Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,916.3040 |
4,026.1040 |
109.8000 |
2.8% |
3,996.2520 |
High |
4,058.9920 |
4,073.3890 |
14.3970 |
0.4% |
4,175.7010 |
Low |
3,895.6920 |
3,945.7610 |
50.0690 |
1.3% |
3,654.5330 |
Close |
4,025.8540 |
4,014.8070 |
-11.0470 |
-0.3% |
3,909.1190 |
Range |
163.3000 |
127.6280 |
-35.6720 |
-21.8% |
521.1680 |
ATR |
313.3780 |
300.1102 |
-13.2679 |
-4.2% |
0.0000 |
Volume |
441,018 |
317,150 |
-123,868 |
-28.1% |
2,269,707 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,394.2030 |
4,332.1330 |
4,085.0024 |
|
R3 |
4,266.5750 |
4,204.5050 |
4,049.9047 |
|
R2 |
4,138.9470 |
4,138.9470 |
4,038.2055 |
|
R1 |
4,076.8770 |
4,076.8770 |
4,026.5062 |
4,044.0980 |
PP |
4,011.3190 |
4,011.3190 |
4,011.3190 |
3,994.9295 |
S1 |
3,949.2490 |
3,949.2490 |
4,003.1078 |
3,916.4700 |
S2 |
3,883.6910 |
3,883.6910 |
3,991.4085 |
|
S3 |
3,756.0630 |
3,821.6210 |
3,979.7093 |
|
S4 |
3,628.4350 |
3,693.9930 |
3,944.6116 |
|
|
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 |
3,706.0220 |
402.6000 |
10.0% |
202.0304 |
5.0% |
77% |
False |
False |
434,200 |
10 |
4,488.7560 |
3,654.5330 |
834.2230 |
20.8% |
283.1923 |
7.1% |
43% |
False |
False |
404,625 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
29.3% |
333.0559 |
8.3% |
35% |
False |
False |
397,753 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
31.4% |
313.9425 |
7.8% |
32% |
False |
False |
396,106 |
60 |
4,865.4260 |
2,787.4490 |
2,077.9770 |
51.8% |
284.0270 |
7.1% |
59% |
False |
False |
371,221 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
55.0% |
294.2115 |
7.3% |
61% |
False |
False |
519,975 |
100 |
4,865.4260 |
2,448.9630 |
2,416.4630 |
60.2% |
279.3493 |
7.0% |
65% |
False |
False |
627,496 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
78.3% |
259.9009 |
6.5% |
73% |
False |
False |
723,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,615.8080 |
2.618 |
4,407.5191 |
1.618 |
4,279.8911 |
1.000 |
4,201.0170 |
0.618 |
4,152.2631 |
HIGH |
4,073.3890 |
0.618 |
4,024.6351 |
0.500 |
4,009.5750 |
0.382 |
3,994.5149 |
LOW |
3,945.7610 |
0.618 |
3,866.8869 |
1.000 |
3,818.1330 |
1.618 |
3,739.2589 |
2.618 |
3,611.6309 |
4.250 |
3,403.3420 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,013.0630 |
3,981.5890 |
PP |
4,011.3190 |
3,948.3710 |
S1 |
4,009.5750 |
3,915.1530 |
|