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 |
4,669.25 |
4,711.25 |
42.00 |
0.9% |
4,542.25 |
High |
4,712.75 |
4,731.00 |
18.25 |
0.4% |
4,712.75 |
Low |
4,664.25 |
4,664.75 |
0.50 |
0.0% |
4,531.50 |
Close |
4,711.00 |
4,668.75 |
-42.25 |
-0.9% |
4,711.00 |
Range |
48.50 |
66.25 |
17.75 |
36.6% |
181.25 |
ATR |
66.61 |
66.59 |
-0.03 |
0.0% |
0.00 |
Volume |
1,585,049 |
1,605,196 |
20,147 |
1.3% |
8,400,671 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,887.00 |
4,844.00 |
4,705.25 |
|
R3 |
4,820.75 |
4,777.75 |
4,687.00 |
|
R2 |
4,754.50 |
4,754.50 |
4,681.00 |
|
R1 |
4,711.50 |
4,711.50 |
4,674.75 |
4,700.00 |
PP |
4,688.25 |
4,688.25 |
4,688.25 |
4,682.25 |
S1 |
4,645.25 |
4,645.25 |
4,662.75 |
4,633.50 |
S2 |
4,622.00 |
4,622.00 |
4,656.50 |
|
S3 |
4,555.75 |
4,579.00 |
4,650.50 |
|
S4 |
4,489.50 |
4,512.75 |
4,632.25 |
|
|
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 |
4,731.00 |
4,587.25 |
143.75 |
3.1% |
61.75 |
1.3% |
57% |
True |
False |
1,594,774 |
10 |
4,731.00 |
4,492.00 |
239.00 |
5.1% |
85.50 |
1.8% |
74% |
True |
False |
2,085,676 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
70.25 |
1.5% |
71% |
False |
False |
1,778,341 |
40 |
4,740.50 |
4,436.25 |
304.25 |
6.5% |
53.75 |
1.2% |
76% |
False |
False |
1,472,119 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
59.75 |
1.3% |
85% |
False |
False |
1,553,220 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
55.00 |
1.2% |
85% |
False |
False |
1,319,910 |
100 |
4,740.50 |
4,260.00 |
480.50 |
10.3% |
51.25 |
1.1% |
85% |
False |
False |
1,056,638 |
120 |
4,740.50 |
4,214.25 |
526.25 |
11.3% |
49.50 |
1.1% |
86% |
False |
False |
880,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,012.50 |
2.618 |
4,904.50 |
1.618 |
4,838.25 |
1.000 |
4,797.25 |
0.618 |
4,772.00 |
HIGH |
4,731.00 |
0.618 |
4,705.75 |
0.500 |
4,698.00 |
0.382 |
4,690.00 |
LOW |
4,664.75 |
0.618 |
4,623.75 |
1.000 |
4,598.50 |
1.618 |
4,557.50 |
2.618 |
4,491.25 |
4.250 |
4,383.25 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,698.00 |
4,696.50 |
PP |
4,688.25 |
4,687.25 |
S1 |
4,678.50 |
4,678.00 |
|