Trading Metrics calculated at close of trading on 13-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,165.4650 |
3,996.2520 |
-169.2130 |
-4.1% |
4,208.0820 |
High |
4,223.6820 |
4,175.7010 |
-47.9810 |
-1.1% |
4,488.7560 |
Low |
3,935.5620 |
3,674.8110 |
-260.7510 |
-6.6% |
3,605.5420 |
Close |
3,996.7490 |
3,772.0010 |
-224.7480 |
-5.6% |
3,996.7490 |
Range |
288.1200 |
500.8900 |
212.7700 |
73.8% |
883.2140 |
ATR |
338.3450 |
349.9554 |
11.6104 |
3.4% |
0.0000 |
Volume |
536,614 |
8,380 |
-528,234 |
-98.4% |
2,109,960 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,376.8410 |
5,075.3110 |
4,047.4905 |
|
R3 |
4,875.9510 |
4,574.4210 |
3,909.7458 |
|
R2 |
4,375.0610 |
4,375.0610 |
3,863.8308 |
|
R1 |
4,073.5310 |
4,073.5310 |
3,817.9159 |
3,973.8510 |
PP |
3,874.1710 |
3,874.1710 |
3,874.1710 |
3,824.3310 |
S1 |
3,572.6410 |
3,572.6410 |
3,726.0861 |
3,472.9610 |
S2 |
3,373.2810 |
3,373.2810 |
3,680.1712 |
|
S3 |
2,872.3910 |
3,071.7510 |
3,634.2563 |
|
S4 |
2,371.5010 |
2,570.8610 |
3,496.5115 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,679.9910 |
6,221.5840 |
4,482.5167 |
|
R3 |
5,796.7770 |
5,338.3700 |
4,239.6329 |
|
R2 |
4,913.5630 |
4,913.5630 |
4,158.6716 |
|
R1 |
4,455.1560 |
4,455.1560 |
4,077.7103 |
4,242.7525 |
PP |
4,030.3490 |
4,030.3490 |
4,030.3490 |
3,924.1473 |
S1 |
3,571.9420 |
3,571.9420 |
3,915.7877 |
3,359.5385 |
S2 |
3,147.1350 |
3,147.1350 |
3,834.8264 |
|
S3 |
2,263.9210 |
2,688.7280 |
3,753.8652 |
|
S4 |
1,380.7070 |
1,805.5140 |
3,510.9813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,488.7560 |
3,674.8110 |
813.9450 |
21.6% |
314.5874 |
8.3% |
12% |
False |
True |
422,337 |
10 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
31.1% |
372.7018 |
9.9% |
14% |
False |
False |
393,811 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
31.1% |
370.4456 |
9.8% |
14% |
False |
False |
398,905 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
33.4% |
318.4456 |
8.4% |
13% |
False |
False |
332,167 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
58.5% |
300.0525 |
8.0% |
50% |
False |
False |
437,384 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
58.5% |
290.9570 |
7.7% |
50% |
False |
False |
543,367 |
100 |
4,865.4260 |
1,998.0910 |
2,867.3350 |
76.0% |
275.3364 |
7.3% |
62% |
False |
False |
684,794 |
120 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
83.4% |
258.6507 |
6.9% |
65% |
False |
False |
782,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,304.4835 |
2.618 |
5,487.0310 |
1.618 |
4,986.1410 |
1.000 |
4,676.5910 |
0.618 |
4,485.2510 |
HIGH |
4,175.7010 |
0.618 |
3,984.3610 |
0.500 |
3,925.2560 |
0.382 |
3,866.1510 |
LOW |
3,674.8110 |
0.618 |
3,365.2610 |
1.000 |
3,173.9210 |
1.618 |
2,864.3710 |
2.618 |
2,363.4810 |
4.250 |
1,546.0285 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,925.2560 |
4,081.7835 |
PP |
3,874.1710 |
3,978.5227 |
S1 |
3,823.0860 |
3,875.2618 |
|