| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
4,147.5 |
4,199.5 |
52.0 |
1.3% |
4,091.0 |
| High |
4,199.5 |
4,234.0 |
34.5 |
0.8% |
4,270.0 |
| Low |
4,122.5 |
4,151.5 |
29.0 |
0.7% |
4,059.0 |
| Close |
4,143.5 |
4,191.5 |
48.0 |
1.2% |
4,181.5 |
| Range |
77.0 |
82.5 |
5.5 |
7.1% |
211.0 |
| ATR |
71.6 |
73.0 |
1.3 |
1.9% |
0.0 |
| Volume |
1,000,968 |
839,976 |
-160,992 |
-16.1% |
1,109,049 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,439.8 |
4,398.2 |
4,236.9 |
|
| R3 |
4,357.3 |
4,315.7 |
4,214.2 |
|
| R2 |
4,274.8 |
4,274.8 |
4,206.6 |
|
| R1 |
4,233.2 |
4,233.2 |
4,199.1 |
4,212.8 |
| PP |
4,192.3 |
4,192.3 |
4,192.3 |
4,182.1 |
| S1 |
4,150.7 |
4,150.7 |
4,183.9 |
4,130.3 |
| S2 |
4,109.8 |
4,109.8 |
4,176.4 |
|
| S3 |
4,027.3 |
4,068.2 |
4,168.8 |
|
| S4 |
3,944.8 |
3,985.7 |
4,146.1 |
|
|
| 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 |
4,234.0 |
4,116.0 |
118.0 |
2.8% |
69.0 |
1.6% |
64% |
True |
False |
986,125 |
| 10 |
4,270.0 |
4,038.0 |
232.0 |
5.5% |
77.3 |
1.8% |
66% |
False |
False |
564,208 |
| 20 |
4,380.5 |
3,980.0 |
400.5 |
9.6% |
79.0 |
1.9% |
53% |
False |
False |
290,965 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.8% |
52.1 |
1.2% |
51% |
False |
False |
147,491 |
| 60 |
4,392.5 |
3,935.0 |
457.5 |
10.9% |
49.7 |
1.2% |
56% |
False |
False |
99,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,584.6 |
|
2.618 |
4,450.0 |
|
1.618 |
4,367.5 |
|
1.000 |
4,316.5 |
|
0.618 |
4,285.0 |
|
HIGH |
4,234.0 |
|
0.618 |
4,202.5 |
|
0.500 |
4,192.8 |
|
0.382 |
4,183.0 |
|
LOW |
4,151.5 |
|
0.618 |
4,100.5 |
|
1.000 |
4,069.0 |
|
1.618 |
4,018.0 |
|
2.618 |
3,935.5 |
|
4.250 |
3,800.9 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,192.8 |
4,186.0 |
| PP |
4,192.3 |
4,180.5 |
| S1 |
4,191.9 |
4,175.0 |
|