| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
4,637.75 |
4,711.50 |
73.75 |
1.6% |
4,542.25 |
| High |
4,715.00 |
4,752.50 |
37.50 |
0.8% |
4,712.75 |
| Low |
4,611.25 |
4,651.25 |
40.00 |
0.9% |
4,531.50 |
| Close |
4,709.50 |
4,668.75 |
-40.75 |
-0.9% |
4,711.00 |
| Range |
103.75 |
101.25 |
-2.50 |
-2.4% |
181.25 |
| ATR |
70.13 |
72.35 |
2.22 |
3.2% |
0.00 |
| Volume |
673,190 |
435,986 |
-237,204 |
-35.2% |
8,400,671 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,994.50 |
4,933.00 |
4,724.50 |
|
| R3 |
4,893.25 |
4,831.75 |
4,696.50 |
|
| R2 |
4,792.00 |
4,792.00 |
4,687.25 |
|
| R1 |
4,730.50 |
4,730.50 |
4,678.00 |
4,710.50 |
| PP |
4,690.75 |
4,690.75 |
4,690.75 |
4,681.00 |
| S1 |
4,629.25 |
4,629.25 |
4,659.50 |
4,609.50 |
| S2 |
4,589.50 |
4,589.50 |
4,650.25 |
|
| S3 |
4,488.25 |
4,528.00 |
4,641.00 |
|
| S4 |
4,387.00 |
4,426.75 |
4,613.00 |
|
|
| 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 |
4,752.50 |
4,606.00 |
146.50 |
3.1% |
80.00 |
1.7% |
43% |
True |
False |
1,102,202 |
| 10 |
4,752.50 |
4,492.00 |
260.50 |
5.6% |
78.75 |
1.7% |
68% |
True |
False |
1,507,430 |
| 20 |
4,752.50 |
4,492.00 |
260.50 |
5.6% |
80.00 |
1.7% |
68% |
True |
False |
1,737,010 |
| 40 |
4,752.50 |
4,492.00 |
260.50 |
5.6% |
58.00 |
1.2% |
68% |
True |
False |
1,452,132 |
| 60 |
4,752.50 |
4,260.00 |
492.50 |
10.5% |
59.75 |
1.3% |
83% |
True |
False |
1,484,896 |
| 80 |
4,752.50 |
4,260.00 |
492.50 |
10.5% |
56.75 |
1.2% |
83% |
True |
False |
1,348,590 |
| 100 |
4,752.50 |
4,260.00 |
492.50 |
10.5% |
52.75 |
1.1% |
83% |
True |
False |
1,079,796 |
| 120 |
4,752.50 |
4,214.25 |
538.25 |
11.5% |
51.25 |
1.1% |
84% |
True |
False |
900,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,182.75 |
|
2.618 |
5,017.50 |
|
1.618 |
4,916.25 |
|
1.000 |
4,853.75 |
|
0.618 |
4,815.00 |
|
HIGH |
4,752.50 |
|
0.618 |
4,713.75 |
|
0.500 |
4,702.00 |
|
0.382 |
4,690.00 |
|
LOW |
4,651.25 |
|
0.618 |
4,588.75 |
|
1.000 |
4,550.00 |
|
1.618 |
4,487.50 |
|
2.618 |
4,386.25 |
|
4.250 |
4,221.00 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,702.00 |
4,679.25 |
| PP |
4,690.75 |
4,675.75 |
| S1 |
4,679.75 |
4,672.25 |
|