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 |
4,202.0 |
4,217.5 |
15.5 |
0.4% |
4,089.5 |
High |
4,222.0 |
4,241.5 |
19.5 |
0.5% |
4,289.0 |
Low |
4,177.5 |
4,175.0 |
-2.5 |
-0.1% |
4,076.5 |
Close |
4,200.0 |
4,180.5 |
-19.5 |
-0.5% |
4,200.0 |
Range |
44.5 |
66.5 |
22.0 |
49.4% |
212.5 |
ATR |
76.2 |
75.6 |
-0.7 |
-0.9% |
0.0 |
Volume |
918,425 |
1,698,674 |
780,249 |
85.0% |
4,462,338 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.5 |
4,356.0 |
4,217.1 |
|
R3 |
4,332.0 |
4,289.5 |
4,198.8 |
|
R2 |
4,265.5 |
4,265.5 |
4,192.7 |
|
R1 |
4,223.0 |
4,223.0 |
4,186.6 |
4,211.0 |
PP |
4,199.0 |
4,199.0 |
4,199.0 |
4,193.0 |
S1 |
4,156.5 |
4,156.5 |
4,174.4 |
4,144.5 |
S2 |
4,132.5 |
4,132.5 |
4,168.3 |
|
S3 |
4,066.0 |
4,090.0 |
4,162.2 |
|
S4 |
3,999.5 |
4,023.5 |
4,143.9 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,826.0 |
4,725.5 |
4,316.9 |
|
R3 |
4,613.5 |
4,513.0 |
4,258.4 |
|
R2 |
4,401.0 |
4,401.0 |
4,239.0 |
|
R1 |
4,300.5 |
4,300.5 |
4,219.5 |
4,350.8 |
PP |
4,188.5 |
4,188.5 |
4,188.5 |
4,213.6 |
S1 |
4,088.0 |
4,088.0 |
4,180.5 |
4,138.3 |
S2 |
3,976.0 |
3,976.0 |
4,161.0 |
|
S3 |
3,763.5 |
3,875.5 |
4,141.6 |
|
S4 |
3,551.0 |
3,663.0 |
4,083.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,289.0 |
4,137.0 |
152.0 |
3.6% |
75.9 |
1.8% |
29% |
False |
False |
1,068,300 |
10 |
4,289.0 |
3,995.0 |
294.0 |
7.0% |
90.5 |
2.2% |
63% |
False |
False |
1,098,848 |
20 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
79.1 |
1.9% |
45% |
False |
False |
950,008 |
40 |
4,409.5 |
3,995.0 |
414.5 |
9.9% |
57.1 |
1.4% |
45% |
False |
False |
752,253 |
60 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
61.7 |
1.5% |
50% |
False |
False |
763,447 |
80 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
56.9 |
1.4% |
50% |
False |
False |
660,422 |
100 |
4,409.5 |
3,949.5 |
460.0 |
11.0% |
50.7 |
1.2% |
50% |
False |
False |
531,442 |
120 |
4,409.5 |
3,882.0 |
527.5 |
12.6% |
48.7 |
1.2% |
57% |
False |
False |
443,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,524.1 |
2.618 |
4,415.6 |
1.618 |
4,349.1 |
1.000 |
4,308.0 |
0.618 |
4,282.6 |
HIGH |
4,241.5 |
0.618 |
4,216.1 |
0.500 |
4,208.3 |
0.382 |
4,200.4 |
LOW |
4,175.0 |
0.618 |
4,133.9 |
1.000 |
4,108.5 |
1.618 |
4,067.4 |
2.618 |
4,000.9 |
4.250 |
3,892.4 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,208.3 |
4,213.8 |
PP |
4,199.0 |
4,202.7 |
S1 |
4,189.8 |
4,191.6 |
|