Trading Metrics calculated at close of trading on 30-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,808.5870 |
3,725.5210 |
-83.0660 |
-2.2% |
3,909.5150 |
High |
3,826.9980 |
3,767.7190 |
-59.2790 |
-1.5% |
4,149.8130 |
Low |
3,701.3600 |
3,592.1250 |
-109.2350 |
-3.0% |
3,756.9170 |
Close |
3,725.5250 |
3,735.4600 |
9.9350 |
0.3% |
4,114.6950 |
Range |
125.6380 |
175.5940 |
49.9560 |
39.8% |
392.8960 |
ATR |
275.1180 |
268.0091 |
-7.1089 |
-2.6% |
0.0000 |
Volume |
346,762 |
388,283 |
41,521 |
12.0% |
1,237,975 |
|
Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,225.2167 |
4,155.9323 |
3,832.0367 |
|
R3 |
4,049.6227 |
3,980.3383 |
3,783.7484 |
|
R2 |
3,874.0287 |
3,874.0287 |
3,767.6522 |
|
R1 |
3,804.7443 |
3,804.7443 |
3,751.5561 |
3,839.3865 |
PP |
3,698.4347 |
3,698.4347 |
3,698.4347 |
3,715.7558 |
S1 |
3,629.1503 |
3,629.1503 |
3,719.3639 |
3,663.7925 |
S2 |
3,522.8407 |
3,522.8407 |
3,703.2678 |
|
S3 |
3,347.2467 |
3,453.5563 |
3,687.1717 |
|
S4 |
3,171.6527 |
3,277.9623 |
3,638.8833 |
|
|
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 |
3,592.1250 |
557.6880 |
14.9% |
198.8136 |
5.3% |
26% |
False |
True |
335,539 |
10 |
4,149.8130 |
3,592.1250 |
557.6880 |
14.9% |
200.4220 |
5.4% |
26% |
False |
True |
384,870 |
20 |
4,652.1610 |
3,592.1250 |
1,060.0360 |
28.4% |
285.8816 |
7.7% |
14% |
False |
True |
363,810 |
40 |
4,865.4260 |
3,592.1250 |
1,273.3010 |
34.1% |
301.0051 |
8.1% |
11% |
False |
True |
378,120 |
60 |
4,865.4260 |
3,349.7870 |
1,515.6390 |
40.6% |
281.6887 |
7.5% |
25% |
False |
False |
344,958 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.1% |
281.6893 |
7.5% |
49% |
False |
False |
475,361 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.1% |
276.5433 |
7.4% |
49% |
False |
False |
572,531 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
84.2% |
261.2944 |
7.0% |
64% |
False |
False |
687,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.9935 |
2.618 |
4,227.4241 |
1.618 |
4,051.8301 |
1.000 |
3,943.3130 |
0.618 |
3,876.2361 |
HIGH |
3,767.7190 |
0.618 |
3,700.6421 |
0.500 |
3,679.9220 |
0.382 |
3,659.2019 |
LOW |
3,592.1250 |
0.618 |
3,483.6079 |
1.000 |
3,416.5310 |
1.618 |
3,308.0139 |
2.618 |
3,132.4199 |
4.250 |
2,845.8505 |
|
|
Fisher Pivots for day following 30-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,716.9473 |
3,833.8560 |
PP |
3,698.4347 |
3,801.0573 |
S1 |
3,679.9220 |
3,768.2587 |
|