Trading Metrics calculated at close of trading on 23-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,026.1040 |
4,014.6890 |
-11.4150 |
-0.3% |
3,996.2520 |
High |
4,073.3890 |
4,149.8130 |
76.4240 |
1.9% |
4,175.7010 |
Low |
3,945.7610 |
3,895.3060 |
-50.4550 |
-1.3% |
3,654.5330 |
Close |
4,014.8070 |
4,114.6950 |
99.8880 |
2.5% |
3,909.1190 |
Range |
127.6280 |
254.5070 |
126.8790 |
99.4% |
521.1680 |
ATR |
300.1102 |
296.8528 |
-3.2574 |
-1.1% |
0.0000 |
Volume |
317,150 |
472,426 |
155,276 |
49.0% |
2,269,707 |
|
Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,816.7923 |
4,720.2507 |
4,254.6739 |
|
R3 |
4,562.2853 |
4,465.7437 |
4,184.6844 |
|
R2 |
4,307.7783 |
4,307.7783 |
4,161.3546 |
|
R1 |
4,211.2367 |
4,211.2367 |
4,138.0248 |
4,259.5075 |
PP |
4,053.2713 |
4,053.2713 |
4,053.2713 |
4,077.4068 |
S1 |
3,956.7297 |
3,956.7297 |
4,091.3652 |
4,005.0005 |
S2 |
3,798.7643 |
3,798.7643 |
4,068.0354 |
|
S3 |
3,544.2573 |
3,702.2227 |
4,044.7056 |
|
S4 |
3,289.7503 |
3,447.7157 |
3,974.7162 |
|
|
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 |
4,149.8130 |
3,706.0220 |
443.7910 |
10.8% |
227.9876 |
5.5% |
92% |
True |
False |
394,632 |
10 |
4,223.6820 |
3,654.5330 |
569.1490 |
13.8% |
267.6688 |
6.5% |
81% |
False |
False |
404,429 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
28.5% |
335.8763 |
8.2% |
43% |
False |
False |
403,153 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
30.6% |
311.4538 |
7.6% |
40% |
False |
False |
394,371 |
60 |
4,865.4260 |
2,807.0740 |
2,058.3520 |
50.0% |
285.5805 |
6.9% |
64% |
False |
False |
365,816 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
53.7% |
293.9690 |
7.1% |
66% |
False |
False |
513,918 |
100 |
4,865.4260 |
2,461.2590 |
2,404.1670 |
58.4% |
280.0087 |
6.8% |
69% |
False |
False |
618,084 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
76.4% |
260.7575 |
6.3% |
76% |
False |
False |
721,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,231.4678 |
2.618 |
4,816.1123 |
1.618 |
4,561.6053 |
1.000 |
4,404.3200 |
0.618 |
4,307.0983 |
HIGH |
4,149.8130 |
0.618 |
4,052.5913 |
0.500 |
4,022.5595 |
0.382 |
3,992.5277 |
LOW |
3,895.3060 |
0.618 |
3,738.0207 |
1.000 |
3,640.7990 |
1.618 |
3,483.5137 |
2.618 |
3,229.0067 |
4.250 |
2,813.6513 |
|
|
Fisher Pivots for day following 23-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,083.9832 |
4,083.9832 |
PP |
4,053.2713 |
4,053.2713 |
S1 |
4,022.5595 |
4,022.5595 |
|