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 |
4,580.00 |
4,536.00 |
-44.00 |
-1.0% |
4,582.00 |
High |
4,600.25 |
4,604.75 |
4.50 |
0.1% |
4,663.50 |
Low |
4,485.75 |
4,524.75 |
39.00 |
0.9% |
4,485.75 |
Close |
4,531.25 |
4,583.25 |
52.00 |
1.1% |
4,531.25 |
Range |
114.50 |
80.00 |
-34.50 |
-30.1% |
177.75 |
ATR |
68.05 |
68.91 |
0.85 |
1.3% |
0.00 |
Volume |
71,439 |
80,859 |
9,420 |
13.2% |
187,226 |
|
Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.00 |
4,777.00 |
4,627.25 |
|
R3 |
4,731.00 |
4,697.00 |
4,605.25 |
|
R2 |
4,651.00 |
4,651.00 |
4,598.00 |
|
R1 |
4,617.00 |
4,617.00 |
4,590.50 |
4,634.00 |
PP |
4,571.00 |
4,571.00 |
4,571.00 |
4,579.50 |
S1 |
4,537.00 |
4,537.00 |
4,576.00 |
4,554.00 |
S2 |
4,491.00 |
4,491.00 |
4,568.50 |
|
S3 |
4,411.00 |
4,457.00 |
4,561.25 |
|
S4 |
4,331.00 |
4,377.00 |
4,539.25 |
|
|
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 |
4,661.50 |
4,485.75 |
175.75 |
3.8% |
109.25 |
2.4% |
55% |
False |
False |
51,483 |
10 |
4,735.00 |
4,485.75 |
249.25 |
5.4% |
92.50 |
2.0% |
39% |
False |
False |
31,825 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.4% |
64.00 |
1.4% |
39% |
False |
False |
17,863 |
40 |
4,735.00 |
4,311.00 |
424.00 |
9.3% |
52.50 |
1.1% |
64% |
False |
False |
11,140 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.5% |
58.25 |
1.3% |
69% |
False |
False |
8,159 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.5% |
53.25 |
1.2% |
69% |
False |
False |
6,191 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.5% |
50.25 |
1.1% |
71% |
False |
False |
4,966 |
120 |
4,735.00 |
4,110.75 |
624.25 |
13.6% |
47.50 |
1.0% |
76% |
False |
False |
4,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,944.75 |
2.618 |
4,814.25 |
1.618 |
4,734.25 |
1.000 |
4,684.75 |
0.618 |
4,654.25 |
HIGH |
4,604.75 |
0.618 |
4,574.25 |
0.500 |
4,564.75 |
0.382 |
4,555.25 |
LOW |
4,524.75 |
0.618 |
4,475.25 |
1.000 |
4,444.75 |
1.618 |
4,395.25 |
2.618 |
4,315.25 |
4.250 |
4,184.75 |
|
|
Fisher Pivots for day following 06-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,577.00 |
4,570.50 |
PP |
4,571.00 |
4,558.00 |
S1 |
4,564.75 |
4,545.25 |
|