Trading Metrics calculated at close of trading on 29-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,812.1 |
1,806.6 |
-5.5 |
-0.3% |
1,800.2 |
High |
1,821.6 |
1,808.0 |
-13.6 |
-0.7% |
1,812.0 |
Low |
1,805.5 |
1,789.1 |
-16.4 |
-0.9% |
1,785.0 |
Close |
1,810.9 |
1,805.8 |
-5.1 |
-0.3% |
1,811.7 |
Range |
16.1 |
18.9 |
2.8 |
17.4% |
27.0 |
ATR |
20.4 |
20.5 |
0.1 |
0.5% |
0.0 |
Volume |
100,542 |
138,685 |
38,143 |
37.9% |
454,792 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.7 |
1,850.6 |
1,816.2 |
|
R3 |
1,838.8 |
1,831.7 |
1,811.0 |
|
R2 |
1,819.9 |
1,819.9 |
1,809.3 |
|
R1 |
1,812.8 |
1,812.8 |
1,807.5 |
1,806.9 |
PP |
1,801.0 |
1,801.0 |
1,801.0 |
1,798.0 |
S1 |
1,793.9 |
1,793.9 |
1,804.1 |
1,788.0 |
S2 |
1,782.1 |
1,782.1 |
1,802.3 |
|
S3 |
1,763.2 |
1,775.0 |
1,800.6 |
|
S4 |
1,744.3 |
1,756.1 |
1,795.4 |
|
|
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 |
1,785.8 |
35.8 |
2.0% |
15.9 |
0.9% |
56% |
False |
False |
107,740 |
10 |
1,821.6 |
1,753.0 |
68.6 |
3.8% |
18.4 |
1.0% |
77% |
False |
False |
126,372 |
20 |
1,821.6 |
1,753.0 |
68.6 |
3.8% |
18.3 |
1.0% |
77% |
False |
False |
133,064 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.2 |
1.2% |
41% |
False |
False |
105,109 |
60 |
1,881.9 |
1,747.9 |
134.0 |
7.4% |
21.8 |
1.2% |
43% |
False |
False |
71,920 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.8% |
22.5 |
1.2% |
52% |
False |
False |
54,791 |
100 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
22.5 |
1.2% |
62% |
False |
False |
44,181 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.2% |
21.9 |
1.2% |
62% |
False |
False |
37,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.3 |
2.618 |
1,857.5 |
1.618 |
1,838.6 |
1.000 |
1,826.9 |
0.618 |
1,819.7 |
HIGH |
1,808.0 |
0.618 |
1,800.8 |
0.500 |
1,798.6 |
0.382 |
1,796.3 |
LOW |
1,789.1 |
0.618 |
1,777.4 |
1.000 |
1,770.2 |
1.618 |
1,758.5 |
2.618 |
1,739.6 |
4.250 |
1,708.8 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,803.4 |
1,805.7 |
PP |
1,801.0 |
1,805.5 |
S1 |
1,798.6 |
1,805.4 |
|