Trading Metrics calculated at close of trading on 28-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,066.7320 |
4,059.2410 |
-7.4910 |
-0.2% |
3,909.5150 |
High |
4,136.7400 |
4,075.5870 |
-61.1530 |
-1.5% |
4,149.8130 |
Low |
4,008.8270 |
3,765.1710 |
-243.6560 |
-6.1% |
3,756.9170 |
Close |
4,059.2410 |
3,808.5870 |
-250.6540 |
-6.2% |
4,114.6950 |
Range |
127.9130 |
310.4160 |
182.5030 |
142.7% |
392.8960 |
ATR |
284.7857 |
286.6164 |
1.8307 |
0.6% |
0.0000 |
Volume |
2,125 |
468,101 |
465,976 |
21,928.3% |
1,237,975 |
|
Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,814.3630 |
4,621.8910 |
3,979.3158 |
|
R3 |
4,503.9470 |
4,311.4750 |
3,893.9514 |
|
R2 |
4,193.5310 |
4,193.5310 |
3,865.4966 |
|
R1 |
4,001.0590 |
4,001.0590 |
3,837.0418 |
3,942.0870 |
PP |
3,883.1150 |
3,883.1150 |
3,883.1150 |
3,853.6290 |
S1 |
3,690.6430 |
3,690.6430 |
3,780.1322 |
3,631.6710 |
S2 |
3,572.6990 |
3,572.6990 |
3,751.6774 |
|
S3 |
3,262.2830 |
3,380.2270 |
3,723.2226 |
|
S4 |
2,951.8670 |
3,069.8110 |
3,637.8582 |
|
|
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 |
3,765.1710 |
384.6420 |
10.1% |
196.7528 |
5.2% |
11% |
False |
True |
340,164 |
10 |
4,149.8130 |
3,654.5330 |
495.2800 |
13.0% |
232.6007 |
6.1% |
31% |
False |
False |
396,952 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
30.8% |
302.6513 |
7.9% |
17% |
False |
False |
395,382 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
33.1% |
306.5866 |
8.0% |
16% |
False |
False |
371,823 |
60 |
4,865.4260 |
3,259.2440 |
1,606.1820 |
42.2% |
283.1454 |
7.4% |
34% |
False |
False |
349,785 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
58.0% |
293.0777 |
7.7% |
52% |
False |
False |
491,028 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
58.0% |
278.9526 |
7.3% |
52% |
False |
False |
596,669 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
82.5% |
261.4114 |
6.9% |
66% |
False |
False |
700,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,394.8550 |
2.618 |
4,888.2561 |
1.618 |
4,577.8401 |
1.000 |
4,386.0030 |
0.618 |
4,267.4241 |
HIGH |
4,075.5870 |
0.618 |
3,957.0081 |
0.500 |
3,920.3790 |
0.382 |
3,883.7499 |
LOW |
3,765.1710 |
0.618 |
3,573.3339 |
1.000 |
3,454.7550 |
1.618 |
3,262.9179 |
2.618 |
2,952.5019 |
4.250 |
2,445.9030 |
|
|
Fisher Pivots for day following 28-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,920.3790 |
3,957.4920 |
PP |
3,883.1150 |
3,907.8570 |
S1 |
3,845.8510 |
3,858.2220 |
|