Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,672.00 |
4,637.75 |
-34.25 |
-0.7% |
4,542.25 |
High |
4,686.00 |
4,715.00 |
29.00 |
0.6% |
4,712.75 |
Low |
4,606.00 |
4,611.25 |
5.25 |
0.1% |
4,531.50 |
Close |
4,637.00 |
4,709.50 |
72.50 |
1.6% |
4,711.00 |
Range |
80.00 |
103.75 |
23.75 |
29.7% |
181.25 |
ATR |
67.55 |
70.13 |
2.59 |
3.8% |
0.00 |
Volume |
1,211,592 |
673,190 |
-538,402 |
-44.4% |
8,400,671 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,989.75 |
4,953.50 |
4,766.50 |
|
R3 |
4,886.00 |
4,849.75 |
4,738.00 |
|
R2 |
4,782.25 |
4,782.25 |
4,728.50 |
|
R1 |
4,746.00 |
4,746.00 |
4,719.00 |
4,764.00 |
PP |
4,678.50 |
4,678.50 |
4,678.50 |
4,687.75 |
S1 |
4,642.25 |
4,642.25 |
4,700.00 |
4,660.50 |
S2 |
4,574.75 |
4,574.75 |
4,690.50 |
|
S3 |
4,471.00 |
4,538.50 |
4,681.00 |
|
S4 |
4,367.25 |
4,434.75 |
4,652.50 |
|
|
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% |
68.50 |
1.5% |
83% |
False |
False |
1,333,670 |
10 |
4,731.00 |
4,492.00 |
239.00 |
5.1% |
77.50 |
1.6% |
91% |
False |
False |
1,722,564 |
20 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
76.00 |
1.6% |
88% |
False |
False |
1,768,045 |
40 |
4,740.50 |
4,492.00 |
248.50 |
5.3% |
56.25 |
1.2% |
88% |
False |
False |
1,466,404 |
60 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
59.50 |
1.3% |
94% |
False |
False |
1,507,094 |
80 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
55.75 |
1.2% |
94% |
False |
False |
1,343,304 |
100 |
4,740.50 |
4,260.00 |
480.50 |
10.2% |
52.25 |
1.1% |
94% |
False |
False |
1,075,451 |
120 |
4,740.50 |
4,214.25 |
526.25 |
11.2% |
50.75 |
1.1% |
94% |
False |
False |
896,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,156.00 |
2.618 |
4,986.50 |
1.618 |
4,882.75 |
1.000 |
4,818.75 |
0.618 |
4,779.00 |
HIGH |
4,715.00 |
0.618 |
4,675.25 |
0.500 |
4,663.00 |
0.382 |
4,651.00 |
LOW |
4,611.25 |
0.618 |
4,547.25 |
1.000 |
4,507.50 |
1.618 |
4,443.50 |
2.618 |
4,339.75 |
4.250 |
4,170.25 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,694.00 |
4,695.75 |
PP |
4,678.50 |
4,682.25 |
S1 |
4,663.00 |
4,668.50 |
|