Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,800.2 |
1,791.4 |
-8.8 |
-0.5% |
1,784.2 |
High |
1,804.6 |
1,801.7 |
-2.9 |
-0.2% |
1,815.7 |
Low |
1,789.0 |
1,785.0 |
-4.0 |
-0.2% |
1,753.0 |
Close |
1,794.6 |
1,788.7 |
-5.9 |
-0.3% |
1,804.9 |
Range |
15.6 |
16.7 |
1.1 |
7.1% |
62.7 |
ATR |
22.6 |
22.2 |
-0.4 |
-1.9% |
0.0 |
Volume |
105,386 |
134,154 |
28,768 |
27.3% |
744,791 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.9 |
1,832.0 |
1,797.9 |
|
R3 |
1,825.2 |
1,815.3 |
1,793.3 |
|
R2 |
1,808.5 |
1,808.5 |
1,791.8 |
|
R1 |
1,798.6 |
1,798.6 |
1,790.2 |
1,795.2 |
PP |
1,791.8 |
1,791.8 |
1,791.8 |
1,790.1 |
S1 |
1,781.9 |
1,781.9 |
1,787.2 |
1,778.5 |
S2 |
1,775.1 |
1,775.1 |
1,785.6 |
|
S3 |
1,758.4 |
1,765.2 |
1,784.1 |
|
S4 |
1,741.7 |
1,748.5 |
1,779.5 |
|
|
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% |
21.0 |
1.2% |
57% |
False |
False |
145,005 |
10 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
18.9 |
1.1% |
57% |
False |
False |
135,999 |
20 |
1,819.3 |
1,753.0 |
66.3 |
3.7% |
21.6 |
1.2% |
54% |
False |
False |
147,585 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
22.9 |
1.3% |
28% |
False |
False |
92,631 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.7 |
1.3% |
41% |
False |
False |
63,424 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.5 |
1.3% |
41% |
False |
False |
48,179 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.8 |
1.3% |
54% |
False |
False |
38,882 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.3% |
22.1 |
1.2% |
54% |
False |
False |
32,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.7 |
2.618 |
1,845.4 |
1.618 |
1,828.7 |
1.000 |
1,818.4 |
0.618 |
1,812.0 |
HIGH |
1,801.7 |
0.618 |
1,795.3 |
0.500 |
1,793.4 |
0.382 |
1,791.4 |
LOW |
1,785.0 |
0.618 |
1,774.7 |
1.000 |
1,768.3 |
1.618 |
1,758.0 |
2.618 |
1,741.3 |
4.250 |
1,714.0 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,793.4 |
1,800.4 |
PP |
1,791.8 |
1,796.5 |
S1 |
1,790.3 |
1,792.6 |
|