| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,360.50 |
16,380.50 |
20.00 |
0.1% |
16,046.50 |
| High |
16,436.75 |
16,420.00 |
-16.75 |
-0.1% |
16,456.25 |
| Low |
16,251.50 |
16,120.25 |
-131.25 |
-0.8% |
15,538.00 |
| Close |
16,392.25 |
16,148.75 |
-243.50 |
-1.5% |
15,717.75 |
| Range |
185.25 |
299.75 |
114.50 |
61.8% |
918.25 |
| ATR |
321.15 |
319.62 |
-1.53 |
-0.5% |
0.00 |
| Volume |
494,849 |
612,576 |
117,727 |
23.8% |
4,067,031 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,129.00 |
16,938.50 |
16,313.50 |
|
| R3 |
16,829.25 |
16,638.75 |
16,231.25 |
|
| R2 |
16,529.50 |
16,529.50 |
16,203.75 |
|
| R1 |
16,339.00 |
16,339.00 |
16,176.25 |
16,284.50 |
| PP |
16,229.75 |
16,229.75 |
16,229.75 |
16,202.25 |
| S1 |
16,039.25 |
16,039.25 |
16,121.25 |
15,984.50 |
| S2 |
15,930.00 |
15,930.00 |
16,093.75 |
|
| S3 |
15,630.25 |
15,739.50 |
16,066.25 |
|
| S4 |
15,330.50 |
15,439.75 |
15,984.00 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,658.75 |
18,106.50 |
16,222.75 |
|
| R3 |
17,740.50 |
17,188.25 |
15,970.25 |
|
| R2 |
16,822.25 |
16,822.25 |
15,886.00 |
|
| R1 |
16,270.00 |
16,270.00 |
15,802.00 |
16,087.00 |
| PP |
15,904.00 |
15,904.00 |
15,904.00 |
15,812.50 |
| S1 |
15,351.75 |
15,351.75 |
15,633.50 |
15,168.75 |
| S2 |
14,985.75 |
14,985.75 |
15,549.50 |
|
| S3 |
14,067.50 |
14,433.50 |
15,465.25 |
|
| S4 |
13,149.25 |
13,515.25 |
15,212.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,436.75 |
15,538.00 |
898.75 |
5.6% |
391.25 |
2.4% |
68% |
False |
False |
659,283 |
| 10 |
16,456.25 |
15,538.00 |
918.25 |
5.7% |
409.75 |
2.5% |
67% |
False |
False |
714,535 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.6% |
317.25 |
2.0% |
50% |
False |
False |
642,326 |
| 40 |
16,767.50 |
14,767.50 |
2,000.00 |
12.4% |
267.00 |
1.7% |
69% |
False |
False |
561,941 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
269.25 |
1.7% |
74% |
False |
False |
582,072 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
244.00 |
1.5% |
74% |
False |
False |
462,738 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
228.00 |
1.4% |
74% |
False |
False |
370,382 |
| 120 |
16,767.50 |
14,057.00 |
2,710.50 |
16.8% |
218.25 |
1.4% |
77% |
False |
False |
308,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,694.00 |
|
2.618 |
17,204.75 |
|
1.618 |
16,905.00 |
|
1.000 |
16,719.75 |
|
0.618 |
16,605.25 |
|
HIGH |
16,420.00 |
|
0.618 |
16,305.50 |
|
0.500 |
16,270.00 |
|
0.382 |
16,234.75 |
|
LOW |
16,120.25 |
|
0.618 |
15,935.00 |
|
1.000 |
15,820.50 |
|
1.618 |
15,635.25 |
|
2.618 |
15,335.50 |
|
4.250 |
14,846.25 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,270.00 |
16,142.75 |
| PP |
16,229.75 |
16,136.75 |
| S1 |
16,189.25 |
16,130.50 |
|