| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,786.0 |
1,806.0 |
20.0 |
1.1% |
1,784.4 |
| High |
1,805.2 |
1,811.2 |
6.0 |
0.3% |
1,812.9 |
| Low |
1,785.5 |
1,800.8 |
15.3 |
0.9% |
1,753.9 |
| Close |
1,801.6 |
1,811.2 |
9.6 |
0.5% |
1,803.8 |
| Range |
19.7 |
10.4 |
-9.3 |
-47.2% |
59.0 |
| ATR |
19.7 |
19.0 |
-0.7 |
-3.4% |
0.0 |
| Volume |
567 |
193 |
-374 |
-66.0% |
1,486 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,838.9 |
1,835.5 |
1,816.9 |
|
| R3 |
1,828.5 |
1,825.1 |
1,814.1 |
|
| R2 |
1,818.1 |
1,818.1 |
1,813.1 |
|
| R1 |
1,814.7 |
1,814.7 |
1,812.2 |
1,816.4 |
| PP |
1,807.7 |
1,807.7 |
1,807.7 |
1,808.6 |
| S1 |
1,804.3 |
1,804.3 |
1,810.2 |
1,806.0 |
| S2 |
1,797.3 |
1,797.3 |
1,809.3 |
|
| S3 |
1,786.9 |
1,793.9 |
1,808.3 |
|
| S4 |
1,776.5 |
1,783.5 |
1,805.5 |
|
|
| 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 |
1,785.5 |
27.4 |
1.5% |
11.1 |
0.6% |
94% |
False |
False |
443 |
| 10 |
1,812.9 |
1,753.9 |
59.0 |
3.3% |
13.7 |
0.8% |
97% |
False |
False |
359 |
| 20 |
1,816.3 |
1,753.9 |
62.4 |
3.4% |
16.9 |
0.9% |
92% |
False |
False |
11,406 |
| 40 |
1,879.5 |
1,753.9 |
125.6 |
6.9% |
20.9 |
1.2% |
46% |
False |
False |
121,455 |
| 60 |
1,879.5 |
1,721.8 |
157.7 |
8.7% |
21.5 |
1.2% |
57% |
False |
False |
142,470 |
| 80 |
1,879.5 |
1,721.1 |
158.4 |
8.7% |
22.1 |
1.2% |
57% |
False |
False |
149,434 |
| 100 |
1,879.5 |
1,675.9 |
203.6 |
11.2% |
22.9 |
1.3% |
66% |
False |
False |
153,543 |
| 120 |
1,879.5 |
1,675.9 |
203.6 |
11.2% |
22.2 |
1.2% |
66% |
False |
False |
141,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.4 |
|
2.618 |
1,838.4 |
|
1.618 |
1,828.0 |
|
1.000 |
1,821.6 |
|
0.618 |
1,817.6 |
|
HIGH |
1,811.2 |
|
0.618 |
1,807.2 |
|
0.500 |
1,806.0 |
|
0.382 |
1,804.8 |
|
LOW |
1,800.8 |
|
0.618 |
1,794.4 |
|
1.000 |
1,790.4 |
|
1.618 |
1,784.0 |
|
2.618 |
1,773.6 |
|
4.250 |
1,756.6 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,809.5 |
1,806.9 |
| PP |
1,807.7 |
1,802.6 |
| S1 |
1,806.0 |
1,798.4 |
|