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 |
4,628.0740 |
4,567.5350 |
-60.5390 |
-1.3% |
4,283.9940 |
High |
4,780.1300 |
4,631.1600 |
-148.9700 |
-3.1% |
4,551.1650 |
Low |
4,536.9630 |
4,438.7710 |
-98.1920 |
-2.2% |
3,926.4790 |
Close |
4,567.5620 |
4,544.1920 |
-23.3700 |
-0.5% |
4,075.7050 |
Range |
243.1670 |
192.3890 |
-50.7780 |
-20.9% |
624.6860 |
ATR |
321.2911 |
312.0838 |
-9.2073 |
-2.9% |
0.0000 |
Volume |
700,122 |
446,864 |
-253,258 |
-36.2% |
1,546,309 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,115.2080 |
5,022.0890 |
4,650.0060 |
|
R3 |
4,922.8190 |
4,829.7000 |
4,597.0990 |
|
R2 |
4,730.4300 |
4,730.4300 |
4,579.4633 |
|
R1 |
4,637.3110 |
4,637.3110 |
4,561.8277 |
4,587.6760 |
PP |
4,538.0410 |
4,538.0410 |
4,538.0410 |
4,513.2235 |
S1 |
4,444.9220 |
4,444.9220 |
4,526.5563 |
4,395.2870 |
S2 |
4,345.6520 |
4,345.6520 |
4,508.9207 |
|
S3 |
4,153.2630 |
4,252.5330 |
4,491.2850 |
|
S4 |
3,960.8740 |
4,060.1440 |
4,438.3781 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,058.5077 |
5,691.7923 |
4,419.2823 |
|
R3 |
5,433.8217 |
5,067.1063 |
4,247.4937 |
|
R2 |
4,809.1357 |
4,809.1357 |
4,190.2308 |
|
R1 |
4,442.4203 |
4,442.4203 |
4,132.9679 |
4,313.4350 |
PP |
4,184.4497 |
4,184.4497 |
4,184.4497 |
4,119.9570 |
S1 |
3,817.7343 |
3,817.7343 |
4,018.4421 |
3,688.7490 |
S2 |
3,559.7637 |
3,559.7637 |
3,961.1792 |
|
S3 |
2,935.0777 |
3,193.0483 |
3,903.9164 |
|
S4 |
2,310.3917 |
2,568.3623 |
3,732.1277 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,780.1300 |
3,926.4790 |
853.6510 |
18.8% |
386.3688 |
8.5% |
72% |
False |
False |
487,797 |
10 |
4,780.1300 |
3,926.4790 |
853.6510 |
18.8% |
358.5044 |
7.9% |
72% |
False |
False |
453,879 |
20 |
4,865.4260 |
3,926.4790 |
938.9470 |
20.7% |
315.4928 |
6.9% |
66% |
False |
False |
389,147 |
40 |
4,865.4260 |
3,382.3540 |
1,483.0720 |
32.6% |
277.5019 |
6.1% |
78% |
False |
False |
334,613 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.6% |
278.1240 |
6.1% |
85% |
False |
False |
498,353 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
48.6% |
274.2586 |
6.0% |
85% |
False |
False |
612,786 |
100 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
69.2% |
257.0803 |
5.7% |
90% |
False |
False |
746,021 |
120 |
4,865.4260 |
1,709.6900 |
3,155.7360 |
69.4% |
247.6572 |
5.4% |
90% |
False |
False |
849,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,448.8133 |
2.618 |
5,134.8344 |
1.618 |
4,942.4454 |
1.000 |
4,823.5490 |
0.618 |
4,750.0564 |
HIGH |
4,631.1600 |
0.618 |
4,557.6674 |
0.500 |
4,534.9655 |
0.382 |
4,512.2636 |
LOW |
4,438.7710 |
0.618 |
4,319.8746 |
1.000 |
4,246.3820 |
1.618 |
4,127.4856 |
2.618 |
3,935.0966 |
4.250 |
3,621.1178 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,541.1165 |
4,565.8475 |
PP |
4,538.0410 |
4,558.6290 |
S1 |
4,534.9655 |
4,551.4105 |
|