Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,175.0 |
4,147.5 |
-27.5 |
-0.7% |
4,091.0 |
High |
4,193.0 |
4,199.5 |
6.5 |
0.2% |
4,270.0 |
Low |
4,116.0 |
4,122.5 |
6.5 |
0.2% |
4,059.0 |
Close |
4,133.0 |
4,143.5 |
10.5 |
0.3% |
4,181.5 |
Range |
77.0 |
77.0 |
0.0 |
0.0% |
211.0 |
ATR |
71.2 |
71.6 |
0.4 |
0.6% |
0.0 |
Volume |
1,403,304 |
1,000,968 |
-402,336 |
-28.7% |
1,109,049 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,386.2 |
4,341.8 |
4,185.9 |
|
R3 |
4,309.2 |
4,264.8 |
4,164.7 |
|
R2 |
4,232.2 |
4,232.2 |
4,157.6 |
|
R1 |
4,187.8 |
4,187.8 |
4,150.6 |
4,171.5 |
PP |
4,155.2 |
4,155.2 |
4,155.2 |
4,147.0 |
S1 |
4,110.8 |
4,110.8 |
4,136.4 |
4,094.5 |
S2 |
4,078.2 |
4,078.2 |
4,129.4 |
|
S3 |
4,001.2 |
4,033.8 |
4,122.3 |
|
S4 |
3,924.2 |
3,956.8 |
4,101.2 |
|
|
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 |
4,232.5 |
4,116.0 |
116.5 |
2.8% |
64.2 |
1.5% |
24% |
False |
False |
863,007 |
10 |
4,270.0 |
4,038.0 |
232.0 |
5.6% |
75.3 |
1.8% |
45% |
False |
False |
483,589 |
20 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
76.7 |
1.9% |
40% |
False |
False |
249,219 |
40 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
50.8 |
1.2% |
40% |
False |
False |
126,495 |
60 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
48.7 |
1.2% |
46% |
False |
False |
85,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,526.8 |
2.618 |
4,401.1 |
1.618 |
4,324.1 |
1.000 |
4,276.5 |
0.618 |
4,247.1 |
HIGH |
4,199.5 |
0.618 |
4,170.1 |
0.500 |
4,161.0 |
0.382 |
4,151.9 |
LOW |
4,122.5 |
0.618 |
4,074.9 |
1.000 |
4,045.5 |
1.618 |
3,997.9 |
2.618 |
3,920.9 |
4.250 |
3,795.3 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,161.0 |
4,169.0 |
PP |
4,155.2 |
4,160.5 |
S1 |
4,149.3 |
4,152.0 |
|