Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,711.25 |
4,672.00 |
-39.25 |
-0.8% |
4,542.25 |
High |
4,731.00 |
4,686.00 |
-45.00 |
-1.0% |
4,712.75 |
Low |
4,664.75 |
4,606.00 |
-58.75 |
-1.3% |
4,531.50 |
Close |
4,668.75 |
4,637.00 |
-31.75 |
-0.7% |
4,711.00 |
Range |
66.25 |
80.00 |
13.75 |
20.8% |
181.25 |
ATR |
66.59 |
67.55 |
0.96 |
1.4% |
0.00 |
Volume |
1,605,196 |
1,211,592 |
-393,604 |
-24.5% |
8,400,671 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,883.00 |
4,840.00 |
4,681.00 |
|
R3 |
4,803.00 |
4,760.00 |
4,659.00 |
|
R2 |
4,723.00 |
4,723.00 |
4,651.75 |
|
R1 |
4,680.00 |
4,680.00 |
4,644.25 |
4,661.50 |
PP |
4,643.00 |
4,643.00 |
4,643.00 |
4,633.75 |
S1 |
4,600.00 |
4,600.00 |
4,629.75 |
4,581.50 |
S2 |
4,563.00 |
4,563.00 |
4,622.25 |
|
S3 |
4,483.00 |
4,520.00 |
4,615.00 |
|
S4 |
4,403.00 |
4,440.00 |
4,593.00 |
|
|
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 |
4,606.00 |
125.00 |
2.7% |
55.75 |
1.2% |
25% |
False |
True |
1,482,703 |
10 |
4,731.00 |
4,492.00 |
239.00 |
5.2% |
82.50 |
1.8% |
61% |
False |
False |
1,922,279 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.4% |
72.75 |
1.6% |
58% |
False |
False |
1,786,565 |
40 |
4,740.50 |
4,471.75 |
268.75 |
5.8% |
54.75 |
1.2% |
61% |
False |
False |
1,475,028 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.4% |
59.00 |
1.3% |
78% |
False |
False |
1,528,225 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.4% |
55.00 |
1.2% |
78% |
False |
False |
1,334,998 |
100 |
4,740.50 |
4,260.00 |
480.50 |
10.4% |
51.75 |
1.1% |
78% |
False |
False |
1,068,738 |
120 |
4,740.50 |
4,214.25 |
526.25 |
11.3% |
50.00 |
1.1% |
80% |
False |
False |
890,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,026.00 |
2.618 |
4,895.50 |
1.618 |
4,815.50 |
1.000 |
4,766.00 |
0.618 |
4,735.50 |
HIGH |
4,686.00 |
0.618 |
4,655.50 |
0.500 |
4,646.00 |
0.382 |
4,636.50 |
LOW |
4,606.00 |
0.618 |
4,556.50 |
1.000 |
4,526.00 |
1.618 |
4,476.50 |
2.618 |
4,396.50 |
4.250 |
4,266.00 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,646.00 |
4,668.50 |
PP |
4,643.00 |
4,658.00 |
S1 |
4,640.00 |
4,647.50 |
|