Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
47,195.46 |
47,288.19 |
92.73 |
0.2% |
50,898.32 |
High |
47,895.26 |
48,561.00 |
665.74 |
1.4% |
52,007.04 |
Low |
46,026.10 |
45,705.89 |
-320.21 |
-0.7% |
45,705.89 |
Close |
47,288.23 |
46,329.11 |
-959.12 |
-2.0% |
46,329.11 |
Range |
1,869.16 |
2,855.11 |
985.95 |
52.7% |
6,301.15 |
ATR |
2,832.40 |
2,834.02 |
1.62 |
0.1% |
0.00 |
Volume |
57,568 |
53,511 |
-4,057 |
-7.0% |
215,139 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,430.66 |
53,735.00 |
47,899.42 |
|
R3 |
52,575.55 |
50,879.89 |
47,114.27 |
|
R2 |
49,720.44 |
49,720.44 |
46,852.55 |
|
R1 |
48,024.78 |
48,024.78 |
46,590.83 |
47,445.06 |
PP |
46,865.33 |
46,865.33 |
46,865.33 |
46,575.47 |
S1 |
45,169.67 |
45,169.67 |
46,067.39 |
44,589.95 |
S2 |
44,010.22 |
44,010.22 |
45,805.67 |
|
S3 |
41,155.11 |
42,314.56 |
45,543.95 |
|
S4 |
38,300.00 |
39,459.45 |
44,758.80 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66,917.46 |
62,924.44 |
49,794.74 |
|
R3 |
60,616.31 |
56,623.29 |
48,061.93 |
|
R2 |
54,315.16 |
54,315.16 |
47,484.32 |
|
R1 |
50,322.14 |
50,322.14 |
46,906.72 |
49,168.08 |
PP |
48,014.01 |
48,014.01 |
48,014.01 |
47,436.98 |
S1 |
44,020.99 |
44,020.99 |
45,751.50 |
42,866.93 |
S2 |
41,712.86 |
41,712.86 |
45,173.90 |
|
S3 |
35,411.71 |
37,719.84 |
44,596.29 |
|
S4 |
29,110.56 |
31,418.69 |
42,863.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52,007.04 |
45,705.89 |
6,301.15 |
13.6% |
2,491.28 |
5.4% |
10% |
False |
True |
43,027 |
10 |
52,007.04 |
45,544.58 |
6,462.46 |
13.9% |
2,461.45 |
5.3% |
12% |
False |
False |
37,689 |
20 |
57,429.97 |
45,544.58 |
11,885.39 |
25.7% |
2,942.52 |
6.4% |
7% |
False |
False |
30,422 |
40 |
68,906.48 |
45,544.58 |
23,361.90 |
50.4% |
3,141.75 |
6.8% |
3% |
False |
False |
33,136 |
60 |
68,906.48 |
45,544.58 |
23,361.90 |
50.4% |
3,161.74 |
6.8% |
3% |
False |
False |
29,827 |
80 |
68,906.48 |
39,716.33 |
29,190.15 |
63.0% |
3,116.81 |
6.7% |
23% |
False |
False |
34,526 |
100 |
68,906.48 |
39,716.33 |
29,190.15 |
63.0% |
3,027.67 |
6.5% |
23% |
False |
False |
34,160 |
120 |
68,906.48 |
29,348.60 |
39,557.88 |
85.4% |
2,951.46 |
6.4% |
43% |
False |
False |
38,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60,695.22 |
2.618 |
56,035.68 |
1.618 |
53,180.57 |
1.000 |
51,416.11 |
0.618 |
50,325.46 |
HIGH |
48,561.00 |
0.618 |
47,470.35 |
0.500 |
47,133.45 |
0.382 |
46,796.54 |
LOW |
45,705.89 |
0.618 |
43,941.43 |
1.000 |
42,850.78 |
1.618 |
41,086.32 |
2.618 |
38,231.21 |
4.250 |
33,571.67 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
47,133.45 |
47,133.45 |
PP |
46,865.33 |
46,865.33 |
S1 |
46,597.22 |
46,597.22 |
|