| 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 |
16,025.00 |
15,730.00 |
-295.00 |
-1.8% |
16,100.00 |
| High |
16,126.00 |
15,901.00 |
-225.00 |
-1.4% |
16,460.00 |
| Low |
15,545.50 |
15,566.50 |
21.00 |
0.1% |
15,545.50 |
| Close |
15,723.50 |
15,847.00 |
123.50 |
0.8% |
15,723.50 |
| Range |
580.50 |
334.50 |
-246.00 |
-42.4% |
914.50 |
| ATR |
309.04 |
310.86 |
1.82 |
0.6% |
0.00 |
| Volume |
6,652 |
11,901 |
5,249 |
78.9% |
21,976 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,775.00 |
16,645.50 |
16,031.00 |
|
| R3 |
16,440.50 |
16,311.00 |
15,939.00 |
|
| R2 |
16,106.00 |
16,106.00 |
15,908.25 |
|
| R1 |
15,976.50 |
15,976.50 |
15,877.75 |
16,041.25 |
| PP |
15,771.50 |
15,771.50 |
15,771.50 |
15,804.00 |
| S1 |
15,642.00 |
15,642.00 |
15,816.25 |
15,706.75 |
| S2 |
15,437.00 |
15,437.00 |
15,785.75 |
|
| S3 |
15,102.50 |
15,307.50 |
15,755.00 |
|
| S4 |
14,768.00 |
14,973.00 |
15,663.00 |
|
|
| 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% |
438.75 |
2.8% |
33% |
False |
False |
6,355 |
| 10 |
16,769.00 |
15,545.50 |
1,223.50 |
7.7% |
398.25 |
2.5% |
25% |
False |
False |
4,236 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.7% |
300.75 |
1.9% |
25% |
False |
False |
2,795 |
| 40 |
16,769.00 |
14,587.25 |
2,181.75 |
13.8% |
252.00 |
1.6% |
58% |
False |
False |
1,809 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
257.50 |
1.6% |
62% |
False |
False |
1,496 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
228.75 |
1.4% |
62% |
False |
False |
1,132 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.2% |
213.75 |
1.3% |
62% |
False |
False |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,322.50 |
|
2.618 |
16,776.75 |
|
1.618 |
16,442.25 |
|
1.000 |
16,235.50 |
|
0.618 |
16,107.75 |
|
HIGH |
15,901.00 |
|
0.618 |
15,773.25 |
|
0.500 |
15,733.75 |
|
0.382 |
15,694.25 |
|
LOW |
15,566.50 |
|
0.618 |
15,359.75 |
|
1.000 |
15,232.00 |
|
1.618 |
15,025.25 |
|
2.618 |
14,690.75 |
|
4.250 |
14,145.00 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,809.25 |
15,843.25 |
| PP |
15,771.50 |
15,839.50 |
| S1 |
15,733.75 |
15,835.75 |
|