Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,996.2520 |
3,772.0010 |
-224.2510 |
-5.6% |
4,208.0820 |
High |
4,175.7010 |
3,879.3520 |
-296.3490 |
-7.1% |
4,488.7560 |
Low |
3,674.8110 |
3,691.8290 |
17.0180 |
0.5% |
3,605.5420 |
Close |
3,772.0010 |
3,853.6210 |
81.6200 |
2.2% |
3,996.7490 |
Range |
500.8900 |
187.5230 |
-313.3670 |
-62.6% |
883.2140 |
ATR |
349.9554 |
338.3530 |
-11.6023 |
-3.3% |
0.0000 |
Volume |
8,380 |
7,930 |
-450 |
-5.4% |
2,109,960 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,370.8363 |
4,299.7517 |
3,956.7587 |
|
R3 |
4,183.3133 |
4,112.2287 |
3,905.1898 |
|
R2 |
3,995.7903 |
3,995.7903 |
3,888.0002 |
|
R1 |
3,924.7057 |
3,924.7057 |
3,870.8106 |
3,960.2480 |
PP |
3,808.2673 |
3,808.2673 |
3,808.2673 |
3,826.0385 |
S1 |
3,737.1827 |
3,737.1827 |
3,836.4314 |
3,772.7250 |
S2 |
3,620.7443 |
3,620.7443 |
3,819.2418 |
|
S3 |
3,433.2213 |
3,549.6597 |
3,802.0522 |
|
S4 |
3,245.6983 |
3,362.1367 |
3,750.4834 |
|
|
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 |
21.1% |
320.7336 |
8.3% |
22% |
False |
False |
287,227 |
10 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
30.5% |
352.1083 |
9.1% |
21% |
False |
False |
327,968 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
30.5% |
367.2431 |
9.5% |
21% |
False |
False |
399,149 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
32.7% |
316.0346 |
8.2% |
20% |
False |
False |
332,263 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
57.3% |
293.1017 |
7.6% |
54% |
False |
False |
424,250 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
57.3% |
291.3891 |
7.6% |
54% |
False |
False |
534,849 |
100 |
4,865.4260 |
2,037.5830 |
2,827.8430 |
73.4% |
276.2896 |
7.2% |
64% |
False |
False |
674,386 |
120 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
81.7% |
258.9820 |
6.7% |
68% |
False |
False |
770,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.3248 |
2.618 |
4,370.2872 |
1.618 |
4,182.7642 |
1.000 |
4,066.8750 |
0.618 |
3,995.2412 |
HIGH |
3,879.3520 |
0.618 |
3,807.7182 |
0.500 |
3,785.5905 |
0.382 |
3,763.4628 |
LOW |
3,691.8290 |
0.618 |
3,575.9398 |
1.000 |
3,504.3060 |
1.618 |
3,388.4168 |
2.618 |
3,200.8938 |
4.250 |
2,894.8563 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,830.9442 |
3,949.2465 |
PP |
3,808.2673 |
3,917.3713 |
S1 |
3,785.5905 |
3,885.4962 |
|