| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,810.2 |
1,812.1 |
1.9 |
0.1% |
1,800.2 |
| High |
1,814.6 |
1,821.6 |
7.0 |
0.4% |
1,812.0 |
| Low |
1,803.6 |
1,805.5 |
1.9 |
0.1% |
1,785.0 |
| Close |
1,808.8 |
1,810.9 |
2.1 |
0.1% |
1,811.7 |
| Range |
11.0 |
16.1 |
5.1 |
46.4% |
27.0 |
| ATR |
20.7 |
20.4 |
-0.3 |
-1.6% |
0.0 |
| Volume |
84,225 |
100,542 |
16,317 |
19.4% |
454,792 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.0 |
1,852.0 |
1,819.8 |
|
| R3 |
1,844.9 |
1,835.9 |
1,815.3 |
|
| R2 |
1,828.8 |
1,828.8 |
1,813.9 |
|
| R1 |
1,819.8 |
1,819.8 |
1,812.4 |
1,816.3 |
| PP |
1,812.7 |
1,812.7 |
1,812.7 |
1,810.9 |
| S1 |
1,803.7 |
1,803.7 |
1,809.4 |
1,800.2 |
| S2 |
1,796.6 |
1,796.6 |
1,807.9 |
|
| S3 |
1,780.5 |
1,787.6 |
1,806.5 |
|
| S4 |
1,764.4 |
1,771.5 |
1,802.0 |
|
|
| 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 |
1,821.6 |
1,785.0 |
36.6 |
2.0% |
15.5 |
0.9% |
71% |
True |
False |
106,834 |
| 10 |
1,821.6 |
1,753.0 |
68.6 |
3.8% |
18.9 |
1.0% |
84% |
True |
False |
127,829 |
| 20 |
1,821.6 |
1,753.0 |
68.6 |
3.8% |
19.3 |
1.1% |
84% |
True |
False |
138,273 |
| 40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.2 |
1.2% |
45% |
False |
False |
101,934 |
| 60 |
1,881.9 |
1,747.9 |
134.0 |
7.4% |
21.9 |
1.2% |
47% |
False |
False |
69,653 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.6 |
1.2% |
55% |
False |
False |
53,103 |
| 100 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.7 |
1.3% |
65% |
False |
False |
42,830 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
21.9 |
1.2% |
65% |
False |
False |
36,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.0 |
|
2.618 |
1,863.7 |
|
1.618 |
1,847.6 |
|
1.000 |
1,837.7 |
|
0.618 |
1,831.5 |
|
HIGH |
1,821.6 |
|
0.618 |
1,815.4 |
|
0.500 |
1,813.6 |
|
0.382 |
1,811.7 |
|
LOW |
1,805.5 |
|
0.618 |
1,795.6 |
|
1.000 |
1,789.4 |
|
1.618 |
1,779.5 |
|
2.618 |
1,763.4 |
|
4.250 |
1,737.1 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,813.6 |
1,810.7 |
| PP |
1,812.7 |
1,810.5 |
| S1 |
1,811.8 |
1,810.3 |
|