Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,711.50 |
4,674.25 |
-37.25 |
-0.8% |
4,711.25 |
High |
4,752.50 |
4,677.75 |
-74.75 |
-1.6% |
4,752.50 |
Low |
4,651.25 |
4,629.50 |
-21.75 |
-0.5% |
4,606.00 |
Close |
4,668.75 |
4,636.46 |
-32.29 |
-0.7% |
4,636.46 |
Range |
101.25 |
48.25 |
-53.00 |
-52.3% |
146.50 |
ATR |
72.35 |
70.63 |
-1.72 |
-2.4% |
0.00 |
Volume |
435,986 |
34,792 |
-401,194 |
-92.0% |
3,960,756 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,792.75 |
4,762.75 |
4,663.00 |
|
R3 |
4,744.50 |
4,714.50 |
4,649.75 |
|
R2 |
4,696.25 |
4,696.25 |
4,645.25 |
|
R1 |
4,666.25 |
4,666.25 |
4,641.00 |
4,657.00 |
PP |
4,648.00 |
4,648.00 |
4,648.00 |
4,643.25 |
S1 |
4,618.00 |
4,618.00 |
4,632.00 |
4,608.75 |
S2 |
4,599.75 |
4,599.75 |
4,627.50 |
|
S3 |
4,551.50 |
4,569.75 |
4,623.25 |
|
S4 |
4,503.25 |
4,521.50 |
4,610.00 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,104.50 |
5,017.00 |
4,717.00 |
|
R3 |
4,958.00 |
4,870.50 |
4,676.75 |
|
R2 |
4,811.50 |
4,811.50 |
4,663.25 |
|
R1 |
4,724.00 |
4,724.00 |
4,650.00 |
4,694.50 |
PP |
4,665.00 |
4,665.00 |
4,665.00 |
4,650.25 |
S1 |
4,577.50 |
4,577.50 |
4,623.00 |
4,548.00 |
S2 |
4,518.50 |
4,518.50 |
4,609.50 |
|
S3 |
4,372.00 |
4,431.00 |
4,596.25 |
|
S4 |
4,225.50 |
4,284.50 |
4,556.00 |
|
|
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 |
3.2% |
80.00 |
1.7% |
21% |
False |
False |
792,151 |
10 |
4,752.50 |
4,531.50 |
221.00 |
4.8% |
72.25 |
1.6% |
47% |
False |
False |
1,236,142 |
20 |
4,752.50 |
4,492.00 |
260.50 |
5.6% |
80.25 |
1.7% |
55% |
False |
False |
1,680,339 |
40 |
4,752.50 |
4,492.00 |
260.50 |
5.6% |
58.50 |
1.3% |
55% |
False |
False |
1,429,538 |
60 |
4,752.50 |
4,260.00 |
492.50 |
10.6% |
59.50 |
1.3% |
76% |
False |
False |
1,461,353 |
80 |
4,752.50 |
4,260.00 |
492.50 |
10.6% |
57.25 |
1.2% |
76% |
False |
False |
1,348,937 |
100 |
4,752.50 |
4,260.00 |
492.50 |
10.6% |
53.00 |
1.1% |
76% |
False |
False |
1,080,111 |
120 |
4,752.50 |
4,214.25 |
538.25 |
11.6% |
51.50 |
1.1% |
78% |
False |
False |
900,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,882.75 |
2.618 |
4,804.00 |
1.618 |
4,755.75 |
1.000 |
4,726.00 |
0.618 |
4,707.50 |
HIGH |
4,677.75 |
0.618 |
4,659.25 |
0.500 |
4,653.50 |
0.382 |
4,648.00 |
LOW |
4,629.50 |
0.618 |
4,599.75 |
1.000 |
4,581.25 |
1.618 |
4,551.50 |
2.618 |
4,503.25 |
4.250 |
4,424.50 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,653.50 |
4,682.00 |
PP |
4,648.00 |
4,666.75 |
S1 |
4,642.25 |
4,651.50 |
|