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 |
15,627.0 |
15,674.0 |
47.0 |
0.3% |
15,199.0 |
High |
15,688.0 |
15,795.0 |
107.0 |
0.7% |
15,842.0 |
Low |
15,526.0 |
15,586.0 |
60.0 |
0.4% |
15,144.0 |
Close |
15,628.0 |
15,610.0 |
-18.0 |
-0.1% |
15,628.0 |
Range |
162.0 |
209.0 |
47.0 |
29.0% |
698.0 |
ATR |
251.7 |
248.6 |
-3.0 |
-1.2% |
0.0 |
Volume |
54,914 |
71,535 |
16,621 |
30.3% |
324,338 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,290.7 |
16,159.3 |
15,725.0 |
|
R3 |
16,081.7 |
15,950.3 |
15,667.5 |
|
R2 |
15,872.7 |
15,872.7 |
15,648.3 |
|
R1 |
15,741.3 |
15,741.3 |
15,629.2 |
15,702.5 |
PP |
15,663.7 |
15,663.7 |
15,663.7 |
15,644.3 |
S1 |
15,532.3 |
15,532.3 |
15,590.8 |
15,493.5 |
S2 |
15,454.7 |
15,454.7 |
15,571.7 |
|
S3 |
15,245.7 |
15,323.3 |
15,552.5 |
|
S4 |
15,036.7 |
15,114.3 |
15,495.1 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,632.0 |
17,328.0 |
16,011.9 |
|
R3 |
16,934.0 |
16,630.0 |
15,820.0 |
|
R2 |
16,236.0 |
16,236.0 |
15,756.0 |
|
R1 |
15,932.0 |
15,932.0 |
15,692.0 |
16,084.0 |
PP |
15,538.0 |
15,538.0 |
15,538.0 |
15,614.0 |
S1 |
15,234.0 |
15,234.0 |
15,564.0 |
15,386.0 |
S2 |
14,840.0 |
14,840.0 |
15,500.0 |
|
S3 |
14,142.0 |
14,536.0 |
15,436.1 |
|
S4 |
13,444.0 |
13,838.0 |
15,244.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,842.0 |
15,369.0 |
473.0 |
3.0% |
233.0 |
1.5% |
51% |
False |
False |
64,116 |
10 |
15,842.0 |
14,909.0 |
933.0 |
6.0% |
293.3 |
1.9% |
75% |
False |
False |
80,975 |
20 |
16,295.0 |
14,909.0 |
1,386.0 |
8.9% |
263.3 |
1.7% |
51% |
False |
False |
81,225 |
40 |
16,295.0 |
14,909.0 |
1,386.0 |
8.9% |
190.0 |
1.2% |
51% |
False |
False |
69,669 |
60 |
16,295.0 |
14,795.0 |
1,500.0 |
9.6% |
201.8 |
1.3% |
54% |
False |
False |
70,407 |
80 |
16,295.0 |
14,795.0 |
1,500.0 |
9.6% |
187.5 |
1.2% |
54% |
False |
False |
55,892 |
100 |
16,295.0 |
14,795.0 |
1,500.0 |
9.6% |
169.3 |
1.1% |
54% |
False |
False |
44,717 |
120 |
16,295.0 |
14,795.0 |
1,500.0 |
9.6% |
169.8 |
1.1% |
54% |
False |
False |
37,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,683.3 |
2.618 |
16,342.2 |
1.618 |
16,133.2 |
1.000 |
16,004.0 |
0.618 |
15,924.2 |
HIGH |
15,795.0 |
0.618 |
15,715.2 |
0.500 |
15,690.5 |
0.382 |
15,665.8 |
LOW |
15,586.0 |
0.618 |
15,456.8 |
1.000 |
15,377.0 |
1.618 |
15,247.8 |
2.618 |
15,038.8 |
4.250 |
14,697.8 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,690.5 |
15,660.5 |
PP |
15,663.7 |
15,643.7 |
S1 |
15,636.8 |
15,626.8 |
|