Trading Metrics calculated at close of trading on 03-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,509.75 |
4,580.00 |
70.25 |
1.6% |
4,582.00 |
High |
4,588.00 |
4,600.25 |
12.25 |
0.3% |
4,663.50 |
Low |
4,499.50 |
4,485.75 |
-13.75 |
-0.3% |
4,485.75 |
Close |
4,569.75 |
4,531.25 |
-38.50 |
-0.8% |
4,531.25 |
Range |
88.50 |
114.50 |
26.00 |
29.4% |
177.75 |
ATR |
64.48 |
68.05 |
3.57 |
5.5% |
0.00 |
Volume |
43,005 |
71,439 |
28,434 |
66.1% |
187,226 |
|
Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.50 |
4,821.50 |
4,594.25 |
|
R3 |
4,768.00 |
4,707.00 |
4,562.75 |
|
R2 |
4,653.50 |
4,653.50 |
4,552.25 |
|
R1 |
4,592.50 |
4,592.50 |
4,541.75 |
4,565.75 |
PP |
4,539.00 |
4,539.00 |
4,539.00 |
4,525.75 |
S1 |
4,478.00 |
4,478.00 |
4,520.75 |
4,451.25 |
S2 |
4,424.50 |
4,424.50 |
4,510.25 |
|
S3 |
4,310.00 |
4,363.50 |
4,499.75 |
|
S4 |
4,195.50 |
4,249.00 |
4,468.25 |
|
|
Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.50 |
4,990.00 |
4,629.00 |
|
R3 |
4,915.75 |
4,812.25 |
4,580.25 |
|
R2 |
4,738.00 |
4,738.00 |
4,563.75 |
|
R1 |
4,634.50 |
4,634.50 |
4,547.50 |
4,597.50 |
PP |
4,560.25 |
4,560.25 |
4,560.25 |
4,541.50 |
S1 |
4,456.75 |
4,456.75 |
4,515.00 |
4,419.50 |
S2 |
4,382.50 |
4,382.50 |
4,498.75 |
|
S3 |
4,204.75 |
4,279.00 |
4,482.25 |
|
S4 |
4,027.00 |
4,101.25 |
4,433.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,663.50 |
4,485.75 |
177.75 |
3.9% |
109.50 |
2.4% |
26% |
False |
True |
37,445 |
10 |
4,735.00 |
4,485.75 |
249.25 |
5.5% |
88.50 |
2.0% |
18% |
False |
True |
24,575 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.5% |
62.00 |
1.4% |
18% |
False |
True |
14,084 |
40 |
4,735.00 |
4,311.00 |
424.00 |
9.4% |
51.25 |
1.1% |
52% |
False |
False |
9,146 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
57.75 |
1.3% |
58% |
False |
False |
6,827 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.6% |
52.50 |
1.2% |
58% |
False |
False |
5,184 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.7% |
49.75 |
1.1% |
61% |
False |
False |
4,158 |
120 |
4,735.00 |
4,110.75 |
624.25 |
13.8% |
47.25 |
1.0% |
67% |
False |
False |
3,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,087.00 |
2.618 |
4,900.00 |
1.618 |
4,785.50 |
1.000 |
4,714.75 |
0.618 |
4,671.00 |
HIGH |
4,600.25 |
0.618 |
4,556.50 |
0.500 |
4,543.00 |
0.382 |
4,529.50 |
LOW |
4,485.75 |
0.618 |
4,415.00 |
1.000 |
4,371.25 |
1.618 |
4,300.50 |
2.618 |
4,186.00 |
4.250 |
3,999.00 |
|
|
Fisher Pivots for day following 03-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,543.00 |
4,565.25 |
PP |
4,539.00 |
4,554.00 |
S1 |
4,535.25 |
4,542.50 |
|