| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,905.00 |
16,025.00 |
120.00 |
0.8% |
16,100.00 |
| High |
16,070.75 |
16,126.00 |
55.25 |
0.3% |
16,460.00 |
| Low |
15,770.75 |
15,545.50 |
-225.25 |
-1.4% |
15,545.50 |
| Close |
15,994.25 |
15,723.50 |
-270.75 |
-1.7% |
15,723.50 |
| Range |
300.00 |
580.50 |
280.50 |
93.5% |
914.50 |
| ATR |
288.16 |
309.04 |
20.88 |
7.2% |
0.00 |
| Volume |
5,271 |
6,652 |
1,381 |
26.2% |
21,976 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,539.75 |
17,212.25 |
16,042.75 |
|
| R3 |
16,959.25 |
16,631.75 |
15,883.25 |
|
| R2 |
16,378.75 |
16,378.75 |
15,830.00 |
|
| R1 |
16,051.25 |
16,051.25 |
15,776.75 |
15,924.75 |
| PP |
15,798.25 |
15,798.25 |
15,798.25 |
15,735.00 |
| S1 |
15,470.75 |
15,470.75 |
15,670.25 |
15,344.25 |
| S2 |
15,217.75 |
15,217.75 |
15,617.00 |
|
| S3 |
14,637.25 |
14,890.25 |
15,563.75 |
|
| S4 |
14,056.75 |
14,309.75 |
15,404.25 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,653.25 |
18,102.75 |
16,226.50 |
|
| R3 |
17,738.75 |
17,188.25 |
15,975.00 |
|
| R2 |
16,824.25 |
16,824.25 |
15,891.25 |
|
| R1 |
16,273.75 |
16,273.75 |
15,807.25 |
16,091.75 |
| PP |
15,909.75 |
15,909.75 |
15,909.75 |
15,818.50 |
| S1 |
15,359.25 |
15,359.25 |
15,639.75 |
15,177.25 |
| S2 |
14,995.25 |
14,995.25 |
15,555.75 |
|
| S3 |
14,080.75 |
14,444.75 |
15,472.00 |
|
| S4 |
13,166.25 |
13,530.25 |
15,220.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,460.00 |
15,545.50 |
914.50 |
5.8% |
449.25 |
2.9% |
19% |
False |
True |
4,395 |
| 10 |
16,769.00 |
15,545.50 |
1,223.50 |
7.8% |
380.00 |
2.4% |
15% |
False |
True |
3,254 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.8% |
291.75 |
1.9% |
15% |
False |
True |
2,244 |
| 40 |
16,769.00 |
14,587.25 |
2,181.75 |
13.9% |
248.50 |
1.6% |
52% |
False |
False |
1,537 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.3% |
255.50 |
1.6% |
56% |
False |
False |
1,298 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.3% |
226.25 |
1.4% |
56% |
False |
False |
984 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.3% |
212.75 |
1.4% |
56% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,593.00 |
|
2.618 |
17,645.75 |
|
1.618 |
17,065.25 |
|
1.000 |
16,706.50 |
|
0.618 |
16,484.75 |
|
HIGH |
16,126.00 |
|
0.618 |
15,904.25 |
|
0.500 |
15,835.75 |
|
0.382 |
15,767.25 |
|
LOW |
15,545.50 |
|
0.618 |
15,186.75 |
|
1.000 |
14,965.00 |
|
1.618 |
14,606.25 |
|
2.618 |
14,025.75 |
|
4.250 |
13,078.50 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,835.75 |
15,988.50 |
| PP |
15,798.25 |
15,900.00 |
| S1 |
15,761.00 |
15,811.75 |
|