| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,158.50 |
16,321.75 |
163.25 |
1.0% |
15,716.25 |
| High |
16,335.75 |
16,411.25 |
75.50 |
0.5% |
16,436.75 |
| Low |
16,133.75 |
16,064.25 |
-69.50 |
-0.4% |
15,559.25 |
| Close |
16,329.75 |
16,082.00 |
-247.75 |
-1.5% |
16,329.75 |
| Range |
202.00 |
347.00 |
145.00 |
71.8% |
877.50 |
| ATR |
311.22 |
313.77 |
2.56 |
0.8% |
0.00 |
| Volume |
395,288 |
286,177 |
-109,111 |
-27.6% |
2,792,855 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,226.75 |
17,001.50 |
16,272.75 |
|
| R3 |
16,879.75 |
16,654.50 |
16,177.50 |
|
| R2 |
16,532.75 |
16,532.75 |
16,145.50 |
|
| R1 |
16,307.50 |
16,307.50 |
16,113.75 |
16,246.50 |
| PP |
16,185.75 |
16,185.75 |
16,185.75 |
16,155.50 |
| S1 |
15,960.50 |
15,960.50 |
16,050.25 |
15,899.50 |
| S2 |
15,838.75 |
15,838.75 |
16,018.50 |
|
| S3 |
15,491.75 |
15,613.50 |
15,986.50 |
|
| S4 |
15,144.75 |
15,266.50 |
15,891.25 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,741.00 |
18,413.00 |
16,812.50 |
|
| R3 |
17,863.50 |
17,535.50 |
16,571.00 |
|
| R2 |
16,986.00 |
16,986.00 |
16,490.50 |
|
| R1 |
16,658.00 |
16,658.00 |
16,410.25 |
16,822.00 |
| PP |
16,108.50 |
16,108.50 |
16,108.50 |
16,190.50 |
| S1 |
15,780.50 |
15,780.50 |
16,249.25 |
15,944.50 |
| S2 |
15,231.00 |
15,231.00 |
16,169.00 |
|
| S3 |
14,353.50 |
14,903.00 |
16,088.50 |
|
| S4 |
13,476.00 |
14,025.50 |
15,847.00 |
|
|
| 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 |
15,824.50 |
612.25 |
3.8% |
316.75 |
2.0% |
42% |
False |
False |
476,703 |
| 10 |
16,456.25 |
15,538.00 |
918.25 |
5.7% |
380.00 |
2.4% |
59% |
False |
False |
654,812 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.6% |
327.00 |
2.0% |
44% |
False |
False |
633,535 |
| 40 |
16,767.50 |
15,020.75 |
1,746.75 |
10.9% |
270.00 |
1.7% |
61% |
False |
False |
557,279 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
271.25 |
1.7% |
71% |
False |
False |
574,783 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
244.50 |
1.5% |
71% |
False |
False |
471,224 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.9% |
230.25 |
1.4% |
71% |
False |
False |
377,178 |
| 120 |
16,767.50 |
14,262.75 |
2,504.75 |
15.6% |
220.50 |
1.4% |
73% |
False |
False |
314,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,886.00 |
|
2.618 |
17,319.75 |
|
1.618 |
16,972.75 |
|
1.000 |
16,758.25 |
|
0.618 |
16,625.75 |
|
HIGH |
16,411.25 |
|
0.618 |
16,278.75 |
|
0.500 |
16,237.75 |
|
0.382 |
16,196.75 |
|
LOW |
16,064.25 |
|
0.618 |
15,849.75 |
|
1.000 |
15,717.25 |
|
1.618 |
15,502.75 |
|
2.618 |
15,155.75 |
|
4.250 |
14,589.50 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,237.75 |
16,242.00 |
| PP |
16,185.75 |
16,188.75 |
| S1 |
16,134.00 |
16,135.50 |
|