| 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 |
2,184.6 |
2,164.3 |
-20.3 |
-0.9% |
2,166.4 |
| High |
2,195.3 |
2,201.9 |
6.6 |
0.3% |
2,279.9 |
| Low |
2,152.4 |
2,130.1 |
-22.3 |
-1.0% |
2,149.8 |
| Close |
2,161.3 |
2,198.1 |
36.8 |
1.7% |
2,212.4 |
| Range |
42.9 |
71.8 |
28.9 |
67.4% |
130.1 |
| ATR |
57.1 |
58.1 |
1.1 |
1.8% |
0.0 |
| Volume |
155,043 |
83,275 |
-71,768 |
-46.3% |
1,177,176 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.1 |
2,366.9 |
2,237.6 |
|
| R3 |
2,320.3 |
2,295.1 |
2,217.8 |
|
| R2 |
2,248.5 |
2,248.5 |
2,211.3 |
|
| R1 |
2,223.3 |
2,223.3 |
2,204.7 |
2,235.9 |
| PP |
2,176.7 |
2,176.7 |
2,176.7 |
2,183.0 |
| S1 |
2,151.5 |
2,151.5 |
2,191.5 |
2,164.1 |
| S2 |
2,104.9 |
2,104.9 |
2,184.9 |
|
| S3 |
2,033.1 |
2,079.7 |
2,178.4 |
|
| S4 |
1,961.3 |
2,007.9 |
2,158.6 |
|
|
| 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 |
2,274.1 |
2,130.1 |
144.0 |
6.6% |
56.7 |
2.6% |
47% |
False |
True |
201,067 |
| 10 |
2,279.9 |
2,130.1 |
149.8 |
6.8% |
61.5 |
2.8% |
45% |
False |
True |
233,417 |
| 20 |
2,405.3 |
2,130.1 |
275.2 |
12.5% |
63.5 |
2.9% |
25% |
False |
True |
247,273 |
| 40 |
2,460.8 |
2,130.1 |
330.7 |
15.0% |
51.5 |
2.3% |
21% |
False |
True |
208,092 |
| 60 |
2,460.8 |
2,130.1 |
330.7 |
15.0% |
49.4 |
2.2% |
21% |
False |
True |
201,419 |
| 80 |
2,460.8 |
2,130.1 |
330.7 |
15.0% |
46.6 |
2.1% |
21% |
False |
True |
175,746 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.2% |
45.2 |
2.1% |
26% |
False |
False |
140,649 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.6% |
45.4 |
2.1% |
28% |
False |
False |
117,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.1 |
|
2.618 |
2,389.9 |
|
1.618 |
2,318.1 |
|
1.000 |
2,273.7 |
|
0.618 |
2,246.3 |
|
HIGH |
2,201.9 |
|
0.618 |
2,174.5 |
|
0.500 |
2,166.0 |
|
0.382 |
2,157.5 |
|
LOW |
2,130.1 |
|
0.618 |
2,085.7 |
|
1.000 |
2,058.3 |
|
1.618 |
2,013.9 |
|
2.618 |
1,942.1 |
|
4.250 |
1,825.0 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,187.4 |
2,191.6 |
| PP |
2,176.7 |
2,185.1 |
| S1 |
2,166.0 |
2,178.7 |
|