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 |
1,803.17 |
1,810.72 |
7.55 |
0.4% |
1,798.66 |
High |
1,810.09 |
1,812.95 |
2.86 |
0.2% |
1,810.09 |
Low |
1,800.83 |
1,804.05 |
3.22 |
0.2% |
1,785.37 |
Close |
1,807.81 |
1,811.48 |
3.67 |
0.2% |
1,807.81 |
Range |
9.26 |
8.90 |
-0.36 |
-3.9% |
24.72 |
ATR |
17.66 |
17.04 |
-0.63 |
-3.5% |
0.00 |
Volume |
5,943 |
5,794 |
-149 |
-2.5% |
24,177 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.19 |
1,832.74 |
1,816.38 |
|
R3 |
1,827.29 |
1,823.84 |
1,813.93 |
|
R2 |
1,818.39 |
1,818.39 |
1,813.11 |
|
R1 |
1,814.94 |
1,814.94 |
1,812.30 |
1,816.67 |
PP |
1,809.49 |
1,809.49 |
1,809.49 |
1,810.36 |
S1 |
1,806.04 |
1,806.04 |
1,810.66 |
1,807.77 |
S2 |
1,800.59 |
1,800.59 |
1,809.85 |
|
S3 |
1,791.69 |
1,797.14 |
1,809.03 |
|
S4 |
1,782.79 |
1,788.24 |
1,806.59 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.25 |
1,866.25 |
1,821.41 |
|
R3 |
1,850.53 |
1,841.53 |
1,814.61 |
|
R2 |
1,825.81 |
1,825.81 |
1,812.34 |
|
R1 |
1,816.81 |
1,816.81 |
1,810.08 |
1,821.31 |
PP |
1,801.09 |
1,801.09 |
1,801.09 |
1,803.34 |
S1 |
1,792.09 |
1,792.09 |
1,805.54 |
1,796.59 |
S2 |
1,776.37 |
1,776.37 |
1,803.28 |
|
S3 |
1,751.65 |
1,767.37 |
1,801.01 |
|
S4 |
1,726.93 |
1,742.65 |
1,794.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.95 |
1,785.37 |
27.58 |
1.5% |
13.04 |
0.7% |
95% |
True |
False |
5,994 |
10 |
1,813.51 |
1,759.35 |
54.16 |
3.0% |
15.46 |
0.9% |
96% |
False |
False |
6,303 |
20 |
1,813.51 |
1,759.35 |
54.16 |
3.0% |
16.35 |
0.9% |
96% |
False |
False |
6,254 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
19.55 |
1.1% |
45% |
False |
False |
6,249 |
60 |
1,875.09 |
1,746.60 |
128.49 |
7.1% |
19.25 |
1.1% |
50% |
False |
False |
6,210 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.4% |
20.00 |
1.1% |
58% |
False |
False |
6,193 |
100 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
20.24 |
1.1% |
65% |
False |
False |
6,253 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
19.67 |
1.1% |
65% |
False |
False |
6,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.78 |
2.618 |
1,836.25 |
1.618 |
1,827.35 |
1.000 |
1,821.85 |
0.618 |
1,818.45 |
HIGH |
1,812.95 |
0.618 |
1,809.55 |
0.500 |
1,808.50 |
0.382 |
1,807.45 |
LOW |
1,804.05 |
0.618 |
1,798.55 |
1.000 |
1,795.15 |
1.618 |
1,789.65 |
2.618 |
1,780.75 |
4.250 |
1,766.23 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,810.49 |
1,807.47 |
PP |
1,809.49 |
1,803.46 |
S1 |
1,808.50 |
1,799.45 |
|