| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,806.6 |
1,805.6 |
-1.0 |
-0.1% |
1,800.2 |
| High |
1,808.0 |
1,818.1 |
10.1 |
0.6% |
1,812.0 |
| Low |
1,789.1 |
1,796.2 |
7.1 |
0.4% |
1,785.0 |
| Close |
1,805.8 |
1,814.1 |
8.3 |
0.5% |
1,811.7 |
| Range |
18.9 |
21.9 |
3.0 |
15.9% |
27.0 |
| ATR |
20.5 |
20.6 |
0.1 |
0.5% |
0.0 |
| Volume |
138,685 |
113,430 |
-25,255 |
-18.2% |
454,792 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.2 |
1,866.5 |
1,826.1 |
|
| R3 |
1,853.3 |
1,844.6 |
1,820.1 |
|
| R2 |
1,831.4 |
1,831.4 |
1,818.1 |
|
| R1 |
1,822.7 |
1,822.7 |
1,816.1 |
1,827.1 |
| PP |
1,809.5 |
1,809.5 |
1,809.5 |
1,811.6 |
| S1 |
1,800.8 |
1,800.8 |
1,812.1 |
1,805.2 |
| S2 |
1,787.6 |
1,787.6 |
1,810.1 |
|
| S3 |
1,765.7 |
1,778.9 |
1,808.1 |
|
| S4 |
1,743.8 |
1,757.0 |
1,802.1 |
|
|
| 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 |
1,789.1 |
32.5 |
1.8% |
16.2 |
0.9% |
77% |
False |
False |
108,345 |
| 10 |
1,821.6 |
1,775.7 |
45.9 |
2.5% |
17.8 |
1.0% |
84% |
False |
False |
121,605 |
| 20 |
1,821.6 |
1,753.0 |
68.6 |
3.8% |
18.2 |
1.0% |
89% |
False |
False |
129,719 |
| 40 |
1,881.9 |
1,753.0 |
128.9 |
7.1% |
22.5 |
1.2% |
47% |
False |
False |
107,747 |
| 60 |
1,881.9 |
1,747.9 |
134.0 |
7.4% |
21.8 |
1.2% |
49% |
False |
False |
73,730 |
| 80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.3 |
1.2% |
57% |
False |
False |
56,166 |
| 100 |
1,881.9 |
1,720.7 |
161.2 |
8.9% |
21.8 |
1.2% |
58% |
False |
False |
45,279 |
| 120 |
1,881.9 |
1,680.0 |
201.9 |
11.1% |
22.0 |
1.2% |
66% |
False |
False |
38,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,911.2 |
|
2.618 |
1,875.4 |
|
1.618 |
1,853.5 |
|
1.000 |
1,840.0 |
|
0.618 |
1,831.6 |
|
HIGH |
1,818.1 |
|
0.618 |
1,809.7 |
|
0.500 |
1,807.2 |
|
0.382 |
1,804.6 |
|
LOW |
1,796.2 |
|
0.618 |
1,782.7 |
|
1.000 |
1,774.3 |
|
1.618 |
1,760.8 |
|
2.618 |
1,738.9 |
|
4.250 |
1,703.1 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,811.8 |
1,811.2 |
| PP |
1,809.5 |
1,808.3 |
| S1 |
1,807.2 |
1,805.4 |
|