Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,909.5150 |
3,916.3040 |
6.7890 |
0.2% |
3,996.2520 |
High |
4,021.4750 |
4,058.9920 |
37.5170 |
0.9% |
4,175.7010 |
Low |
3,756.9170 |
3,895.6920 |
138.7750 |
3.7% |
3,654.5330 |
Close |
3,915.2340 |
4,025.8540 |
110.6200 |
2.8% |
3,909.1190 |
Range |
264.5580 |
163.3000 |
-101.2580 |
-38.3% |
521.1680 |
ATR |
324.9225 |
313.3780 |
-11.5445 |
-3.6% |
0.0000 |
Volume |
7,381 |
441,018 |
433,637 |
5,875.0% |
2,269,707 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,483.4127 |
4,417.9333 |
4,115.6690 |
|
R3 |
4,320.1127 |
4,254.6333 |
4,070.7615 |
|
R2 |
4,156.8127 |
4,156.8127 |
4,055.7923 |
|
R1 |
4,091.3333 |
4,091.3333 |
4,040.8232 |
4,124.0730 |
PP |
3,993.5127 |
3,993.5127 |
3,993.5127 |
4,009.8825 |
S1 |
3,928.0333 |
3,928.0333 |
4,010.8848 |
3,960.7730 |
S2 |
3,830.2127 |
3,830.2127 |
3,995.9157 |
|
S3 |
3,666.9127 |
3,764.7333 |
3,980.9465 |
|
S4 |
3,503.6127 |
3,601.4333 |
3,936.0390 |
|
|
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 |
11.3% |
263.6040 |
6.5% |
82% |
False |
False |
540,359 |
10 |
4,488.7560 |
3,654.5330 |
834.2230 |
20.7% |
292.1688 |
7.3% |
45% |
False |
False |
413,793 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
29.2% |
342.6498 |
8.5% |
36% |
False |
False |
409,722 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
31.3% |
314.6342 |
7.8% |
33% |
False |
False |
388,266 |
60 |
4,865.4260 |
2,787.4490 |
2,077.9770 |
51.6% |
285.5747 |
7.1% |
60% |
False |
False |
377,410 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.9% |
295.1030 |
7.3% |
62% |
False |
False |
522,778 |
100 |
4,865.4260 |
2,419.9240 |
2,445.5020 |
60.7% |
280.8256 |
7.0% |
66% |
False |
False |
638,602 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
78.1% |
259.8211 |
6.5% |
73% |
False |
False |
730,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,753.0170 |
2.618 |
4,486.5114 |
1.618 |
4,323.2114 |
1.000 |
4,222.2920 |
0.618 |
4,159.9114 |
HIGH |
4,058.9920 |
0.618 |
3,996.6114 |
0.500 |
3,977.3420 |
0.382 |
3,958.0726 |
LOW |
3,895.6920 |
0.618 |
3,794.7726 |
1.000 |
3,732.3920 |
1.618 |
3,631.4726 |
2.618 |
3,468.1726 |
4.250 |
3,201.6670 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,009.6833 |
3,978.0717 |
PP |
3,993.5127 |
3,930.2893 |
S1 |
3,977.3420 |
3,882.5070 |
|