| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,785.1 |
1,784.3 |
-0.8 |
0.0% |
1,795.2 |
| High |
1,794.3 |
1,788.4 |
-5.9 |
-0.3% |
1,811.4 |
| Low |
1,780.1 |
1,773.3 |
-6.8 |
-0.4% |
1,762.2 |
| Close |
1,785.5 |
1,776.7 |
-8.8 |
-0.5% |
1,783.9 |
| Range |
14.2 |
15.1 |
0.9 |
6.3% |
49.2 |
| ATR |
23.5 |
22.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
109,692 |
123,974 |
14,282 |
13.0% |
922,457 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,824.8 |
1,815.8 |
1,785.0 |
|
| R3 |
1,809.7 |
1,800.7 |
1,780.9 |
|
| R2 |
1,794.6 |
1,794.6 |
1,779.5 |
|
| R1 |
1,785.6 |
1,785.6 |
1,778.1 |
1,782.6 |
| PP |
1,779.5 |
1,779.5 |
1,779.5 |
1,777.9 |
| S1 |
1,770.5 |
1,770.5 |
1,775.3 |
1,767.5 |
| S2 |
1,764.4 |
1,764.4 |
1,773.9 |
|
| S3 |
1,749.3 |
1,755.4 |
1,772.5 |
|
| S4 |
1,734.2 |
1,740.3 |
1,768.4 |
|
|
| 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 |
1,794.3 |
1,766.0 |
28.3 |
1.6% |
16.2 |
0.9% |
38% |
False |
False |
128,642 |
| 10 |
1,819.3 |
1,762.2 |
57.1 |
3.2% |
22.3 |
1.3% |
25% |
False |
False |
157,113 |
| 20 |
1,881.9 |
1,762.2 |
119.7 |
6.7% |
23.5 |
1.3% |
12% |
False |
False |
115,039 |
| 40 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
23.0 |
1.3% |
13% |
False |
False |
65,352 |
| 60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.5 |
1.3% |
34% |
False |
False |
44,960 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.5 |
1.3% |
34% |
False |
False |
34,207 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.6 |
1.3% |
48% |
False |
False |
27,817 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.0 |
1.2% |
48% |
False |
False |
23,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.6 |
|
2.618 |
1,827.9 |
|
1.618 |
1,812.8 |
|
1.000 |
1,803.5 |
|
0.618 |
1,797.7 |
|
HIGH |
1,788.4 |
|
0.618 |
1,782.6 |
|
0.500 |
1,780.9 |
|
0.382 |
1,779.1 |
|
LOW |
1,773.3 |
|
0.618 |
1,764.0 |
|
1.000 |
1,758.2 |
|
1.618 |
1,748.9 |
|
2.618 |
1,733.8 |
|
4.250 |
1,709.1 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,780.9 |
1,783.4 |
| PP |
1,779.5 |
1,781.1 |
| S1 |
1,778.1 |
1,778.9 |
|