| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,789.4 |
1,805.6 |
16.2 |
0.9% |
1,784.2 |
| High |
1,806.3 |
1,812.0 |
5.7 |
0.3% |
1,815.7 |
| Low |
1,785.8 |
1,799.0 |
13.2 |
0.7% |
1,753.0 |
| Close |
1,802.2 |
1,811.7 |
9.5 |
0.5% |
1,804.9 |
| Range |
20.5 |
13.0 |
-7.5 |
-36.6% |
62.7 |
| ATR |
22.1 |
21.4 |
-0.6 |
-2.9% |
0.0 |
| Volume |
110,408 |
104,844 |
-5,564 |
-5.0% |
744,791 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,846.6 |
1,842.1 |
1,818.9 |
|
| R3 |
1,833.6 |
1,829.1 |
1,815.3 |
|
| R2 |
1,820.6 |
1,820.6 |
1,814.1 |
|
| R1 |
1,816.1 |
1,816.1 |
1,812.9 |
1,818.4 |
| PP |
1,807.6 |
1,807.6 |
1,807.6 |
1,808.7 |
| S1 |
1,803.1 |
1,803.1 |
1,810.5 |
1,805.4 |
| S2 |
1,794.6 |
1,794.6 |
1,809.3 |
|
| S3 |
1,781.6 |
1,790.1 |
1,808.1 |
|
| S4 |
1,768.6 |
1,777.1 |
1,804.6 |
|
|
| 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 |
1,785.0 |
30.7 |
1.7% |
17.0 |
0.9% |
87% |
False |
False |
122,279 |
| 10 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
19.3 |
1.1% |
94% |
False |
False |
134,157 |
| 20 |
1,819.3 |
1,753.0 |
66.3 |
3.7% |
20.8 |
1.1% |
89% |
False |
False |
145,635 |
| 40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.7 |
1.3% |
46% |
False |
False |
97,859 |
| 60 |
1,881.9 |
1,724.5 |
157.4 |
8.7% |
22.4 |
1.2% |
55% |
False |
False |
66,935 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.6 |
1.2% |
56% |
False |
False |
50,854 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.9 |
1.3% |
65% |
False |
False |
41,007 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.0 |
1.2% |
65% |
False |
False |
34,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.3 |
|
2.618 |
1,846.0 |
|
1.618 |
1,833.0 |
|
1.000 |
1,825.0 |
|
0.618 |
1,820.0 |
|
HIGH |
1,812.0 |
|
0.618 |
1,807.0 |
|
0.500 |
1,805.5 |
|
0.382 |
1,804.0 |
|
LOW |
1,799.0 |
|
0.618 |
1,791.0 |
|
1.000 |
1,786.0 |
|
1.618 |
1,778.0 |
|
2.618 |
1,765.0 |
|
4.250 |
1,743.8 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,809.6 |
1,807.3 |
| PP |
1,807.6 |
1,802.9 |
| S1 |
1,805.5 |
1,798.5 |
|