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 |
4,536.00 |
4,588.25 |
52.25 |
1.2% |
4,582.00 |
High |
4,604.75 |
4,690.75 |
86.00 |
1.9% |
4,663.50 |
Low |
4,524.75 |
4,580.75 |
56.00 |
1.2% |
4,485.75 |
Close |
4,583.25 |
4,678.50 |
95.25 |
2.1% |
4,531.25 |
Range |
80.00 |
110.00 |
30.00 |
37.5% |
177.75 |
ATR |
68.91 |
71.84 |
2.94 |
4.3% |
0.00 |
Volume |
80,859 |
65,997 |
-14,862 |
-18.4% |
187,226 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,980.00 |
4,939.25 |
4,739.00 |
|
R3 |
4,870.00 |
4,829.25 |
4,708.75 |
|
R2 |
4,760.00 |
4,760.00 |
4,698.75 |
|
R1 |
4,719.25 |
4,719.25 |
4,688.50 |
4,739.50 |
PP |
4,650.00 |
4,650.00 |
4,650.00 |
4,660.25 |
S1 |
4,609.25 |
4,609.25 |
4,668.50 |
4,629.50 |
S2 |
4,540.00 |
4,540.00 |
4,658.25 |
|
S3 |
4,430.00 |
4,499.25 |
4,648.25 |
|
S4 |
4,320.00 |
4,389.25 |
4,618.00 |
|
|
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 |
4,690.75 |
4,485.75 |
205.00 |
4.4% |
109.00 |
2.3% |
94% |
True |
False |
59,121 |
10 |
4,711.50 |
4,485.75 |
225.75 |
4.8% |
97.00 |
2.1% |
85% |
False |
False |
37,474 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.3% |
68.00 |
1.5% |
77% |
False |
False |
21,038 |
40 |
4,735.00 |
4,311.00 |
424.00 |
9.1% |
53.75 |
1.1% |
87% |
False |
False |
12,768 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
59.25 |
1.3% |
88% |
False |
False |
9,245 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
54.50 |
1.2% |
88% |
False |
False |
7,015 |
100 |
4,735.00 |
4,206.75 |
528.25 |
11.3% |
50.75 |
1.1% |
89% |
False |
False |
5,625 |
120 |
4,735.00 |
4,110.75 |
624.25 |
13.3% |
48.25 |
1.0% |
91% |
False |
False |
4,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,158.25 |
2.618 |
4,978.75 |
1.618 |
4,868.75 |
1.000 |
4,800.75 |
0.618 |
4,758.75 |
HIGH |
4,690.75 |
0.618 |
4,648.75 |
0.500 |
4,635.75 |
0.382 |
4,622.75 |
LOW |
4,580.75 |
0.618 |
4,512.75 |
1.000 |
4,470.75 |
1.618 |
4,402.75 |
2.618 |
4,292.75 |
4.250 |
4,113.25 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,664.25 |
4,648.50 |
PP |
4,650.00 |
4,618.25 |
S1 |
4,635.75 |
4,588.25 |
|