Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
3,725.5210 |
3,735.4170 |
9.8960 |
0.3% |
4,066.7320 |
High |
3,767.7190 |
3,811.3750 |
43.6560 |
1.2% |
4,136.7400 |
Low |
3,592.1250 |
3,624.4640 |
32.3390 |
0.9% |
3,592.1250 |
Close |
3,735.4600 |
3,688.8770 |
-46.5830 |
-1.2% |
3,688.8770 |
Range |
175.5940 |
186.9110 |
11.3170 |
6.4% |
544.6150 |
ATR |
268.0091 |
262.2164 |
-5.7927 |
-2.2% |
0.0000 |
Volume |
388,283 |
399,341 |
11,058 |
2.8% |
1,604,612 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.9717 |
4,165.8353 |
3,791.6781 |
|
R3 |
4,082.0607 |
3,978.9243 |
3,740.2775 |
|
R2 |
3,895.1497 |
3,895.1497 |
3,723.1440 |
|
R1 |
3,792.0133 |
3,792.0133 |
3,706.0105 |
3,750.1260 |
PP |
3,708.2387 |
3,708.2387 |
3,708.2387 |
3,687.2950 |
S1 |
3,605.1023 |
3,605.1023 |
3,671.7435 |
3,563.2150 |
S2 |
3,521.3277 |
3,521.3277 |
3,654.6100 |
|
S3 |
3,334.4167 |
3,418.1913 |
3,637.4765 |
|
S4 |
3,147.5057 |
3,231.2803 |
3,586.0760 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,439.7590 |
5,108.9330 |
3,988.4153 |
|
R3 |
4,895.1440 |
4,564.3180 |
3,838.6461 |
|
R2 |
4,350.5290 |
4,350.5290 |
3,788.7231 |
|
R1 |
4,019.7030 |
4,019.7030 |
3,738.8000 |
3,912.8085 |
PP |
3,805.9140 |
3,805.9140 |
3,805.9140 |
3,752.4668 |
S1 |
3,475.0880 |
3,475.0880 |
3,638.9540 |
3,368.1935 |
S2 |
3,261.2990 |
3,261.2990 |
3,589.0309 |
|
S3 |
2,716.6840 |
2,930.4730 |
3,539.1079 |
|
S4 |
2,172.0690 |
2,385.8580 |
3,389.3388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,136.7400 |
3,592.1250 |
544.6150 |
14.8% |
185.2944 |
5.0% |
18% |
False |
False |
320,922 |
10 |
4,149.8130 |
3,592.1250 |
557.6880 |
15.1% |
206.6410 |
5.6% |
17% |
False |
False |
357,777 |
20 |
4,652.1610 |
3,592.1250 |
1,060.0360 |
28.7% |
285.6077 |
7.7% |
9% |
False |
False |
361,434 |
40 |
4,865.4260 |
3,592.1250 |
1,273.3010 |
34.5% |
300.5503 |
8.1% |
8% |
False |
False |
375,290 |
60 |
4,865.4260 |
3,382.3540 |
1,483.0720 |
40.2% |
280.2038 |
7.6% |
21% |
False |
False |
343,553 |
80 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.9% |
279.9949 |
7.6% |
47% |
False |
False |
464,123 |
100 |
4,865.4260 |
2,657.0130 |
2,208.4130 |
59.9% |
276.5284 |
7.5% |
47% |
False |
False |
562,516 |
120 |
4,865.4260 |
1,721.5890 |
3,143.8370 |
85.2% |
261.8349 |
7.1% |
63% |
False |
False |
681,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,605.7468 |
2.618 |
4,300.7080 |
1.618 |
4,113.7970 |
1.000 |
3,998.2860 |
0.618 |
3,926.8860 |
HIGH |
3,811.3750 |
0.618 |
3,739.9750 |
0.500 |
3,717.9195 |
0.382 |
3,695.8640 |
LOW |
3,624.4640 |
0.618 |
3,508.9530 |
1.000 |
3,437.5530 |
1.618 |
3,322.0420 |
2.618 |
3,135.1310 |
4.250 |
2,830.0923 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
3,717.9195 |
3,709.5615 |
PP |
3,708.2387 |
3,702.6667 |
S1 |
3,698.5578 |
3,695.7718 |
|