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 |
1,810.72 |
1,811.47 |
0.75 |
0.0% |
1,798.66 |
High |
1,812.95 |
1,819.39 |
6.44 |
0.4% |
1,810.09 |
Low |
1,804.05 |
1,805.09 |
1.04 |
0.1% |
1,785.37 |
Close |
1,811.48 |
1,805.76 |
-5.72 |
-0.3% |
1,807.81 |
Range |
8.90 |
14.30 |
5.40 |
60.7% |
24.72 |
ATR |
17.04 |
16.84 |
-0.20 |
-1.1% |
0.00 |
Volume |
5,794 |
5,969 |
175 |
3.0% |
24,177 |
|
Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.98 |
1,843.67 |
1,813.63 |
|
R3 |
1,838.68 |
1,829.37 |
1,809.69 |
|
R2 |
1,824.38 |
1,824.38 |
1,808.38 |
|
R1 |
1,815.07 |
1,815.07 |
1,807.07 |
1,812.58 |
PP |
1,810.08 |
1,810.08 |
1,810.08 |
1,808.83 |
S1 |
1,800.77 |
1,800.77 |
1,804.45 |
1,798.28 |
S2 |
1,795.78 |
1,795.78 |
1,803.14 |
|
S3 |
1,781.48 |
1,786.47 |
1,801.83 |
|
S4 |
1,767.18 |
1,772.17 |
1,797.90 |
|
|
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 |
1,819.39 |
1,785.37 |
34.02 |
1.9% |
12.91 |
0.7% |
60% |
True |
False |
5,949 |
10 |
1,819.39 |
1,759.35 |
60.04 |
3.3% |
16.10 |
0.9% |
77% |
True |
False |
6,215 |
20 |
1,819.39 |
1,759.35 |
60.04 |
3.3% |
16.23 |
0.9% |
77% |
True |
False |
6,253 |
40 |
1,875.09 |
1,759.35 |
115.74 |
6.4% |
19.22 |
1.1% |
40% |
False |
False |
6,234 |
60 |
1,875.09 |
1,746.60 |
128.49 |
7.1% |
19.29 |
1.1% |
46% |
False |
False |
6,207 |
80 |
1,875.09 |
1,722.02 |
153.07 |
8.5% |
20.04 |
1.1% |
55% |
False |
False |
6,190 |
100 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
20.23 |
1.1% |
62% |
False |
False |
6,241 |
120 |
1,875.09 |
1,693.69 |
181.40 |
10.0% |
19.61 |
1.1% |
62% |
False |
False |
6,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.17 |
2.618 |
1,856.83 |
1.618 |
1,842.53 |
1.000 |
1,833.69 |
0.618 |
1,828.23 |
HIGH |
1,819.39 |
0.618 |
1,813.93 |
0.500 |
1,812.24 |
0.382 |
1,810.55 |
LOW |
1,805.09 |
0.618 |
1,796.25 |
1.000 |
1,790.79 |
1.618 |
1,781.95 |
2.618 |
1,767.65 |
4.250 |
1,744.32 |
|
|
Fisher Pivots for day following 28-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,812.24 |
1,810.11 |
PP |
1,810.08 |
1,808.66 |
S1 |
1,807.92 |
1,807.21 |
|