Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,772.0010 |
3,853.6210 |
81.6200 |
2.2% |
4,208.0820 |
High |
3,879.3520 |
4,090.0290 |
210.6770 |
5.4% |
4,488.7560 |
Low |
3,691.8290 |
3,654.5330 |
-37.2960 |
-1.0% |
3,605.5420 |
Close |
3,853.6210 |
4,067.3810 |
213.7600 |
5.5% |
3,996.7490 |
Range |
187.5230 |
435.4960 |
247.9730 |
132.2% |
883.2140 |
ATR |
338.3530 |
345.2918 |
6.9388 |
2.1% |
0.0000 |
Volume |
7,930 |
847,943 |
840,013 |
10,592.8% |
2,109,960 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.8023 |
5,091.0877 |
4,306.9038 |
|
R3 |
4,808.3063 |
4,655.5917 |
4,187.1424 |
|
R2 |
4,372.8103 |
4,372.8103 |
4,147.2219 |
|
R1 |
4,220.0957 |
4,220.0957 |
4,107.3015 |
4,296.4530 |
PP |
3,937.3143 |
3,937.3143 |
3,937.3143 |
3,975.4930 |
S1 |
3,784.5997 |
3,784.5997 |
4,027.4605 |
3,860.9570 |
S2 |
3,501.8183 |
3,501.8183 |
3,987.5401 |
|
S3 |
3,066.3223 |
3,349.1037 |
3,947.6196 |
|
S4 |
2,630.8263 |
2,913.6077 |
3,827.8582 |
|
|
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 |
3,654.5330 |
834.2230 |
20.5% |
364.3542 |
9.0% |
49% |
False |
True |
375,050 |
10 |
4,652.1610 |
3,605.5420 |
1,046.6190 |
25.7% |
371.3412 |
9.1% |
44% |
False |
False |
342,750 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
28.9% |
366.5194 |
9.0% |
39% |
False |
False |
409,085 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
31.0% |
323.4953 |
8.0% |
37% |
False |
False |
353,460 |
60 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.3% |
294.6469 |
7.2% |
64% |
False |
False |
411,941 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.3% |
293.7810 |
7.2% |
64% |
False |
False |
538,199 |
100 |
4,865.4260 |
2,154.0200 |
2,711.4060 |
66.7% |
276.7367 |
6.8% |
71% |
False |
False |
668,120 |
120 |
4,865.4260 |
1,718.7330 |
3,146.6930 |
77.4% |
260.7361 |
6.4% |
75% |
False |
False |
765,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,940.8870 |
2.618 |
5,230.1575 |
1.618 |
4,794.6615 |
1.000 |
4,525.5250 |
0.618 |
4,359.1655 |
HIGH |
4,090.0290 |
0.618 |
3,923.6695 |
0.500 |
3,872.2810 |
0.382 |
3,820.8925 |
LOW |
3,654.5330 |
0.618 |
3,385.3965 |
1.000 |
3,219.0370 |
1.618 |
2,949.9005 |
2.618 |
2,514.4045 |
4.250 |
1,803.6750 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,002.3477 |
4,016.6263 |
PP |
3,937.3143 |
3,965.8717 |
S1 |
3,872.2810 |
3,915.1170 |
|