Trading Metrics calculated at close of trading on 13-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,190.0 |
4,202.0 |
12.0 |
0.3% |
4,091.0 |
High |
4,203.5 |
4,222.0 |
18.5 |
0.4% |
4,270.0 |
Low |
4,160.0 |
4,157.0 |
-3.0 |
-0.1% |
4,059.0 |
Close |
4,181.5 |
4,162.0 |
-19.5 |
-0.5% |
4,181.5 |
Range |
43.5 |
65.0 |
21.5 |
49.4% |
211.0 |
ATR |
71.2 |
70.8 |
-0.4 |
-0.6% |
0.0 |
Volume |
467,142 |
1,219,239 |
752,097 |
161.0% |
1,109,049 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,375.3 |
4,333.7 |
4,197.8 |
|
R3 |
4,310.3 |
4,268.7 |
4,179.9 |
|
R2 |
4,245.3 |
4,245.3 |
4,173.9 |
|
R1 |
4,203.7 |
4,203.7 |
4,168.0 |
4,192.0 |
PP |
4,180.3 |
4,180.3 |
4,180.3 |
4,174.5 |
S1 |
4,138.7 |
4,138.7 |
4,156.0 |
4,127.0 |
S2 |
4,115.3 |
4,115.3 |
4,150.1 |
|
S3 |
4,050.3 |
4,073.7 |
4,144.1 |
|
S4 |
3,985.3 |
4,008.7 |
4,126.3 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.2 |
4,703.3 |
4,297.6 |
|
R3 |
4,592.2 |
4,492.3 |
4,239.5 |
|
R2 |
4,381.2 |
4,381.2 |
4,220.2 |
|
R1 |
4,281.3 |
4,281.3 |
4,200.8 |
4,331.3 |
PP |
4,170.2 |
4,170.2 |
4,170.2 |
4,195.1 |
S1 |
4,070.3 |
4,070.3 |
4,162.2 |
4,120.3 |
S2 |
3,959.2 |
3,959.2 |
4,142.8 |
|
S3 |
3,748.2 |
3,859.3 |
4,123.5 |
|
S4 |
3,537.2 |
3,648.3 |
4,065.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,270.0 |
4,130.0 |
140.0 |
3.4% |
72.6 |
1.7% |
23% |
False |
False |
453,222 |
10 |
4,270.0 |
3,980.0 |
290.0 |
7.0% |
85.3 |
2.0% |
63% |
False |
False |
245,705 |
20 |
4,392.5 |
3,980.0 |
412.5 |
9.9% |
70.2 |
1.7% |
44% |
False |
False |
129,748 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.9% |
48.1 |
1.2% |
44% |
False |
False |
66,396 |
60 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
48.3 |
1.2% |
50% |
False |
False |
45,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,498.3 |
2.618 |
4,392.2 |
1.618 |
4,327.2 |
1.000 |
4,287.0 |
0.618 |
4,262.2 |
HIGH |
4,222.0 |
0.618 |
4,197.2 |
0.500 |
4,189.5 |
0.382 |
4,181.8 |
LOW |
4,157.0 |
0.618 |
4,116.8 |
1.000 |
4,092.0 |
1.618 |
4,051.8 |
2.618 |
3,986.8 |
4.250 |
3,880.8 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,189.5 |
4,194.8 |
PP |
4,180.3 |
4,183.8 |
S1 |
4,171.2 |
4,172.9 |
|