Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,791.4 |
1,789.4 |
-2.0 |
-0.1% |
1,784.2 |
High |
1,801.7 |
1,806.3 |
4.6 |
0.3% |
1,815.7 |
Low |
1,785.0 |
1,785.8 |
0.8 |
0.0% |
1,753.0 |
Close |
1,788.7 |
1,802.2 |
13.5 |
0.8% |
1,804.9 |
Range |
16.7 |
20.5 |
3.8 |
22.8% |
62.7 |
ATR |
22.2 |
22.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
134,154 |
110,408 |
-23,746 |
-17.7% |
744,791 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.6 |
1,851.4 |
1,813.5 |
|
R3 |
1,839.1 |
1,830.9 |
1,807.8 |
|
R2 |
1,818.6 |
1,818.6 |
1,806.0 |
|
R1 |
1,810.4 |
1,810.4 |
1,804.1 |
1,814.5 |
PP |
1,798.1 |
1,798.1 |
1,798.1 |
1,800.2 |
S1 |
1,789.9 |
1,789.9 |
1,800.3 |
1,794.0 |
S2 |
1,777.6 |
1,777.6 |
1,798.4 |
|
S3 |
1,757.1 |
1,769.4 |
1,796.6 |
|
S4 |
1,736.6 |
1,748.9 |
1,790.9 |
|
|
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 |
1,775.7 |
40.0 |
2.2% |
19.4 |
1.1% |
66% |
False |
False |
134,866 |
10 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
19.5 |
1.1% |
78% |
False |
False |
136,070 |
20 |
1,819.3 |
1,753.0 |
66.3 |
3.7% |
21.1 |
1.2% |
74% |
False |
False |
145,564 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.2% |
22.8 |
1.3% |
38% |
False |
False |
95,307 |
60 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.6 |
1.3% |
50% |
False |
False |
65,222 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.6 |
1.3% |
50% |
False |
False |
49,554 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.8 |
1.3% |
61% |
False |
False |
39,973 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.1 |
1.2% |
61% |
False |
False |
33,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.4 |
2.618 |
1,860.0 |
1.618 |
1,839.5 |
1.000 |
1,826.8 |
0.618 |
1,819.0 |
HIGH |
1,806.3 |
0.618 |
1,798.5 |
0.500 |
1,796.1 |
0.382 |
1,793.6 |
LOW |
1,785.8 |
0.618 |
1,773.1 |
1.000 |
1,765.3 |
1.618 |
1,752.6 |
2.618 |
1,732.1 |
4.250 |
1,698.7 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,800.2 |
1,800.0 |
PP |
1,798.1 |
1,797.8 |
S1 |
1,796.1 |
1,795.7 |
|