| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,288.50 |
15,873.00 |
-415.50 |
-2.6% |
16,321.75 |
| High |
16,459.25 |
15,902.00 |
-557.25 |
-3.4% |
16,459.25 |
| Low |
15,800.25 |
15,668.00 |
-132.25 |
-0.8% |
15,668.00 |
| Close |
15,870.50 |
15,717.32 |
-153.18 |
-1.0% |
15,717.32 |
| Range |
659.00 |
234.00 |
-425.00 |
-64.5% |
791.25 |
| ATR |
359.65 |
350.67 |
-8.97 |
-2.5% |
0.00 |
| Volume |
143,255 |
9,391 |
-133,864 |
-93.4% |
875,291 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,464.50 |
16,325.00 |
15,846.00 |
|
| R3 |
16,230.50 |
16,091.00 |
15,781.75 |
|
| R2 |
15,996.50 |
15,996.50 |
15,760.25 |
|
| R1 |
15,857.00 |
15,857.00 |
15,738.75 |
15,809.75 |
| PP |
15,762.50 |
15,762.50 |
15,762.50 |
15,738.75 |
| S1 |
15,623.00 |
15,623.00 |
15,695.75 |
15,575.75 |
| S2 |
15,528.50 |
15,528.50 |
15,674.50 |
|
| S3 |
15,294.50 |
15,389.00 |
15,653.00 |
|
| S4 |
15,060.50 |
15,155.00 |
15,588.50 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,322.00 |
17,811.00 |
16,152.50 |
|
| R3 |
17,530.75 |
17,019.75 |
15,935.00 |
|
| R2 |
16,739.50 |
16,739.50 |
15,862.50 |
|
| R1 |
16,228.50 |
16,228.50 |
15,789.75 |
16,088.25 |
| PP |
15,948.25 |
15,948.25 |
15,948.25 |
15,878.25 |
| S1 |
15,437.25 |
15,437.25 |
15,644.75 |
15,297.00 |
| S2 |
15,157.00 |
15,157.00 |
15,572.25 |
|
| S3 |
14,365.75 |
14,646.00 |
15,499.75 |
|
| S4 |
13,574.50 |
13,854.75 |
15,282.25 |
|
|
| 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 |
15,668.00 |
791.25 |
5.0% |
438.75 |
2.8% |
6% |
False |
True |
175,058 |
| 10 |
16,459.25 |
15,559.25 |
900.00 |
5.7% |
376.75 |
2.4% |
18% |
False |
False |
366,814 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.8% |
380.00 |
2.4% |
15% |
False |
False |
564,667 |
| 40 |
16,767.50 |
15,273.75 |
1,493.75 |
9.5% |
297.50 |
1.9% |
30% |
False |
False |
529,592 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
282.00 |
1.8% |
56% |
False |
False |
540,915 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
259.75 |
1.7% |
56% |
False |
False |
478,543 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
240.50 |
1.5% |
56% |
False |
False |
383,021 |
| 120 |
16,767.50 |
14,367.75 |
2,399.75 |
15.3% |
231.50 |
1.5% |
56% |
False |
False |
319,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,896.50 |
|
2.618 |
16,514.50 |
|
1.618 |
16,280.50 |
|
1.000 |
16,136.00 |
|
0.618 |
16,046.50 |
|
HIGH |
15,902.00 |
|
0.618 |
15,812.50 |
|
0.500 |
15,785.00 |
|
0.382 |
15,757.50 |
|
LOW |
15,668.00 |
|
0.618 |
15,523.50 |
|
1.000 |
15,434.00 |
|
1.618 |
15,289.50 |
|
2.618 |
15,055.50 |
|
4.250 |
14,673.50 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,785.00 |
16,063.50 |
| PP |
15,762.50 |
15,948.25 |
| S1 |
15,740.00 |
15,832.75 |
|