| 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 |
1,778.4 |
1,786.1 |
7.7 |
0.4% |
1,852.5 |
| High |
1,796.2 |
1,786.9 |
-9.3 |
-0.5% |
1,853.7 |
| Low |
1,775.7 |
1,764.2 |
-11.5 |
-0.6% |
1,782.4 |
| Close |
1,786.3 |
1,764.7 |
-21.6 |
-1.2% |
1,789.9 |
| Range |
20.5 |
22.7 |
2.2 |
10.7% |
71.3 |
| ATR |
25.1 |
24.9 |
-0.2 |
-0.7% |
0.0 |
| Volume |
4,075 |
5,570 |
1,495 |
36.7% |
27,509 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.0 |
1,825.1 |
1,777.2 |
|
| R3 |
1,817.3 |
1,802.4 |
1,770.9 |
|
| R2 |
1,794.6 |
1,794.6 |
1,768.9 |
|
| R1 |
1,779.7 |
1,779.7 |
1,766.8 |
1,775.8 |
| PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,770.0 |
| S1 |
1,757.0 |
1,757.0 |
1,762.6 |
1,753.1 |
| S2 |
1,749.2 |
1,749.2 |
1,760.5 |
|
| S3 |
1,726.5 |
1,734.3 |
1,758.5 |
|
| S4 |
1,703.8 |
1,711.6 |
1,752.2 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.6 |
1,977.5 |
1,829.1 |
|
| R3 |
1,951.3 |
1,906.2 |
1,809.5 |
|
| R2 |
1,880.0 |
1,880.0 |
1,803.0 |
|
| R1 |
1,834.9 |
1,834.9 |
1,796.4 |
1,821.8 |
| PP |
1,808.7 |
1,808.7 |
1,808.7 |
1,802.1 |
| S1 |
1,763.6 |
1,763.6 |
1,783.4 |
1,750.5 |
| S2 |
1,737.4 |
1,737.4 |
1,776.8 |
|
| S3 |
1,666.1 |
1,692.3 |
1,770.3 |
|
| S4 |
1,594.8 |
1,621.0 |
1,750.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,820.8 |
1,764.2 |
56.6 |
3.2% |
27.5 |
1.6% |
1% |
False |
True |
4,578 |
| 10 |
1,875.8 |
1,764.2 |
111.6 |
6.3% |
26.9 |
1.5% |
0% |
False |
True |
5,133 |
| 20 |
1,883.3 |
1,764.2 |
119.1 |
6.7% |
25.5 |
1.4% |
0% |
False |
True |
5,163 |
| 40 |
1,883.3 |
1,753.7 |
129.6 |
7.3% |
22.8 |
1.3% |
8% |
False |
False |
3,488 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
9.0% |
22.7 |
1.3% |
25% |
False |
False |
2,732 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
9.0% |
21.7 |
1.2% |
25% |
False |
False |
2,278 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.4% |
21.1 |
1.2% |
41% |
False |
False |
2,012 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.4% |
20.4 |
1.2% |
41% |
False |
False |
1,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,883.4 |
|
2.618 |
1,846.3 |
|
1.618 |
1,823.6 |
|
1.000 |
1,809.6 |
|
0.618 |
1,800.9 |
|
HIGH |
1,786.9 |
|
0.618 |
1,778.2 |
|
0.500 |
1,775.6 |
|
0.382 |
1,772.9 |
|
LOW |
1,764.2 |
|
0.618 |
1,750.2 |
|
1.000 |
1,741.5 |
|
1.618 |
1,727.5 |
|
2.618 |
1,704.8 |
|
4.250 |
1,667.7 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,775.6 |
1,788.7 |
| PP |
1,771.9 |
1,780.7 |
| S1 |
1,768.3 |
1,772.7 |
|