| 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 |
15,730.00 |
15,849.25 |
119.25 |
0.8% |
16,100.00 |
| High |
15,901.00 |
16,378.50 |
477.50 |
3.0% |
16,460.00 |
| Low |
15,566.50 |
15,829.50 |
263.00 |
1.7% |
15,545.50 |
| Close |
15,847.00 |
16,322.50 |
475.50 |
3.0% |
15,723.50 |
| Range |
334.50 |
549.00 |
214.50 |
64.1% |
914.50 |
| ATR |
310.86 |
327.87 |
17.01 |
5.5% |
0.00 |
| Volume |
11,901 |
17,453 |
5,552 |
46.7% |
21,976 |
|
| Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,823.75 |
17,622.25 |
16,624.50 |
|
| R3 |
17,274.75 |
17,073.25 |
16,473.50 |
|
| R2 |
16,725.75 |
16,725.75 |
16,423.25 |
|
| R1 |
16,524.25 |
16,524.25 |
16,372.75 |
16,625.00 |
| PP |
16,176.75 |
16,176.75 |
16,176.75 |
16,227.25 |
| S1 |
15,975.25 |
15,975.25 |
16,272.25 |
16,076.00 |
| S2 |
15,627.75 |
15,627.75 |
16,221.75 |
|
| S3 |
15,078.75 |
15,426.25 |
16,171.50 |
|
| S4 |
14,529.75 |
14,877.25 |
16,020.50 |
|
|
| 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 |
16,431.25 |
15,545.50 |
885.75 |
5.4% |
471.75 |
2.9% |
88% |
False |
False |
9,190 |
| 10 |
16,460.00 |
15,545.50 |
914.50 |
5.6% |
413.25 |
2.5% |
85% |
False |
False |
5,720 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.5% |
319.25 |
2.0% |
64% |
False |
False |
3,643 |
| 40 |
16,769.00 |
14,587.25 |
2,181.75 |
13.4% |
260.75 |
1.6% |
80% |
False |
False |
2,235 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
263.25 |
1.6% |
81% |
False |
False |
1,785 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
234.75 |
1.4% |
81% |
False |
False |
1,350 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
217.25 |
1.3% |
81% |
False |
False |
1,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,711.75 |
|
2.618 |
17,815.75 |
|
1.618 |
17,266.75 |
|
1.000 |
16,927.50 |
|
0.618 |
16,717.75 |
|
HIGH |
16,378.50 |
|
0.618 |
16,168.75 |
|
0.500 |
16,104.00 |
|
0.382 |
16,039.25 |
|
LOW |
15,829.50 |
|
0.618 |
15,490.25 |
|
1.000 |
15,280.50 |
|
1.618 |
14,941.25 |
|
2.618 |
14,392.25 |
|
4.250 |
13,496.25 |
|
|
| Fisher Pivots for day following 07-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,249.75 |
16,202.25 |
| PP |
16,176.75 |
16,082.25 |
| S1 |
16,104.00 |
15,962.00 |
|