Trading Metrics calculated at close of trading on 16-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,771.9 |
1,777.9 |
6.0 |
0.3% |
1,787.7 |
High |
1,781.3 |
1,800.7 |
19.4 |
1.1% |
1,794.3 |
Low |
1,753.0 |
1,775.7 |
22.7 |
1.3% |
1,770.4 |
Close |
1,764.5 |
1,798.2 |
33.7 |
1.9% |
1,784.8 |
Range |
28.3 |
25.0 |
-3.3 |
-11.7% |
23.9 |
ATR |
22.5 |
23.5 |
1.0 |
4.4% |
0.0 |
Volume |
161,101 |
167,777 |
6,676 |
4.1% |
610,032 |
|
Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.5 |
1,857.4 |
1,812.0 |
|
R3 |
1,841.5 |
1,832.4 |
1,805.1 |
|
R2 |
1,816.5 |
1,816.5 |
1,802.8 |
|
R1 |
1,807.4 |
1,807.4 |
1,800.5 |
1,812.0 |
PP |
1,791.5 |
1,791.5 |
1,791.5 |
1,793.8 |
S1 |
1,782.4 |
1,782.4 |
1,795.9 |
1,787.0 |
S2 |
1,766.5 |
1,766.5 |
1,793.6 |
|
S3 |
1,741.5 |
1,757.4 |
1,791.3 |
|
S4 |
1,716.5 |
1,732.4 |
1,784.5 |
|
|
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 |
1,800.7 |
1,753.0 |
47.7 |
2.7% |
21.6 |
1.2% |
95% |
True |
False |
146,035 |
10 |
1,800.7 |
1,753.0 |
47.7 |
2.7% |
18.9 |
1.1% |
95% |
True |
False |
137,339 |
20 |
1,875.9 |
1,753.0 |
122.9 |
6.8% |
23.4 |
1.3% |
37% |
False |
False |
140,437 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
23.2 |
1.3% |
35% |
False |
False |
83,226 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
23.0 |
1.3% |
47% |
False |
False |
56,917 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.8 |
1.3% |
47% |
False |
False |
43,255 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.9 |
1.3% |
59% |
False |
False |
35,034 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.2 |
1.2% |
59% |
False |
False |
29,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.0 |
2.618 |
1,866.2 |
1.618 |
1,841.2 |
1.000 |
1,825.7 |
0.618 |
1,816.2 |
HIGH |
1,800.7 |
0.618 |
1,791.2 |
0.500 |
1,788.2 |
0.382 |
1,785.3 |
LOW |
1,775.7 |
0.618 |
1,760.3 |
1.000 |
1,750.7 |
1.618 |
1,735.3 |
2.618 |
1,710.3 |
4.250 |
1,669.5 |
|
|
Fisher Pivots for day following 16-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,794.9 |
1,791.1 |
PP |
1,791.5 |
1,784.0 |
S1 |
1,788.2 |
1,776.9 |
|