| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,767.4 |
1,781.0 |
13.6 |
0.8% |
1,780.2 |
| High |
1,778.7 |
1,798.1 |
19.4 |
1.1% |
1,789.9 |
| Low |
1,753.9 |
1,780.9 |
27.0 |
1.5% |
1,769.1 |
| Close |
1,762.6 |
1,796.6 |
34.0 |
1.9% |
1,782.9 |
| Range |
24.8 |
17.2 |
-7.6 |
-30.6% |
20.8 |
| ATR |
20.5 |
21.6 |
1.1 |
5.2% |
0.0 |
| Volume |
283 |
21 |
-262 |
-92.6% |
3,072 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.5 |
1,837.2 |
1,806.1 |
|
| R3 |
1,826.3 |
1,820.0 |
1,801.3 |
|
| R2 |
1,809.1 |
1,809.1 |
1,799.8 |
|
| R1 |
1,802.8 |
1,802.8 |
1,798.2 |
1,806.0 |
| PP |
1,791.9 |
1,791.9 |
1,791.9 |
1,793.4 |
| S1 |
1,785.6 |
1,785.6 |
1,795.0 |
1,788.8 |
| S2 |
1,774.7 |
1,774.7 |
1,793.4 |
|
| S3 |
1,757.5 |
1,768.4 |
1,791.9 |
|
| S4 |
1,740.3 |
1,751.2 |
1,787.1 |
|
|
| 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 |
1,798.1 |
1,753.9 |
44.2 |
2.5% |
16.2 |
0.9% |
97% |
True |
False |
275 |
| 10 |
1,798.1 |
1,753.9 |
44.2 |
2.5% |
14.6 |
0.8% |
97% |
True |
False |
459 |
| 20 |
1,873.3 |
1,753.9 |
119.4 |
6.6% |
21.0 |
1.2% |
36% |
False |
False |
75,674 |
| 40 |
1,879.5 |
1,753.9 |
125.6 |
7.0% |
22.2 |
1.2% |
34% |
False |
False |
146,046 |
| 60 |
1,879.5 |
1,721.1 |
158.4 |
8.8% |
22.6 |
1.3% |
48% |
False |
False |
157,563 |
| 80 |
1,879.5 |
1,721.1 |
158.4 |
8.8% |
22.8 |
1.3% |
48% |
False |
False |
159,118 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
11.3% |
23.2 |
1.3% |
59% |
False |
False |
161,831 |
| 120 |
1,879.5 |
1,675.9 |
203.6 |
11.3% |
22.7 |
1.3% |
59% |
False |
False |
141,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.2 |
|
2.618 |
1,843.1 |
|
1.618 |
1,825.9 |
|
1.000 |
1,815.3 |
|
0.618 |
1,808.7 |
|
HIGH |
1,798.1 |
|
0.618 |
1,791.5 |
|
0.500 |
1,789.5 |
|
0.382 |
1,787.5 |
|
LOW |
1,780.9 |
|
0.618 |
1,770.3 |
|
1.000 |
1,763.7 |
|
1.618 |
1,753.1 |
|
2.618 |
1,735.9 |
|
4.250 |
1,707.8 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,794.2 |
1,789.7 |
| PP |
1,791.9 |
1,782.9 |
| S1 |
1,789.5 |
1,776.0 |
|