Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,805.6 |
1,810.2 |
4.6 |
0.3% |
1,800.2 |
High |
1,812.0 |
1,814.6 |
2.6 |
0.1% |
1,812.0 |
Low |
1,799.0 |
1,803.6 |
4.6 |
0.3% |
1,785.0 |
Close |
1,811.7 |
1,808.8 |
-2.9 |
-0.2% |
1,811.7 |
Range |
13.0 |
11.0 |
-2.0 |
-15.4% |
27.0 |
ATR |
21.4 |
20.7 |
-0.7 |
-3.5% |
0.0 |
Volume |
104,844 |
84,225 |
-20,619 |
-19.7% |
454,792 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.0 |
1,836.4 |
1,814.9 |
|
R3 |
1,831.0 |
1,825.4 |
1,811.8 |
|
R2 |
1,820.0 |
1,820.0 |
1,810.8 |
|
R1 |
1,814.4 |
1,814.4 |
1,809.8 |
1,811.7 |
PP |
1,809.0 |
1,809.0 |
1,809.0 |
1,807.7 |
S1 |
1,803.4 |
1,803.4 |
1,807.8 |
1,800.7 |
S2 |
1,798.0 |
1,798.0 |
1,806.8 |
|
S3 |
1,787.0 |
1,792.4 |
1,805.8 |
|
S4 |
1,776.0 |
1,781.4 |
1,802.8 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.9 |
1,874.8 |
1,826.6 |
|
R3 |
1,856.9 |
1,847.8 |
1,819.1 |
|
R2 |
1,829.9 |
1,829.9 |
1,816.7 |
|
R1 |
1,820.8 |
1,820.8 |
1,814.2 |
1,825.4 |
PP |
1,802.9 |
1,802.9 |
1,802.9 |
1,805.2 |
S1 |
1,793.8 |
1,793.8 |
1,809.2 |
1,798.4 |
S2 |
1,775.9 |
1,775.9 |
1,806.8 |
|
S3 |
1,748.9 |
1,766.8 |
1,804.3 |
|
S4 |
1,721.9 |
1,739.8 |
1,796.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,814.6 |
1,785.0 |
29.6 |
1.6% |
15.4 |
0.8% |
80% |
True |
False |
107,803 |
10 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
18.4 |
1.0% |
89% |
False |
False |
128,380 |
20 |
1,815.7 |
1,753.0 |
62.7 |
3.5% |
19.5 |
1.1% |
89% |
False |
False |
140,814 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.5 |
1.2% |
43% |
False |
False |
99,650 |
60 |
1,881.9 |
1,747.9 |
134.0 |
7.4% |
21.9 |
1.2% |
45% |
False |
False |
68,074 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.6 |
1.2% |
54% |
False |
False |
51,875 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.7 |
1.3% |
64% |
False |
False |
41,833 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.0 |
1.2% |
64% |
False |
False |
35,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.4 |
2.618 |
1,843.4 |
1.618 |
1,832.4 |
1.000 |
1,825.6 |
0.618 |
1,821.4 |
HIGH |
1,814.6 |
0.618 |
1,810.4 |
0.500 |
1,809.1 |
0.382 |
1,807.8 |
LOW |
1,803.6 |
0.618 |
1,796.8 |
1.000 |
1,792.6 |
1.618 |
1,785.8 |
2.618 |
1,774.8 |
4.250 |
1,756.9 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,809.1 |
1,805.9 |
PP |
1,809.0 |
1,803.1 |
S1 |
1,808.9 |
1,800.2 |
|