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 |
1,776.3 |
1,784.2 |
7.9 |
0.4% |
1,787.7 |
High |
1,791.0 |
1,792.8 |
1.8 |
0.1% |
1,794.3 |
Low |
1,770.4 |
1,782.2 |
11.8 |
0.7% |
1,770.4 |
Close |
1,784.8 |
1,788.3 |
3.5 |
0.2% |
1,784.8 |
Range |
20.6 |
10.6 |
-10.0 |
-48.5% |
23.9 |
ATR |
22.8 |
21.9 |
-0.9 |
-3.8% |
0.0 |
Volume |
141,995 |
106,057 |
-35,938 |
-25.3% |
610,032 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.6 |
1,814.5 |
1,794.1 |
|
R3 |
1,809.0 |
1,803.9 |
1,791.2 |
|
R2 |
1,798.4 |
1,798.4 |
1,790.2 |
|
R1 |
1,793.3 |
1,793.3 |
1,789.3 |
1,795.9 |
PP |
1,787.8 |
1,787.8 |
1,787.8 |
1,789.0 |
S1 |
1,782.7 |
1,782.7 |
1,787.3 |
1,785.3 |
S2 |
1,777.2 |
1,777.2 |
1,786.4 |
|
S3 |
1,766.6 |
1,772.1 |
1,785.4 |
|
S4 |
1,756.0 |
1,761.5 |
1,782.5 |
|
|
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% |
15.5 |
0.9% |
75% |
False |
False |
122,322 |
10 |
1,811.4 |
1,762.2 |
49.2 |
2.8% |
19.7 |
1.1% |
53% |
False |
False |
148,718 |
20 |
1,881.9 |
1,762.2 |
119.7 |
6.7% |
22.7 |
1.3% |
22% |
False |
False |
123,633 |
40 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
22.6 |
1.3% |
23% |
False |
False |
71,356 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.9 |
1.3% |
41% |
False |
False |
49,023 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.4 |
1.3% |
41% |
False |
False |
37,261 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.6 |
1.3% |
54% |
False |
False |
30,274 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
21.9 |
1.2% |
54% |
False |
False |
25,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.9 |
2.618 |
1,820.6 |
1.618 |
1,810.0 |
1.000 |
1,803.4 |
0.618 |
1,799.4 |
HIGH |
1,792.8 |
0.618 |
1,788.8 |
0.500 |
1,787.5 |
0.382 |
1,786.2 |
LOW |
1,782.2 |
0.618 |
1,775.6 |
1.000 |
1,771.6 |
1.618 |
1,765.0 |
2.618 |
1,754.4 |
4.250 |
1,737.2 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,788.0 |
1,786.1 |
PP |
1,787.8 |
1,783.8 |
S1 |
1,787.5 |
1,781.6 |
|