PP |
1,782.1 |
1,782.1 |
1,782.1 |
1,783.9 |
S1 |
1,775.0 |
1,775.0 |
1,783.2 |
1,778.6 |
S2 |
1,765.2 |
1,765.2 |
1,781.6 |
|
S3 |
1,748.3 |
1,758.1 |
1,780.1 |
|
S4 |
1,731.4 |
1,741.2 |
1,775.4 |
|
|
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 |
1,795.7 |
1,762.2 |
33.5 |
1.9% |
19.3 |
1.1% |
67% |
False |
False |
152,520 |
10 |
1,819.3 |
1,762.2 |
57.1 |
3.2% |
24.3 |
1.4% |
39% |
False |
False |
159,170 |
20 |
1,881.9 |
1,762.2 |
119.7 |
6.7% |
25.1 |
1.4% |
19% |
False |
False |
109,751 |
40 |
1,881.9 |
1,753.8 |
128.1 |
7.2% |
23.7 |
1.3% |
24% |
False |
False |
59,772 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.8 |
1.3% |
39% |
False |
False |
41,110 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.5 |
1.3% |
39% |
False |
False |
31,316 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.7 |
1.3% |
52% |
False |
False |
25,514 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.2 |
1.2% |
52% |
False |
False |
21,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.1 |
2.618 |
1,833.5 |
1.618 |
1,816.6 |
1.000 |
1,806.2 |
0.618 |
1,799.7 |
HIGH |
1,789.3 |
0.618 |
1,782.8 |
0.500 |
1,780.9 |
0.382 |
1,778.9 |
LOW |
1,772.4 |
0.618 |
1,762.0 |
1.000 |
1,755.5 |
1.618 |
1,745.1 |
2.618 |
1,728.2 |
4.250 |
1,700.6 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,783.4 |
1,782.4 |
PP |
1,782.1 |
1,780.0 |
S1 |
1,780.9 |
1,777.7 |
|