Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,014.6890 |
4,066.7320 |
52.0430 |
1.3% |
3,909.5150 |
High |
4,149.8130 |
4,136.7400 |
-13.0730 |
-0.3% |
4,149.8130 |
Low |
3,895.3060 |
4,008.8270 |
113.5210 |
2.9% |
3,756.9170 |
Close |
4,114.6950 |
4,059.2410 |
-55.4540 |
-1.3% |
4,114.6950 |
Range |
254.5070 |
127.9130 |
-126.5940 |
-49.7% |
392.8960 |
ATR |
296.8528 |
284.7857 |
-12.0671 |
-4.1% |
0.0000 |
Volume |
472,426 |
2,125 |
-470,301 |
-99.6% |
1,237,975 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.0083 |
4,383.5377 |
4,129.5932 |
|
R3 |
4,324.0953 |
4,255.6247 |
4,094.4171 |
|
R2 |
4,196.1823 |
4,196.1823 |
4,082.6917 |
|
R1 |
4,127.7117 |
4,127.7117 |
4,070.9664 |
4,097.9905 |
PP |
4,068.2693 |
4,068.2693 |
4,068.2693 |
4,053.4088 |
S1 |
3,999.7987 |
3,999.7987 |
4,047.5156 |
3,970.0775 |
S2 |
3,940.3563 |
3,940.3563 |
4,035.7903 |
|
S3 |
3,812.4433 |
3,871.8857 |
4,024.0649 |
|
S4 |
3,684.5303 |
3,743.9727 |
3,988.8889 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,185.8297 |
5,043.1583 |
4,330.7878 |
|
R3 |
4,792.9337 |
4,650.2623 |
4,222.7414 |
|
R2 |
4,400.0377 |
4,400.0377 |
4,186.7259 |
|
R1 |
4,257.3663 |
4,257.3663 |
4,150.7105 |
4,328.7020 |
PP |
4,007.1417 |
4,007.1417 |
4,007.1417 |
4,042.8095 |
S1 |
3,864.4703 |
3,864.4703 |
4,078.6795 |
3,935.8060 |
S2 |
3,614.2457 |
3,614.2457 |
4,042.6641 |
|
S3 |
3,221.3497 |
3,471.5743 |
4,006.6486 |
|
S4 |
2,828.4537 |
3,078.6783 |
3,898.6022 |
|
|
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 |
3,756.9170 |
392.8960 |
9.7% |
187.5812 |
4.6% |
77% |
False |
False |
248,020 |
10 |
4,175.7010 |
3,654.5330 |
521.1680 |
12.8% |
251.6481 |
6.2% |
78% |
False |
False |
350,980 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
28.9% |
311.0377 |
7.7% |
39% |
False |
False |
372,185 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
31.0% |
304.7749 |
7.5% |
36% |
False |
False |
375,849 |
60 |
4,865.4260 |
2,969.1750 |
1,896.2510 |
46.7% |
283.7302 |
7.0% |
57% |
False |
False |
356,185 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
54.4% |
290.6175 |
7.2% |
63% |
False |
False |
497,693 |
100 |
4,865.4260 |
2,544.1200 |
2,321.3060 |
57.2% |
278.6392 |
6.9% |
65% |
False |
False |
605,706 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
77.4% |
260.7538 |
6.4% |
74% |
False |
False |
708,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,680.3703 |
2.618 |
4,471.6162 |
1.618 |
4,343.7032 |
1.000 |
4,264.6530 |
0.618 |
4,215.7902 |
HIGH |
4,136.7400 |
0.618 |
4,087.8772 |
0.500 |
4,072.7835 |
0.382 |
4,057.6898 |
LOW |
4,008.8270 |
0.618 |
3,929.7768 |
1.000 |
3,880.9140 |
1.618 |
3,801.8638 |
2.618 |
3,673.9508 |
4.250 |
3,465.1968 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,072.7835 |
4,047.0138 |
PP |
4,068.2693 |
4,034.7867 |
S1 |
4,063.7552 |
4,022.5595 |
|