| 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 |
4,091.0 |
4,130.0 |
39.0 |
1.0% |
4,126.0 |
| High |
4,135.0 |
4,267.5 |
132.5 |
3.2% |
4,167.5 |
| Low |
4,059.0 |
4,130.0 |
71.0 |
1.7% |
3,980.0 |
| Close |
4,125.0 |
4,255.0 |
130.0 |
3.2% |
4,050.0 |
| Range |
76.0 |
137.5 |
61.5 |
80.9% |
187.5 |
| ATR |
70.6 |
75.7 |
5.1 |
7.3% |
0.0 |
| Volume |
62,178 |
133,375 |
71,197 |
114.5% |
158,322 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,630.0 |
4,580.0 |
4,330.6 |
|
| R3 |
4,492.5 |
4,442.5 |
4,292.8 |
|
| R2 |
4,355.0 |
4,355.0 |
4,280.2 |
|
| R1 |
4,305.0 |
4,305.0 |
4,267.6 |
4,330.0 |
| PP |
4,217.5 |
4,217.5 |
4,217.5 |
4,230.0 |
| S1 |
4,167.5 |
4,167.5 |
4,242.4 |
4,192.5 |
| S2 |
4,080.0 |
4,080.0 |
4,229.8 |
|
| S3 |
3,942.5 |
4,030.0 |
4,217.2 |
|
| S4 |
3,805.0 |
3,892.5 |
4,179.4 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,628.3 |
4,526.7 |
4,153.1 |
|
| R3 |
4,440.8 |
4,339.2 |
4,101.6 |
|
| R2 |
4,253.3 |
4,253.3 |
4,084.4 |
|
| R1 |
4,151.7 |
4,151.7 |
4,067.2 |
4,108.8 |
| PP |
4,065.8 |
4,065.8 |
4,065.8 |
4,044.4 |
| S1 |
3,964.2 |
3,964.2 |
4,032.8 |
3,921.3 |
| S2 |
3,878.3 |
3,878.3 |
4,015.6 |
|
| S3 |
3,690.8 |
3,776.7 |
3,998.4 |
|
| S4 |
3,503.3 |
3,589.2 |
3,946.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,267.5 |
4,038.0 |
229.5 |
5.4% |
95.1 |
2.2% |
95% |
True |
False |
62,833 |
| 10 |
4,283.0 |
3,980.0 |
303.0 |
7.1% |
95.5 |
2.2% |
91% |
False |
False |
38,170 |
| 20 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
63.0 |
1.5% |
67% |
False |
False |
23,791 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
45.9 |
1.1% |
67% |
False |
False |
13,627 |
| 60 |
4,392.5 |
3,935.0 |
457.5 |
10.8% |
48.2 |
1.1% |
70% |
False |
False |
9,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,851.9 |
|
2.618 |
4,627.5 |
|
1.618 |
4,490.0 |
|
1.000 |
4,405.0 |
|
0.618 |
4,352.5 |
|
HIGH |
4,267.5 |
|
0.618 |
4,215.0 |
|
0.500 |
4,198.8 |
|
0.382 |
4,182.5 |
|
LOW |
4,130.0 |
|
0.618 |
4,045.0 |
|
1.000 |
3,992.5 |
|
1.618 |
3,907.5 |
|
2.618 |
3,770.0 |
|
4.250 |
3,545.6 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,236.3 |
4,220.9 |
| PP |
4,217.5 |
4,186.8 |
| S1 |
4,198.8 |
4,152.8 |
|