| 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 |
1,772.5 |
1,790.0 |
17.5 |
1.0% |
1,792.4 |
| High |
1,789.6 |
1,790.1 |
0.5 |
0.0% |
1,813.1 |
| Low |
1,768.5 |
1,778.7 |
10.2 |
0.6% |
1,764.2 |
| Close |
1,785.8 |
1,781.5 |
-4.3 |
-0.2% |
1,785.8 |
| Range |
21.1 |
11.4 |
-9.7 |
-46.0% |
48.9 |
| ATR |
24.9 |
24.0 |
-1.0 |
-3.9% |
0.0 |
| Volume |
6,772 |
2,886 |
-3,886 |
-57.4% |
23,004 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.6 |
1,811.0 |
1,787.8 |
|
| R3 |
1,806.2 |
1,799.6 |
1,784.6 |
|
| R2 |
1,794.8 |
1,794.8 |
1,783.6 |
|
| R1 |
1,788.2 |
1,788.2 |
1,782.5 |
1,785.8 |
| PP |
1,783.4 |
1,783.4 |
1,783.4 |
1,782.3 |
| S1 |
1,776.8 |
1,776.8 |
1,780.5 |
1,774.4 |
| S2 |
1,772.0 |
1,772.0 |
1,779.4 |
|
| S3 |
1,760.6 |
1,765.4 |
1,778.4 |
|
| S4 |
1,749.2 |
1,754.0 |
1,775.2 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.4 |
1,909.0 |
1,812.7 |
|
| R3 |
1,885.5 |
1,860.1 |
1,799.2 |
|
| R2 |
1,836.6 |
1,836.6 |
1,794.8 |
|
| R1 |
1,811.2 |
1,811.2 |
1,790.3 |
1,799.5 |
| PP |
1,787.7 |
1,787.7 |
1,787.7 |
1,781.8 |
| S1 |
1,762.3 |
1,762.3 |
1,781.3 |
1,750.6 |
| S2 |
1,738.8 |
1,738.8 |
1,776.8 |
|
| S3 |
1,689.9 |
1,713.4 |
1,772.4 |
|
| S4 |
1,641.0 |
1,664.5 |
1,758.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,813.1 |
1,764.2 |
48.9 |
2.7% |
23.1 |
1.3% |
35% |
False |
False |
4,544 |
| 10 |
1,853.7 |
1,764.2 |
89.5 |
5.0% |
26.4 |
1.5% |
19% |
False |
False |
5,339 |
| 20 |
1,883.3 |
1,764.2 |
119.1 |
6.7% |
24.0 |
1.3% |
15% |
False |
False |
5,252 |
| 40 |
1,883.3 |
1,753.7 |
129.6 |
7.3% |
22.5 |
1.3% |
21% |
False |
False |
3,580 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
22.7 |
1.3% |
36% |
False |
False |
2,854 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
21.5 |
1.2% |
36% |
False |
False |
2,357 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.3% |
21.2 |
1.2% |
49% |
False |
False |
2,091 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.3% |
20.1 |
1.1% |
49% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,838.6 |
|
2.618 |
1,819.9 |
|
1.618 |
1,808.5 |
|
1.000 |
1,801.5 |
|
0.618 |
1,797.1 |
|
HIGH |
1,790.1 |
|
0.618 |
1,785.7 |
|
0.500 |
1,784.4 |
|
0.382 |
1,783.1 |
|
LOW |
1,778.7 |
|
0.618 |
1,771.7 |
|
1.000 |
1,767.3 |
|
1.618 |
1,760.3 |
|
2.618 |
1,748.9 |
|
4.250 |
1,730.3 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.4 |
1,780.1 |
| PP |
1,783.4 |
1,778.6 |
| S1 |
1,782.5 |
1,777.2 |
|