| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,773.8 |
1,784.4 |
10.6 |
0.6% |
1,780.2 |
| High |
1,785.4 |
1,787.1 |
1.7 |
0.1% |
1,789.9 |
| Low |
1,769.1 |
1,782.5 |
13.4 |
0.8% |
1,769.1 |
| Close |
1,782.9 |
1,786.3 |
3.4 |
0.2% |
1,782.9 |
| Range |
16.3 |
4.6 |
-11.7 |
-71.8% |
20.8 |
| ATR |
21.6 |
20.3 |
-1.2 |
-5.6% |
0.0 |
| Volume |
545 |
206 |
-339 |
-62.2% |
3,072 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,799.1 |
1,797.3 |
1,788.8 |
|
| R3 |
1,794.5 |
1,792.7 |
1,787.6 |
|
| R2 |
1,789.9 |
1,789.9 |
1,787.1 |
|
| R1 |
1,788.1 |
1,788.1 |
1,786.7 |
1,789.0 |
| PP |
1,785.3 |
1,785.3 |
1,785.3 |
1,785.8 |
| S1 |
1,783.5 |
1,783.5 |
1,785.9 |
1,784.4 |
| S2 |
1,780.7 |
1,780.7 |
1,785.5 |
|
| S3 |
1,776.1 |
1,778.9 |
1,785.0 |
|
| S4 |
1,771.5 |
1,774.3 |
1,783.8 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.0 |
1,833.8 |
1,794.3 |
|
| R3 |
1,822.2 |
1,813.0 |
1,788.6 |
|
| R2 |
1,801.4 |
1,801.4 |
1,786.7 |
|
| R1 |
1,792.2 |
1,792.2 |
1,784.8 |
1,796.8 |
| PP |
1,780.6 |
1,780.6 |
1,780.6 |
1,783.0 |
| S1 |
1,771.4 |
1,771.4 |
1,781.0 |
1,776.0 |
| S2 |
1,759.8 |
1,759.8 |
1,779.1 |
|
| S3 |
1,739.0 |
1,750.6 |
1,777.2 |
|
| S4 |
1,718.2 |
1,729.8 |
1,771.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,789.9 |
1,769.1 |
20.8 |
1.2% |
11.5 |
0.6% |
83% |
False |
False |
579 |
| 10 |
1,808.1 |
1,760.6 |
47.5 |
2.7% |
16.5 |
0.9% |
54% |
False |
False |
1,156 |
| 20 |
1,879.5 |
1,760.6 |
118.9 |
6.7% |
21.2 |
1.2% |
22% |
False |
False |
106,346 |
| 40 |
1,879.5 |
1,758.5 |
121.0 |
6.8% |
22.2 |
1.2% |
23% |
False |
False |
158,375 |
| 60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
22.9 |
1.3% |
41% |
False |
False |
165,326 |
| 80 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
22.7 |
1.3% |
41% |
False |
False |
163,848 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
23.1 |
1.3% |
54% |
False |
False |
164,337 |
| 120 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
22.6 |
1.3% |
54% |
False |
False |
141,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,806.7 |
|
2.618 |
1,799.1 |
|
1.618 |
1,794.5 |
|
1.000 |
1,791.7 |
|
0.618 |
1,789.9 |
|
HIGH |
1,787.1 |
|
0.618 |
1,785.3 |
|
0.500 |
1,784.8 |
|
0.382 |
1,784.3 |
|
LOW |
1,782.5 |
|
0.618 |
1,779.7 |
|
1.000 |
1,777.9 |
|
1.618 |
1,775.1 |
|
2.618 |
1,770.5 |
|
4.250 |
1,763.0 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.8 |
1,783.6 |
| PP |
1,785.3 |
1,780.8 |
| S1 |
1,784.8 |
1,778.1 |
|