Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,784.2 |
1,787.6 |
3.4 |
0.2% |
1,787.7 |
High |
1,792.8 |
1,789.8 |
-3.0 |
-0.2% |
1,794.3 |
Low |
1,782.2 |
1,766.1 |
-16.1 |
-0.9% |
1,770.4 |
Close |
1,788.3 |
1,772.3 |
-16.0 |
-0.9% |
1,784.8 |
Range |
10.6 |
23.7 |
13.1 |
123.6% |
23.9 |
ATR |
21.9 |
22.0 |
0.1 |
0.6% |
0.0 |
Volume |
106,057 |
153,249 |
47,192 |
44.5% |
610,032 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.2 |
1,833.4 |
1,785.3 |
|
R3 |
1,823.5 |
1,809.7 |
1,778.8 |
|
R2 |
1,799.8 |
1,799.8 |
1,776.6 |
|
R1 |
1,786.0 |
1,786.0 |
1,774.5 |
1,781.1 |
PP |
1,776.1 |
1,776.1 |
1,776.1 |
1,773.6 |
S1 |
1,762.3 |
1,762.3 |
1,770.1 |
1,757.4 |
S2 |
1,752.4 |
1,752.4 |
1,768.0 |
|
S3 |
1,728.7 |
1,738.6 |
1,765.8 |
|
S4 |
1,705.0 |
1,714.9 |
1,759.3 |
|
|
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 |
1,766.1 |
28.2 |
1.6% |
16.8 |
1.0% |
22% |
False |
True |
126,993 |
10 |
1,795.7 |
1,762.2 |
33.5 |
1.9% |
18.1 |
1.0% |
30% |
False |
False |
139,756 |
20 |
1,881.9 |
1,762.2 |
119.7 |
6.8% |
23.2 |
1.3% |
8% |
False |
False |
126,928 |
40 |
1,881.9 |
1,761.0 |
120.9 |
6.8% |
23.0 |
1.3% |
9% |
False |
False |
75,148 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.9 |
1.3% |
31% |
False |
False |
51,521 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.9% |
22.6 |
1.3% |
31% |
False |
False |
39,167 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.6 |
1.3% |
46% |
False |
False |
31,783 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.4% |
22.0 |
1.2% |
46% |
False |
False |
26,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.5 |
2.618 |
1,851.8 |
1.618 |
1,828.1 |
1.000 |
1,813.5 |
0.618 |
1,804.4 |
HIGH |
1,789.8 |
0.618 |
1,780.7 |
0.500 |
1,778.0 |
0.382 |
1,775.2 |
LOW |
1,766.1 |
0.618 |
1,751.5 |
1.000 |
1,742.4 |
1.618 |
1,727.8 |
2.618 |
1,704.1 |
4.250 |
1,665.4 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,778.0 |
1,779.5 |
PP |
1,776.1 |
1,777.1 |
S1 |
1,774.2 |
1,774.7 |
|