| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
7,304.0 |
7,314.0 |
10.0 |
0.1% |
7,147.5 |
| High |
7,333.0 |
7,329.5 |
-3.5 |
0.0% |
7,380.5 |
| Low |
7,280.5 |
7,225.0 |
-55.5 |
-0.8% |
7,141.5 |
| Close |
7,296.0 |
7,236.5 |
-59.5 |
-0.8% |
7,296.0 |
| Range |
52.5 |
104.5 |
52.0 |
99.0% |
239.0 |
| ATR |
93.9 |
94.7 |
0.8 |
0.8% |
0.0 |
| Volume |
168,432 |
387,817 |
219,385 |
130.3% |
577,531 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,577.0 |
7,511.5 |
7,294.0 |
|
| R3 |
7,472.5 |
7,407.0 |
7,265.0 |
|
| R2 |
7,368.0 |
7,368.0 |
7,255.5 |
|
| R1 |
7,302.5 |
7,302.5 |
7,246.0 |
7,283.0 |
| PP |
7,263.5 |
7,263.5 |
7,263.5 |
7,254.0 |
| S1 |
7,198.0 |
7,198.0 |
7,227.0 |
7,178.5 |
| S2 |
7,159.0 |
7,159.0 |
7,217.5 |
|
| S3 |
7,054.5 |
7,093.5 |
7,208.0 |
|
| S4 |
6,950.0 |
6,989.0 |
7,179.0 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,989.5 |
7,882.0 |
7,427.5 |
|
| R3 |
7,750.5 |
7,643.0 |
7,361.5 |
|
| R2 |
7,511.5 |
7,511.5 |
7,340.0 |
|
| R1 |
7,404.0 |
7,404.0 |
7,318.0 |
7,458.0 |
| PP |
7,272.5 |
7,272.5 |
7,272.5 |
7,299.5 |
| S1 |
7,165.0 |
7,165.0 |
7,274.0 |
7,219.0 |
| S2 |
7,033.5 |
7,033.5 |
7,252.0 |
|
| S3 |
6,794.5 |
6,926.0 |
7,230.5 |
|
| S4 |
6,555.5 |
6,687.0 |
7,164.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,380.5 |
7,218.0 |
162.5 |
2.2% |
84.0 |
1.2% |
11% |
False |
False |
175,833 |
| 10 |
7,380.5 |
6,968.0 |
412.5 |
5.7% |
108.0 |
1.5% |
65% |
False |
False |
148,731 |
| 20 |
7,380.5 |
6,968.0 |
412.5 |
5.7% |
96.5 |
1.3% |
65% |
False |
False |
121,199 |
| 40 |
7,388.5 |
6,968.0 |
420.5 |
5.8% |
74.5 |
1.0% |
64% |
False |
False |
98,447 |
| 60 |
7,388.5 |
6,879.5 |
509.0 |
7.0% |
78.0 |
1.1% |
70% |
False |
False |
96,826 |
| 80 |
7,388.5 |
6,791.5 |
597.0 |
8.2% |
72.5 |
1.0% |
75% |
False |
False |
91,975 |
| 100 |
7,388.5 |
6,791.5 |
597.0 |
8.2% |
62.0 |
0.9% |
75% |
False |
False |
73,640 |
| 120 |
7,388.5 |
6,730.0 |
658.5 |
9.1% |
55.0 |
0.8% |
77% |
False |
False |
61,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,773.5 |
|
2.618 |
7,603.0 |
|
1.618 |
7,498.5 |
|
1.000 |
7,434.0 |
|
0.618 |
7,394.0 |
|
HIGH |
7,329.5 |
|
0.618 |
7,289.5 |
|
0.500 |
7,277.0 |
|
0.382 |
7,265.0 |
|
LOW |
7,225.0 |
|
0.618 |
7,160.5 |
|
1.000 |
7,120.5 |
|
1.618 |
7,056.0 |
|
2.618 |
6,951.5 |
|
4.250 |
6,781.0 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,277.0 |
7,300.0 |
| PP |
7,263.5 |
7,278.5 |
| S1 |
7,250.0 |
7,257.5 |
|