| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,085.00 |
15,928.50 |
-156.50 |
-1.0% |
15,716.25 |
| High |
16,133.75 |
16,302.50 |
168.75 |
1.0% |
16,436.75 |
| Low |
15,738.50 |
15,744.50 |
6.00 |
0.0% |
15,559.25 |
| Close |
15,924.75 |
16,288.00 |
363.25 |
2.3% |
16,329.75 |
| Range |
395.25 |
558.00 |
162.75 |
41.2% |
877.50 |
| ATR |
319.59 |
336.62 |
17.03 |
5.3% |
0.00 |
| Volume |
274,758 |
161,710 |
-113,048 |
-41.1% |
2,792,855 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,785.75 |
17,594.75 |
16,595.00 |
|
| R3 |
17,227.75 |
17,036.75 |
16,441.50 |
|
| R2 |
16,669.75 |
16,669.75 |
16,390.25 |
|
| R1 |
16,478.75 |
16,478.75 |
16,339.25 |
16,574.25 |
| PP |
16,111.75 |
16,111.75 |
16,111.75 |
16,159.50 |
| S1 |
15,920.75 |
15,920.75 |
16,236.75 |
16,016.25 |
| S2 |
15,553.75 |
15,553.75 |
16,185.75 |
|
| S3 |
14,995.75 |
15,362.75 |
16,134.50 |
|
| S4 |
14,437.75 |
14,804.75 |
15,981.00 |
|
|
| 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 |
16,420.00 |
15,738.50 |
681.50 |
4.2% |
360.50 |
2.2% |
81% |
False |
False |
346,101 |
| 10 |
16,436.75 |
15,538.00 |
898.75 |
5.5% |
376.25 |
2.3% |
83% |
False |
False |
526,805 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.5% |
352.00 |
2.2% |
61% |
False |
False |
609,946 |
| 40 |
16,767.50 |
15,273.75 |
1,493.75 |
9.2% |
282.75 |
1.7% |
68% |
False |
False |
547,985 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
275.00 |
1.7% |
80% |
False |
False |
556,963 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
250.25 |
1.5% |
80% |
False |
False |
476,653 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
237.00 |
1.5% |
80% |
False |
False |
381,521 |
| 120 |
16,767.50 |
14,322.00 |
2,445.50 |
15.0% |
226.50 |
1.4% |
80% |
False |
False |
318,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,674.00 |
|
2.618 |
17,763.25 |
|
1.618 |
17,205.25 |
|
1.000 |
16,860.50 |
|
0.618 |
16,647.25 |
|
HIGH |
16,302.50 |
|
0.618 |
16,089.25 |
|
0.500 |
16,023.50 |
|
0.382 |
15,957.75 |
|
LOW |
15,744.50 |
|
0.618 |
15,399.75 |
|
1.000 |
15,186.50 |
|
1.618 |
14,841.75 |
|
2.618 |
14,283.75 |
|
4.250 |
13,373.00 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,199.75 |
16,217.00 |
| PP |
16,111.75 |
16,146.00 |
| S1 |
16,023.50 |
16,075.00 |
|