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 |
1,784.3 |
1,776.3 |
-8.0 |
-0.4% |
1,787.7 |
High |
1,788.4 |
1,791.0 |
2.6 |
0.1% |
1,794.3 |
Low |
1,773.3 |
1,770.4 |
-2.9 |
-0.2% |
1,770.4 |
Close |
1,776.7 |
1,784.8 |
8.1 |
0.5% |
1,784.8 |
Range |
15.1 |
20.6 |
5.5 |
36.4% |
23.9 |
ATR |
22.9 |
22.8 |
-0.2 |
-0.7% |
0.0 |
Volume |
123,974 |
141,995 |
18,021 |
14.5% |
610,032 |
|
Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.9 |
1,834.9 |
1,796.1 |
|
R3 |
1,823.3 |
1,814.3 |
1,790.5 |
|
R2 |
1,802.7 |
1,802.7 |
1,788.6 |
|
R1 |
1,793.7 |
1,793.7 |
1,786.7 |
1,798.2 |
PP |
1,782.1 |
1,782.1 |
1,782.1 |
1,784.3 |
S1 |
1,773.1 |
1,773.1 |
1,782.9 |
1,777.6 |
S2 |
1,761.5 |
1,761.5 |
1,781.0 |
|
S3 |
1,740.9 |
1,752.5 |
1,779.1 |
|
S4 |
1,720.3 |
1,731.9 |
1,773.5 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.9 |
1,843.7 |
1,797.9 |
|
R3 |
1,831.0 |
1,819.8 |
1,791.4 |
|
R2 |
1,807.1 |
1,807.1 |
1,789.2 |
|
R1 |
1,795.9 |
1,795.9 |
1,787.0 |
1,789.6 |
PP |
1,783.2 |
1,783.2 |
1,783.2 |
1,780.0 |
S1 |
1,772.0 |
1,772.0 |
1,782.6 |
1,765.7 |
S2 |
1,759.3 |
1,759.3 |
1,780.4 |
|
S3 |
1,735.4 |
1,748.1 |
1,778.2 |
|
S4 |
1,711.5 |
1,724.2 |
1,771.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,794.3 |
1,770.4 |
23.9 |
1.3% |
15.9 |
0.9% |
60% |
False |
True |
122,006 |
10 |
1,811.4 |
1,762.2 |
49.2 |
2.8% |
20.6 |
1.2% |
46% |
False |
False |
153,248 |
20 |
1,881.9 |
1,762.2 |
119.7 |
6.7% |
23.4 |
1.3% |
19% |
False |
False |
119,755 |
40 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
23.2 |
1.3% |
20% |
False |
False |
68,800 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
23.0 |
1.3% |
39% |
False |
False |
47,299 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.6 |
1.3% |
39% |
False |
False |
35,966 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.6 |
1.3% |
52% |
False |
False |
29,221 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.0 |
1.2% |
52% |
False |
False |
24,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.6 |
2.618 |
1,844.9 |
1.618 |
1,824.3 |
1.000 |
1,811.6 |
0.618 |
1,803.7 |
HIGH |
1,791.0 |
0.618 |
1,783.1 |
0.500 |
1,780.7 |
0.382 |
1,778.3 |
LOW |
1,770.4 |
0.618 |
1,757.7 |
1.000 |
1,749.8 |
1.618 |
1,737.1 |
2.618 |
1,716.5 |
4.250 |
1,682.9 |
|
|
Fisher Pivots for day following 10-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,783.4 |
1,784.0 |
PP |
1,782.1 |
1,783.2 |
S1 |
1,780.7 |
1,782.4 |
|