| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,269.0 |
2,219.0 |
-50.0 |
-2.2% |
2,166.4 |
| High |
2,274.1 |
2,244.9 |
-29.2 |
-1.3% |
2,279.9 |
| Low |
2,214.4 |
2,196.0 |
-18.4 |
-0.8% |
2,149.8 |
| Close |
2,218.4 |
2,212.4 |
-6.0 |
-0.3% |
2,212.4 |
| Range |
59.7 |
48.9 |
-10.8 |
-18.1% |
130.1 |
| ATR |
58.7 |
58.0 |
-0.7 |
-1.2% |
0.0 |
| Volume |
265,664 |
243,187 |
-22,477 |
-8.5% |
1,177,176 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.5 |
2,337.3 |
2,239.3 |
|
| R3 |
2,315.6 |
2,288.4 |
2,225.8 |
|
| R2 |
2,266.7 |
2,266.7 |
2,221.4 |
|
| R1 |
2,239.5 |
2,239.5 |
2,216.9 |
2,228.7 |
| PP |
2,217.8 |
2,217.8 |
2,217.8 |
2,212.3 |
| S1 |
2,190.6 |
2,190.6 |
2,207.9 |
2,179.8 |
| S2 |
2,168.9 |
2,168.9 |
2,203.4 |
|
| S3 |
2,120.0 |
2,141.7 |
2,199.0 |
|
| S4 |
2,071.1 |
2,092.8 |
2,185.5 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.3 |
2,538.5 |
2,284.0 |
|
| R3 |
2,474.2 |
2,408.4 |
2,248.2 |
|
| R2 |
2,344.1 |
2,344.1 |
2,236.3 |
|
| R1 |
2,278.3 |
2,278.3 |
2,224.3 |
2,311.2 |
| PP |
2,214.0 |
2,214.0 |
2,214.0 |
2,230.5 |
| S1 |
2,148.2 |
2,148.2 |
2,200.5 |
2,181.1 |
| S2 |
2,083.9 |
2,083.9 |
2,188.5 |
|
| S3 |
1,953.8 |
2,018.1 |
2,176.6 |
|
| S4 |
1,823.7 |
1,888.0 |
2,140.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,279.9 |
2,149.8 |
130.1 |
5.9% |
57.6 |
2.6% |
48% |
False |
False |
235,435 |
| 10 |
2,282.3 |
2,136.8 |
145.5 |
6.6% |
70.3 |
3.2% |
52% |
False |
False |
295,984 |
| 20 |
2,427.5 |
2,136.8 |
290.7 |
13.1% |
58.6 |
2.7% |
26% |
False |
False |
242,278 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.6% |
49.9 |
2.3% |
23% |
False |
False |
206,674 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.6% |
48.9 |
2.2% |
23% |
False |
False |
205,611 |
| 80 |
2,460.8 |
2,104.7 |
356.1 |
16.1% |
46.4 |
2.1% |
30% |
False |
False |
169,560 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.1% |
44.8 |
2.0% |
30% |
False |
False |
135,686 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.5% |
44.5 |
2.0% |
32% |
False |
False |
113,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,452.7 |
|
2.618 |
2,372.9 |
|
1.618 |
2,324.0 |
|
1.000 |
2,293.8 |
|
0.618 |
2,275.1 |
|
HIGH |
2,244.9 |
|
0.618 |
2,226.2 |
|
0.500 |
2,220.5 |
|
0.382 |
2,214.7 |
|
LOW |
2,196.0 |
|
0.618 |
2,165.8 |
|
1.000 |
2,147.1 |
|
1.618 |
2,116.9 |
|
2.618 |
2,068.0 |
|
4.250 |
1,988.2 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.5 |
2,238.0 |
| PP |
2,217.8 |
2,229.4 |
| S1 |
2,215.1 |
2,220.9 |
|