Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,031.1550 |
3,909.5150 |
-121.6400 |
-3.0% |
3,996.2520 |
High |
4,035.9670 |
4,021.4750 |
-14.4920 |
-0.4% |
4,175.7010 |
Low |
3,706.0220 |
3,756.9170 |
50.8950 |
1.4% |
3,654.5330 |
Close |
3,909.1190 |
3,915.2340 |
6.1150 |
0.2% |
3,909.1190 |
Range |
329.9450 |
264.5580 |
-65.3870 |
-19.8% |
521.1680 |
ATR |
329.5659 |
324.9225 |
-4.6434 |
-1.4% |
0.0000 |
Volume |
735,189 |
7,381 |
-727,808 |
-99.0% |
2,269,707 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,691.5493 |
4,567.9497 |
4,060.7409 |
|
R3 |
4,426.9913 |
4,303.3917 |
3,987.9875 |
|
R2 |
4,162.4333 |
4,162.4333 |
3,963.7363 |
|
R1 |
4,038.8337 |
4,038.8337 |
3,939.4852 |
4,100.6335 |
PP |
3,897.8753 |
3,897.8753 |
3,897.8753 |
3,928.7753 |
S1 |
3,774.2757 |
3,774.2757 |
3,890.9829 |
3,836.0755 |
S2 |
3,633.3173 |
3,633.3173 |
3,866.7317 |
|
S3 |
3,368.7593 |
3,509.7177 |
3,842.4806 |
|
S4 |
3,104.2013 |
3,245.1597 |
3,769.7271 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.6217 |
5,214.0383 |
4,195.7614 |
|
R3 |
4,955.4537 |
4,692.8703 |
4,052.4402 |
|
R2 |
4,434.2857 |
4,434.2857 |
4,004.6665 |
|
R1 |
4,171.7023 |
4,171.7023 |
3,956.8927 |
4,042.4100 |
PP |
3,913.1177 |
3,913.1177 |
3,913.1177 |
3,848.4715 |
S1 |
3,650.5343 |
3,650.5343 |
3,861.3453 |
3,521.2420 |
S2 |
3,391.9497 |
3,391.9497 |
3,813.5715 |
|
S3 |
2,870.7817 |
3,129.3663 |
3,765.7978 |
|
S4 |
2,349.6137 |
2,608.1983 |
3,622.4766 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,108.6220 |
3,654.5330 |
454.0890 |
11.6% |
268.4486 |
6.9% |
57% |
False |
False |
453,741 |
10 |
4,488.7560 |
3,654.5330 |
834.2230 |
21.3% |
291.5180 |
7.4% |
31% |
False |
False |
438,039 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
30.0% |
354.8558 |
9.1% |
26% |
False |
False |
387,865 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
32.2% |
318.1619 |
8.1% |
25% |
False |
False |
377,241 |
60 |
4,865.4260 |
2,742.6620 |
2,122.7640 |
54.2% |
289.8736 |
7.4% |
55% |
False |
False |
385,085 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
56.4% |
295.7082 |
7.6% |
57% |
False |
False |
526,049 |
100 |
4,865.4260 |
2,304.5840 |
2,560.8420 |
65.4% |
280.6162 |
7.2% |
63% |
False |
False |
643,812 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
80.3% |
260.1471 |
6.6% |
70% |
False |
False |
740,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,145.8465 |
2.618 |
4,714.0878 |
1.618 |
4,449.5298 |
1.000 |
4,286.0330 |
0.618 |
4,184.9718 |
HIGH |
4,021.4750 |
0.618 |
3,920.4138 |
0.500 |
3,889.1960 |
0.382 |
3,857.9782 |
LOW |
3,756.9170 |
0.618 |
3,593.4202 |
1.000 |
3,492.3590 |
1.618 |
3,328.8622 |
2.618 |
3,064.3042 |
4.250 |
2,632.5455 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,906.5547 |
3,912.5967 |
PP |
3,897.8753 |
3,909.9593 |
S1 |
3,889.1960 |
3,907.3220 |
|