Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,175.5 |
4,096.0 |
-79.5 |
-1.9% |
4,202.0 |
High |
4,179.0 |
4,121.0 |
-58.0 |
-1.4% |
4,234.0 |
Low |
4,110.5 |
4,026.0 |
-84.5 |
-2.1% |
4,110.5 |
Close |
4,145.5 |
4,090.0 |
-55.5 |
-1.3% |
4,145.5 |
Range |
68.5 |
95.0 |
26.5 |
38.7% |
123.5 |
ATR |
73.6 |
76.8 |
3.3 |
4.5% |
0.0 |
Volume |
908,553 |
704,016 |
-204,537 |
-22.5% |
5,372,040 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,364.0 |
4,322.0 |
4,142.3 |
|
R3 |
4,269.0 |
4,227.0 |
4,116.1 |
|
R2 |
4,174.0 |
4,174.0 |
4,107.4 |
|
R1 |
4,132.0 |
4,132.0 |
4,098.7 |
4,105.5 |
PP |
4,079.0 |
4,079.0 |
4,079.0 |
4,065.8 |
S1 |
4,037.0 |
4,037.0 |
4,081.3 |
4,010.5 |
S2 |
3,984.0 |
3,984.0 |
4,072.6 |
|
S3 |
3,889.0 |
3,942.0 |
4,063.9 |
|
S4 |
3,794.0 |
3,847.0 |
4,037.8 |
|
|
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 |
4,026.0 |
208.0 |
5.1% |
80.0 |
2.0% |
31% |
False |
True |
971,363 |
10 |
4,270.0 |
4,026.0 |
244.0 |
6.0% |
76.3 |
1.9% |
26% |
False |
True |
712,292 |
20 |
4,305.0 |
3,980.0 |
325.0 |
7.9% |
81.8 |
2.0% |
34% |
False |
False |
368,957 |
40 |
4,392.5 |
3,980.0 |
412.5 |
10.1% |
55.0 |
1.3% |
27% |
False |
False |
187,690 |
60 |
4,392.5 |
3,935.0 |
457.5 |
11.2% |
51.6 |
1.3% |
34% |
False |
False |
125,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,524.8 |
2.618 |
4,369.7 |
1.618 |
4,274.7 |
1.000 |
4,216.0 |
0.618 |
4,179.7 |
HIGH |
4,121.0 |
0.618 |
4,084.7 |
0.500 |
4,073.5 |
0.382 |
4,062.3 |
LOW |
4,026.0 |
0.618 |
3,967.3 |
1.000 |
3,931.0 |
1.618 |
3,872.3 |
2.618 |
3,777.3 |
4.250 |
3,622.3 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,084.5 |
4,130.0 |
PP |
4,079.0 |
4,116.7 |
S1 |
4,073.5 |
4,103.3 |
|