Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
1,805.6 |
1,817.0 |
11.4 |
0.6% |
1,810.2 |
High |
1,818.1 |
1,831.4 |
13.3 |
0.7% |
1,831.4 |
Low |
1,796.2 |
1,815.4 |
19.2 |
1.1% |
1,789.1 |
Close |
1,814.1 |
1,828.6 |
14.5 |
0.8% |
1,828.6 |
Range |
21.9 |
16.0 |
-5.9 |
-26.9% |
42.3 |
ATR |
20.6 |
20.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
113,430 |
106,604 |
-6,826 |
-6.0% |
543,486 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,873.1 |
1,866.9 |
1,837.4 |
|
R3 |
1,857.1 |
1,850.9 |
1,833.0 |
|
R2 |
1,841.1 |
1,841.1 |
1,831.5 |
|
R1 |
1,834.9 |
1,834.9 |
1,830.1 |
1,838.0 |
PP |
1,825.1 |
1,825.1 |
1,825.1 |
1,826.7 |
S1 |
1,818.9 |
1,818.9 |
1,827.1 |
1,822.0 |
S2 |
1,809.1 |
1,809.1 |
1,825.7 |
|
S3 |
1,793.1 |
1,802.9 |
1,824.2 |
|
S4 |
1,777.1 |
1,786.9 |
1,819.8 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.3 |
1,928.2 |
1,851.9 |
|
R3 |
1,901.0 |
1,885.9 |
1,840.2 |
|
R2 |
1,858.7 |
1,858.7 |
1,836.4 |
|
R1 |
1,843.6 |
1,843.6 |
1,832.5 |
1,851.2 |
PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,820.1 |
S1 |
1,801.3 |
1,801.3 |
1,824.7 |
1,808.9 |
S2 |
1,774.1 |
1,774.1 |
1,820.8 |
|
S3 |
1,731.8 |
1,759.0 |
1,817.0 |
|
S4 |
1,689.5 |
1,716.7 |
1,805.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,831.4 |
1,789.1 |
42.3 |
2.3% |
16.8 |
0.9% |
93% |
True |
False |
108,697 |
10 |
1,831.4 |
1,785.0 |
46.4 |
2.5% |
16.9 |
0.9% |
94% |
True |
False |
115,488 |
20 |
1,831.4 |
1,753.0 |
78.4 |
4.3% |
17.9 |
1.0% |
96% |
True |
False |
126,413 |
40 |
1,881.9 |
1,753.0 |
128.9 |
7.0% |
22.2 |
1.2% |
59% |
False |
False |
110,243 |
60 |
1,881.9 |
1,752.1 |
129.8 |
7.1% |
21.8 |
1.2% |
59% |
False |
False |
75,447 |
80 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
22.3 |
1.2% |
66% |
False |
False |
57,473 |
100 |
1,881.9 |
1,723.7 |
158.2 |
8.7% |
21.8 |
1.2% |
66% |
False |
False |
46,307 |
120 |
1,881.9 |
1,680.0 |
201.9 |
11.0% |
22.0 |
1.2% |
74% |
False |
False |
38,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.4 |
2.618 |
1,873.3 |
1.618 |
1,857.3 |
1.000 |
1,847.4 |
0.618 |
1,841.3 |
HIGH |
1,831.4 |
0.618 |
1,825.3 |
0.500 |
1,823.4 |
0.382 |
1,821.5 |
LOW |
1,815.4 |
0.618 |
1,805.5 |
1.000 |
1,799.4 |
1.618 |
1,789.5 |
2.618 |
1,773.5 |
4.250 |
1,747.4 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,826.9 |
1,822.5 |
PP |
1,825.1 |
1,816.4 |
S1 |
1,823.4 |
1,810.3 |
|