| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,321.75 |
16,085.00 |
-236.75 |
-1.5% |
15,716.25 |
| High |
16,411.25 |
16,133.75 |
-277.50 |
-1.7% |
16,436.75 |
| Low |
16,064.25 |
15,738.50 |
-325.75 |
-2.0% |
15,559.25 |
| Close |
16,082.00 |
15,924.75 |
-157.25 |
-1.0% |
16,329.75 |
| Range |
347.00 |
395.25 |
48.25 |
13.9% |
877.50 |
| ATR |
313.77 |
319.59 |
5.82 |
1.9% |
0.00 |
| Volume |
286,177 |
274,758 |
-11,419 |
-4.0% |
2,792,855 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,118.00 |
16,916.75 |
16,142.25 |
|
| R3 |
16,722.75 |
16,521.50 |
16,033.50 |
|
| R2 |
16,327.50 |
16,327.50 |
15,997.25 |
|
| R1 |
16,126.25 |
16,126.25 |
15,961.00 |
16,029.25 |
| PP |
15,932.25 |
15,932.25 |
15,932.25 |
15,884.00 |
| S1 |
15,731.00 |
15,731.00 |
15,888.50 |
15,634.00 |
| S2 |
15,537.00 |
15,537.00 |
15,852.25 |
|
| S3 |
15,141.75 |
15,335.75 |
15,816.00 |
|
| S4 |
14,746.50 |
14,940.50 |
15,707.25 |
|
|
| 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 |
15,738.50 |
698.25 |
4.4% |
285.75 |
1.8% |
27% |
False |
True |
412,729 |
| 10 |
16,436.75 |
15,538.00 |
898.75 |
5.6% |
380.75 |
2.4% |
43% |
False |
False |
596,823 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.7% |
333.25 |
2.1% |
31% |
False |
False |
623,080 |
| 40 |
16,767.50 |
15,269.00 |
1,498.50 |
9.4% |
273.00 |
1.7% |
44% |
False |
False |
553,562 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
269.00 |
1.7% |
65% |
False |
False |
565,264 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
246.50 |
1.5% |
65% |
False |
False |
474,643 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
232.50 |
1.5% |
65% |
False |
False |
379,915 |
| 120 |
16,767.50 |
14,303.50 |
2,464.00 |
15.5% |
222.50 |
1.4% |
66% |
False |
False |
316,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,813.50 |
|
2.618 |
17,168.50 |
|
1.618 |
16,773.25 |
|
1.000 |
16,529.00 |
|
0.618 |
16,378.00 |
|
HIGH |
16,133.75 |
|
0.618 |
15,982.75 |
|
0.500 |
15,936.00 |
|
0.382 |
15,889.50 |
|
LOW |
15,738.50 |
|
0.618 |
15,494.25 |
|
1.000 |
15,343.25 |
|
1.618 |
15,099.00 |
|
2.618 |
14,703.75 |
|
4.250 |
14,058.75 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,936.00 |
16,075.00 |
| PP |
15,932.25 |
16,024.75 |
| S1 |
15,928.50 |
15,974.75 |
|