| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,928.50 |
16,288.50 |
360.00 |
2.3% |
15,716.25 |
| High |
16,302.50 |
16,459.25 |
156.75 |
1.0% |
16,436.75 |
| Low |
15,744.50 |
15,800.25 |
55.75 |
0.4% |
15,559.25 |
| Close |
16,288.00 |
15,870.50 |
-417.50 |
-2.6% |
16,329.75 |
| Range |
558.00 |
659.00 |
101.00 |
18.1% |
877.50 |
| ATR |
336.62 |
359.65 |
23.03 |
6.8% |
0.00 |
| Volume |
161,710 |
143,255 |
-18,455 |
-11.4% |
2,792,855 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,020.25 |
17,604.50 |
16,233.00 |
|
| R3 |
17,361.25 |
16,945.50 |
16,051.75 |
|
| R2 |
16,702.25 |
16,702.25 |
15,991.25 |
|
| R1 |
16,286.50 |
16,286.50 |
15,931.00 |
16,165.00 |
| PP |
16,043.25 |
16,043.25 |
16,043.25 |
15,982.50 |
| S1 |
15,627.50 |
15,627.50 |
15,810.00 |
15,506.00 |
| S2 |
15,384.25 |
15,384.25 |
15,749.75 |
|
| S3 |
14,725.25 |
14,968.50 |
15,689.25 |
|
| S4 |
14,066.25 |
14,309.50 |
15,508.00 |
|
|
| 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 |
16,459.25 |
15,738.50 |
720.75 |
4.5% |
432.25 |
2.7% |
18% |
True |
False |
252,237 |
| 10 |
16,459.25 |
15,538.00 |
921.25 |
5.8% |
411.75 |
2.6% |
36% |
True |
False |
455,760 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.7% |
378.50 |
2.4% |
27% |
False |
False |
594,309 |
| 40 |
16,767.50 |
15,273.75 |
1,493.75 |
9.4% |
296.25 |
1.9% |
40% |
False |
False |
540,273 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
281.00 |
1.8% |
63% |
False |
False |
549,334 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
257.75 |
1.6% |
63% |
False |
False |
478,433 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
240.00 |
1.5% |
63% |
False |
False |
382,935 |
| 120 |
16,767.50 |
14,367.75 |
2,399.75 |
15.1% |
230.50 |
1.5% |
63% |
False |
False |
319,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,260.00 |
|
2.618 |
18,184.50 |
|
1.618 |
17,525.50 |
|
1.000 |
17,118.25 |
|
0.618 |
16,866.50 |
|
HIGH |
16,459.25 |
|
0.618 |
16,207.50 |
|
0.500 |
16,129.75 |
|
0.382 |
16,052.00 |
|
LOW |
15,800.25 |
|
0.618 |
15,393.00 |
|
1.000 |
15,141.25 |
|
1.618 |
14,734.00 |
|
2.618 |
14,075.00 |
|
4.250 |
12,999.50 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,129.75 |
16,099.00 |
| PP |
16,043.25 |
16,022.75 |
| S1 |
15,957.00 |
15,946.50 |
|