Trading Metrics calculated at close of trading on 29-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,059.2410 |
3,808.5870 |
-250.6540 |
-6.2% |
3,909.5150 |
High |
4,075.5870 |
3,826.9980 |
-248.5890 |
-6.1% |
4,149.8130 |
Low |
3,765.1710 |
3,701.3600 |
-63.8110 |
-1.7% |
3,756.9170 |
Close |
3,808.5870 |
3,725.5250 |
-83.0620 |
-2.2% |
4,114.6950 |
Range |
310.4160 |
125.6380 |
-184.7780 |
-59.5% |
392.8960 |
ATR |
286.6164 |
275.1180 |
-11.4985 |
-4.0% |
0.0000 |
Volume |
468,101 |
346,762 |
-121,339 |
-25.9% |
1,237,975 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,128.2083 |
4,052.5047 |
3,794.6259 |
|
R3 |
4,002.5703 |
3,926.8667 |
3,760.0755 |
|
R2 |
3,876.9323 |
3,876.9323 |
3,748.5586 |
|
R1 |
3,801.2287 |
3,801.2287 |
3,737.0418 |
3,776.2615 |
PP |
3,751.2943 |
3,751.2943 |
3,751.2943 |
3,738.8108 |
S1 |
3,675.5907 |
3,675.5907 |
3,714.0082 |
3,650.6235 |
S2 |
3,625.6563 |
3,625.6563 |
3,702.4914 |
|
S3 |
3,500.0183 |
3,549.9527 |
3,690.9746 |
|
S4 |
3,374.3803 |
3,424.3147 |
3,656.4241 |
|
|
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 |
3,701.3600 |
448.4530 |
12.0% |
189.2204 |
5.1% |
5% |
False |
True |
321,312 |
10 |
4,149.8130 |
3,654.5330 |
495.2800 |
13.3% |
226.4122 |
6.1% |
14% |
False |
False |
430,836 |
20 |
4,780.1300 |
3,605.5420 |
1,174.5880 |
31.5% |
289.2603 |
7.8% |
10% |
False |
False |
379,402 |
40 |
4,865.4260 |
3,605.5420 |
1,259.8840 |
33.8% |
302.8736 |
8.1% |
10% |
False |
False |
380,491 |
60 |
4,865.4260 |
3,349.7870 |
1,515.6390 |
40.7% |
281.4905 |
7.6% |
25% |
False |
False |
347,728 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.3% |
290.7878 |
7.8% |
48% |
False |
False |
484,118 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.3% |
278.0002 |
7.5% |
48% |
False |
False |
584,857 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
84.4% |
261.3354 |
7.0% |
64% |
False |
False |
691,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,360.9595 |
2.618 |
4,155.9183 |
1.618 |
4,030.2803 |
1.000 |
3,952.6360 |
0.618 |
3,904.6423 |
HIGH |
3,826.9980 |
0.618 |
3,779.0043 |
0.500 |
3,764.1790 |
0.382 |
3,749.3537 |
LOW |
3,701.3600 |
0.618 |
3,623.7157 |
1.000 |
3,575.7220 |
1.618 |
3,498.0777 |
2.618 |
3,372.4397 |
4.250 |
3,167.3985 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,764.1790 |
3,919.0500 |
PP |
3,751.2943 |
3,854.5417 |
S1 |
3,738.4097 |
3,790.0333 |
|