Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,202.0 |
4,175.0 |
-27.0 |
-0.6% |
4,091.0 |
High |
4,222.0 |
4,193.0 |
-29.0 |
-0.7% |
4,270.0 |
Low |
4,157.0 |
4,116.0 |
-41.0 |
-1.0% |
4,059.0 |
Close |
4,162.0 |
4,133.0 |
-29.0 |
-0.7% |
4,181.5 |
Range |
65.0 |
77.0 |
12.0 |
18.5% |
211.0 |
ATR |
70.8 |
71.2 |
0.4 |
0.6% |
0.0 |
Volume |
1,219,239 |
1,403,304 |
184,065 |
15.1% |
1,109,049 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,378.3 |
4,332.7 |
4,175.4 |
|
R3 |
4,301.3 |
4,255.7 |
4,154.2 |
|
R2 |
4,224.3 |
4,224.3 |
4,147.1 |
|
R1 |
4,178.7 |
4,178.7 |
4,140.1 |
4,163.0 |
PP |
4,147.3 |
4,147.3 |
4,147.3 |
4,139.5 |
S1 |
4,101.7 |
4,101.7 |
4,125.9 |
4,086.0 |
S2 |
4,070.3 |
4,070.3 |
4,118.9 |
|
S3 |
3,993.3 |
4,024.7 |
4,111.8 |
|
S4 |
3,916.3 |
3,947.7 |
4,090.7 |
|
|
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 |
4,116.0 |
154.0 |
3.7% |
60.5 |
1.5% |
11% |
False |
True |
707,207 |
10 |
4,270.0 |
4,038.0 |
232.0 |
5.6% |
77.8 |
1.9% |
41% |
False |
False |
385,020 |
20 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
73.4 |
1.8% |
37% |
False |
False |
199,372 |
40 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
49.5 |
1.2% |
37% |
False |
False |
101,472 |
60 |
4,392.5 |
3,935.0 |
457.5 |
11.1% |
48.9 |
1.2% |
43% |
False |
False |
68,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,520.3 |
2.618 |
4,394.6 |
1.618 |
4,317.6 |
1.000 |
4,270.0 |
0.618 |
4,240.6 |
HIGH |
4,193.0 |
0.618 |
4,163.6 |
0.500 |
4,154.5 |
0.382 |
4,145.4 |
LOW |
4,116.0 |
0.618 |
4,068.4 |
1.000 |
4,039.0 |
1.618 |
3,991.4 |
2.618 |
3,914.4 |
4.250 |
3,788.8 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,154.5 |
4,169.0 |
PP |
4,147.3 |
4,157.0 |
S1 |
4,140.2 |
4,145.0 |
|