Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,801.5 |
1,800.2 |
-1.3 |
-0.1% |
1,784.2 |
High |
1,815.7 |
1,804.6 |
-11.1 |
-0.6% |
1,815.7 |
Low |
1,796.5 |
1,789.0 |
-7.5 |
-0.4% |
1,753.0 |
Close |
1,804.9 |
1,794.6 |
-10.3 |
-0.6% |
1,804.9 |
Range |
19.2 |
15.6 |
-3.6 |
-18.8% |
62.7 |
ATR |
23.2 |
22.6 |
-0.5 |
-2.2% |
0.0 |
Volume |
156,607 |
105,386 |
-51,221 |
-32.7% |
744,791 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.9 |
1,834.3 |
1,803.2 |
|
R3 |
1,827.3 |
1,818.7 |
1,798.9 |
|
R2 |
1,811.7 |
1,811.7 |
1,797.5 |
|
R1 |
1,803.1 |
1,803.1 |
1,796.0 |
1,799.6 |
PP |
1,796.1 |
1,796.1 |
1,796.1 |
1,794.3 |
S1 |
1,787.5 |
1,787.5 |
1,793.2 |
1,784.0 |
S2 |
1,780.5 |
1,780.5 |
1,791.7 |
|
S3 |
1,764.9 |
1,771.9 |
1,790.3 |
|
S4 |
1,749.3 |
1,756.3 |
1,786.0 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.3 |
1,954.8 |
1,839.4 |
|
R3 |
1,916.6 |
1,892.1 |
1,822.1 |
|
R2 |
1,853.9 |
1,853.9 |
1,816.4 |
|
R1 |
1,829.4 |
1,829.4 |
1,810.6 |
1,841.7 |
PP |
1,791.2 |
1,791.2 |
1,791.2 |
1,797.3 |
S1 |
1,766.7 |
1,766.7 |
1,799.2 |
1,779.0 |
S2 |
1,728.5 |
1,728.5 |
1,793.4 |
|
S3 |
1,665.8 |
1,704.0 |
1,787.7 |
|
S4 |
1,603.1 |
1,641.3 |
1,770.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
22.4 |
1.2% |
66% |
False |
False |
148,824 |
10 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
18.9 |
1.1% |
66% |
False |
False |
135,573 |
20 |
1,853.0 |
1,753.0 |
100.0 |
5.6% |
23.2 |
1.3% |
42% |
False |
False |
147,891 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
23.0 |
1.3% |
32% |
False |
False |
89,429 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.6 |
1.3% |
45% |
False |
False |
61,219 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.8 |
1.3% |
45% |
False |
False |
46,513 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.8 |
1.3% |
57% |
False |
False |
37,551 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.1 |
1.2% |
57% |
False |
False |
31,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,870.9 |
2.618 |
1,845.4 |
1.618 |
1,829.8 |
1.000 |
1,820.2 |
0.618 |
1,814.2 |
HIGH |
1,804.6 |
0.618 |
1,798.6 |
0.500 |
1,796.8 |
0.382 |
1,795.0 |
LOW |
1,789.0 |
0.618 |
1,779.4 |
1.000 |
1,773.4 |
1.618 |
1,763.8 |
2.618 |
1,748.2 |
4.250 |
1,722.7 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,796.8 |
1,795.7 |
PP |
1,796.1 |
1,795.3 |
S1 |
1,795.3 |
1,795.0 |
|