Trading Metrics calculated at close of trading on 10-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,697.25 |
4,669.25 |
-28.00 |
-0.6% |
4,542.25 |
High |
4,706.00 |
4,712.75 |
6.75 |
0.1% |
4,712.75 |
Low |
4,662.25 |
4,664.25 |
2.00 |
0.0% |
4,531.50 |
Close |
4,667.00 |
4,711.00 |
44.00 |
0.9% |
4,711.00 |
Range |
43.75 |
48.50 |
4.75 |
10.9% |
181.25 |
ATR |
68.01 |
66.61 |
-1.39 |
-2.0% |
0.00 |
Volume |
1,593,325 |
1,585,049 |
-8,276 |
-0.5% |
8,400,671 |
|
Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,841.50 |
4,824.75 |
4,737.75 |
|
R3 |
4,793.00 |
4,776.25 |
4,724.25 |
|
R2 |
4,744.50 |
4,744.50 |
4,720.00 |
|
R1 |
4,727.75 |
4,727.75 |
4,715.50 |
4,736.00 |
PP |
4,696.00 |
4,696.00 |
4,696.00 |
4,700.25 |
S1 |
4,679.25 |
4,679.25 |
4,706.50 |
4,687.50 |
S2 |
4,647.50 |
4,647.50 |
4,702.00 |
|
S3 |
4,599.00 |
4,630.75 |
4,697.75 |
|
S4 |
4,550.50 |
4,582.25 |
4,684.25 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.50 |
5,134.50 |
4,810.75 |
|
R3 |
5,014.25 |
4,953.25 |
4,760.75 |
|
R2 |
4,833.00 |
4,833.00 |
4,744.25 |
|
R1 |
4,772.00 |
4,772.00 |
4,727.50 |
4,802.50 |
PP |
4,651.75 |
4,651.75 |
4,651.75 |
4,667.00 |
S1 |
4,590.75 |
4,590.75 |
4,694.50 |
4,621.25 |
S2 |
4,470.50 |
4,470.50 |
4,677.75 |
|
S3 |
4,289.25 |
4,409.50 |
4,661.25 |
|
S4 |
4,108.00 |
4,228.25 |
4,611.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,712.75 |
4,531.50 |
181.25 |
3.8% |
64.50 |
1.4% |
99% |
True |
False |
1,680,134 |
10 |
4,712.75 |
4,492.00 |
220.75 |
4.7% |
87.00 |
1.8% |
99% |
True |
False |
2,126,653 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
69.00 |
1.5% |
88% |
False |
False |
1,755,861 |
40 |
4,740.50 |
4,426.25 |
314.25 |
6.7% |
53.25 |
1.1% |
91% |
False |
False |
1,461,617 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
59.75 |
1.3% |
94% |
False |
False |
1,559,268 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
55.00 |
1.2% |
94% |
False |
False |
1,299,940 |
100 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
51.00 |
1.1% |
94% |
False |
False |
1,040,600 |
120 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
49.25 |
1.0% |
94% |
False |
False |
867,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,919.00 |
2.618 |
4,839.75 |
1.618 |
4,791.25 |
1.000 |
4,761.25 |
0.618 |
4,742.75 |
HIGH |
4,712.75 |
0.618 |
4,694.25 |
0.500 |
4,688.50 |
0.382 |
4,682.75 |
LOW |
4,664.25 |
0.618 |
4,634.25 |
1.000 |
4,615.75 |
1.618 |
4,585.75 |
2.618 |
4,537.25 |
4.250 |
4,458.00 |
|
|
Fisher Pivots for day following 10-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,703.50 |
4,703.25 |
PP |
4,696.00 |
4,695.25 |
S1 |
4,688.50 |
4,687.50 |
|