Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,787.0 |
1,767.4 |
-19.6 |
-1.1% |
1,780.2 |
High |
1,787.0 |
1,778.7 |
-8.3 |
-0.5% |
1,789.9 |
Low |
1,769.0 |
1,753.9 |
-15.1 |
-0.9% |
1,769.1 |
Close |
1,770.4 |
1,762.6 |
-7.8 |
-0.4% |
1,782.9 |
Range |
18.0 |
24.8 |
6.8 |
37.8% |
20.8 |
ATR |
20.2 |
20.5 |
0.3 |
1.6% |
0.0 |
Volume |
322 |
283 |
-39 |
-12.1% |
3,072 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.5 |
1,825.8 |
1,776.2 |
|
R3 |
1,814.7 |
1,801.0 |
1,769.4 |
|
R2 |
1,789.9 |
1,789.9 |
1,767.1 |
|
R1 |
1,776.2 |
1,776.2 |
1,764.9 |
1,770.7 |
PP |
1,765.1 |
1,765.1 |
1,765.1 |
1,762.3 |
S1 |
1,751.4 |
1,751.4 |
1,760.3 |
1,745.9 |
S2 |
1,740.3 |
1,740.3 |
1,758.1 |
|
S3 |
1,715.5 |
1,726.6 |
1,755.8 |
|
S4 |
1,690.7 |
1,701.8 |
1,749.0 |
|
|
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 |
1,787.1 |
1,753.9 |
33.2 |
1.9% |
15.1 |
0.9% |
26% |
False |
True |
362 |
10 |
1,789.9 |
1,753.9 |
36.0 |
2.0% |
14.9 |
0.8% |
24% |
False |
True |
613 |
20 |
1,873.3 |
1,753.9 |
119.4 |
6.8% |
21.2 |
1.2% |
7% |
False |
True |
84,294 |
40 |
1,879.5 |
1,753.9 |
125.6 |
7.1% |
22.4 |
1.3% |
7% |
False |
True |
150,397 |
60 |
1,879.5 |
1,721.1 |
158.4 |
9.0% |
22.7 |
1.3% |
26% |
False |
False |
160,435 |
80 |
1,879.5 |
1,721.1 |
158.4 |
9.0% |
22.8 |
1.3% |
26% |
False |
False |
160,552 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.6% |
23.2 |
1.3% |
43% |
False |
False |
162,608 |
120 |
1,879.5 |
1,675.9 |
203.6 |
11.6% |
22.7 |
1.3% |
43% |
False |
False |
141,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.1 |
2.618 |
1,843.6 |
1.618 |
1,818.8 |
1.000 |
1,803.5 |
0.618 |
1,794.0 |
HIGH |
1,778.7 |
0.618 |
1,769.2 |
0.500 |
1,766.3 |
0.382 |
1,763.4 |
LOW |
1,753.9 |
0.618 |
1,738.6 |
1.000 |
1,729.1 |
1.618 |
1,713.8 |
2.618 |
1,689.0 |
4.250 |
1,648.5 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,766.3 |
1,770.5 |
PP |
1,765.1 |
1,767.9 |
S1 |
1,763.8 |
1,765.2 |
|