Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,796.8 |
1,791.4 |
-5.4 |
-0.3% |
1,784.4 |
High |
1,799.8 |
1,796.5 |
-3.3 |
-0.2% |
1,812.9 |
Low |
1,792.0 |
1,787.9 |
-4.1 |
-0.2% |
1,753.9 |
Close |
1,793.7 |
1,787.9 |
-5.8 |
-0.3% |
1,803.8 |
Range |
7.8 |
8.6 |
0.8 |
10.3% |
59.0 |
ATR |
20.5 |
19.7 |
-0.9 |
-4.2% |
0.0 |
Volume |
226 |
575 |
349 |
154.4% |
1,486 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.6 |
1,810.8 |
1,792.6 |
|
R3 |
1,808.0 |
1,802.2 |
1,790.3 |
|
R2 |
1,799.4 |
1,799.4 |
1,789.5 |
|
R1 |
1,793.6 |
1,793.6 |
1,788.7 |
1,792.2 |
PP |
1,790.8 |
1,790.8 |
1,790.8 |
1,790.1 |
S1 |
1,785.0 |
1,785.0 |
1,787.1 |
1,783.6 |
S2 |
1,782.2 |
1,782.2 |
1,786.3 |
|
S3 |
1,773.6 |
1,776.4 |
1,785.5 |
|
S4 |
1,765.0 |
1,767.8 |
1,783.2 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.2 |
1,944.5 |
1,836.3 |
|
R3 |
1,908.2 |
1,885.5 |
1,820.0 |
|
R2 |
1,849.2 |
1,849.2 |
1,814.6 |
|
R1 |
1,826.5 |
1,826.5 |
1,809.2 |
1,837.9 |
PP |
1,790.2 |
1,790.2 |
1,790.2 |
1,795.9 |
S1 |
1,767.5 |
1,767.5 |
1,798.4 |
1,778.9 |
S2 |
1,731.2 |
1,731.2 |
1,793.0 |
|
S3 |
1,672.2 |
1,708.5 |
1,787.6 |
|
S4 |
1,613.2 |
1,649.5 |
1,771.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.9 |
1,753.9 |
59.0 |
3.3% |
13.5 |
0.8% |
58% |
False |
False |
351 |
10 |
1,812.9 |
1,753.9 |
59.0 |
3.3% |
12.9 |
0.7% |
58% |
False |
False |
467 |
20 |
1,816.3 |
1,753.9 |
62.4 |
3.5% |
17.9 |
1.0% |
54% |
False |
False |
37,097 |
40 |
1,879.5 |
1,753.9 |
125.6 |
7.0% |
21.3 |
1.2% |
27% |
False |
False |
130,954 |
60 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
21.8 |
1.2% |
42% |
False |
False |
149,011 |
80 |
1,879.5 |
1,721.1 |
158.4 |
8.9% |
22.2 |
1.2% |
42% |
False |
False |
152,865 |
100 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
22.8 |
1.3% |
55% |
False |
False |
156,168 |
120 |
1,879.5 |
1,675.9 |
203.6 |
11.4% |
22.4 |
1.3% |
55% |
False |
False |
141,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.1 |
2.618 |
1,819.0 |
1.618 |
1,810.4 |
1.000 |
1,805.1 |
0.618 |
1,801.8 |
HIGH |
1,796.5 |
0.618 |
1,793.2 |
0.500 |
1,792.2 |
0.382 |
1,791.2 |
LOW |
1,787.9 |
0.618 |
1,782.6 |
1.000 |
1,779.3 |
1.618 |
1,774.0 |
2.618 |
1,765.4 |
4.250 |
1,751.4 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,792.2 |
1,800.4 |
PP |
1,790.8 |
1,796.2 |
S1 |
1,789.3 |
1,792.1 |
|