Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,199.5 |
4,175.5 |
-24.0 |
-0.6% |
4,202.0 |
High |
4,234.0 |
4,179.0 |
-55.0 |
-1.3% |
4,234.0 |
Low |
4,151.5 |
4,110.5 |
-41.0 |
-1.0% |
4,110.5 |
Close |
4,191.5 |
4,145.5 |
-46.0 |
-1.1% |
4,145.5 |
Range |
82.5 |
68.5 |
-14.0 |
-17.0% |
123.5 |
ATR |
73.0 |
73.6 |
0.6 |
0.8% |
0.0 |
Volume |
839,976 |
908,553 |
68,577 |
8.2% |
5,372,040 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,350.5 |
4,316.5 |
4,183.2 |
|
R3 |
4,282.0 |
4,248.0 |
4,164.3 |
|
R2 |
4,213.5 |
4,213.5 |
4,158.1 |
|
R1 |
4,179.5 |
4,179.5 |
4,151.8 |
4,162.3 |
PP |
4,145.0 |
4,145.0 |
4,145.0 |
4,136.4 |
S1 |
4,111.0 |
4,111.0 |
4,139.2 |
4,093.8 |
S2 |
4,076.5 |
4,076.5 |
4,132.9 |
|
S3 |
4,008.0 |
4,042.5 |
4,126.7 |
|
S4 |
3,939.5 |
3,974.0 |
4,107.8 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,533.8 |
4,463.2 |
4,213.4 |
|
R3 |
4,410.3 |
4,339.7 |
4,179.5 |
|
R2 |
4,286.8 |
4,286.8 |
4,168.1 |
|
R1 |
4,216.2 |
4,216.2 |
4,156.8 |
4,189.8 |
PP |
4,163.3 |
4,163.3 |
4,163.3 |
4,150.1 |
S1 |
4,092.7 |
4,092.7 |
4,134.2 |
4,066.3 |
S2 |
4,039.8 |
4,039.8 |
4,122.9 |
|
S3 |
3,916.3 |
3,969.2 |
4,111.5 |
|
S4 |
3,792.8 |
3,845.7 |
4,077.6 |
|
|
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 |
4,110.5 |
123.5 |
3.0% |
74.0 |
1.8% |
28% |
False |
True |
1,074,408 |
10 |
4,270.0 |
4,059.0 |
211.0 |
5.1% |
74.4 |
1.8% |
41% |
False |
False |
648,108 |
20 |
4,351.0 |
3,980.0 |
371.0 |
8.9% |
79.2 |
1.9% |
45% |
False |
False |
335,247 |
40 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
53.1 |
1.3% |
40% |
False |
False |
170,202 |
60 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
50.4 |
1.2% |
46% |
False |
False |
114,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,470.1 |
2.618 |
4,358.3 |
1.618 |
4,289.8 |
1.000 |
4,247.5 |
0.618 |
4,221.3 |
HIGH |
4,179.0 |
0.618 |
4,152.8 |
0.500 |
4,144.8 |
0.382 |
4,136.7 |
LOW |
4,110.5 |
0.618 |
4,068.2 |
1.000 |
4,042.0 |
1.618 |
3,999.7 |
2.618 |
3,931.2 |
4.250 |
3,819.4 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,145.3 |
4,172.3 |
PP |
4,145.0 |
4,163.3 |
S1 |
4,144.8 |
4,154.4 |
|