Trading Metrics calculated at close of trading on 02-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,584.00 |
4,509.75 |
-74.25 |
-1.6% |
4,696.25 |
High |
4,644.75 |
4,588.00 |
-56.75 |
-1.2% |
4,735.00 |
Low |
4,492.25 |
4,499.50 |
7.25 |
0.2% |
4,572.00 |
Close |
4,502.50 |
4,569.75 |
67.25 |
1.5% |
4,589.50 |
Range |
152.50 |
88.50 |
-64.00 |
-42.0% |
163.00 |
ATR |
62.63 |
64.48 |
1.85 |
3.0% |
0.00 |
Volume |
34,309 |
43,005 |
8,696 |
25.3% |
50,172 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,818.00 |
4,782.25 |
4,618.50 |
|
R3 |
4,729.50 |
4,693.75 |
4,594.00 |
|
R2 |
4,641.00 |
4,641.00 |
4,586.00 |
|
R1 |
4,605.25 |
4,605.25 |
4,577.75 |
4,623.00 |
PP |
4,552.50 |
4,552.50 |
4,552.50 |
4,561.25 |
S1 |
4,516.75 |
4,516.75 |
4,561.75 |
4,534.50 |
S2 |
4,464.00 |
4,464.00 |
4,553.50 |
|
S3 |
4,375.50 |
4,428.25 |
4,545.50 |
|
S4 |
4,287.00 |
4,339.75 |
4,521.00 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.25 |
5,018.25 |
4,679.25 |
|
R3 |
4,958.25 |
4,855.25 |
4,634.25 |
|
R2 |
4,795.25 |
4,795.25 |
4,619.50 |
|
R1 |
4,692.25 |
4,692.25 |
4,604.50 |
4,662.25 |
PP |
4,632.25 |
4,632.25 |
4,632.25 |
4,617.00 |
S1 |
4,529.25 |
4,529.25 |
4,574.50 |
4,499.25 |
S2 |
4,469.25 |
4,469.25 |
4,559.50 |
|
S3 |
4,306.25 |
4,366.25 |
4,544.75 |
|
S4 |
4,143.25 |
4,203.25 |
4,499.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,711.50 |
4,492.25 |
219.25 |
4.8% |
114.50 |
2.5% |
35% |
False |
False |
27,165 |
10 |
4,735.00 |
4,492.25 |
242.75 |
5.3% |
80.75 |
1.8% |
32% |
False |
False |
18,072 |
20 |
4,735.00 |
4,492.25 |
242.75 |
5.3% |
57.50 |
1.3% |
32% |
False |
False |
11,106 |
40 |
4,735.00 |
4,311.00 |
424.00 |
9.3% |
50.00 |
1.1% |
61% |
False |
False |
7,431 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
56.75 |
1.2% |
66% |
False |
False |
5,640 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
51.25 |
1.1% |
66% |
False |
False |
4,292 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.6% |
49.00 |
1.1% |
69% |
False |
False |
3,445 |
120 |
4,735.00 |
4,110.75 |
624.25 |
13.7% |
46.50 |
1.0% |
74% |
False |
False |
2,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,964.00 |
2.618 |
4,819.75 |
1.618 |
4,731.25 |
1.000 |
4,676.50 |
0.618 |
4,642.75 |
HIGH |
4,588.00 |
0.618 |
4,554.25 |
0.500 |
4,543.75 |
0.382 |
4,533.25 |
LOW |
4,499.50 |
0.618 |
4,444.75 |
1.000 |
4,411.00 |
1.618 |
4,356.25 |
2.618 |
4,267.75 |
4.250 |
4,123.50 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,561.00 |
4,577.00 |
PP |
4,552.50 |
4,574.50 |
S1 |
4,543.75 |
4,572.00 |
|