| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
4,096.0 |
4,130.0 |
34.0 |
0.8% |
4,202.0 |
| High |
4,121.0 |
4,180.0 |
59.0 |
1.4% |
4,234.0 |
| Low |
4,026.0 |
4,108.5 |
82.5 |
2.0% |
4,110.5 |
| Close |
4,090.0 |
4,154.5 |
64.5 |
1.6% |
4,145.5 |
| Range |
95.0 |
71.5 |
-23.5 |
-24.7% |
123.5 |
| ATR |
76.8 |
77.8 |
0.9 |
1.2% |
0.0 |
| Volume |
704,016 |
488,433 |
-215,583 |
-30.6% |
5,372,040 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,362.2 |
4,329.8 |
4,193.8 |
|
| R3 |
4,290.7 |
4,258.3 |
4,174.2 |
|
| R2 |
4,219.2 |
4,219.2 |
4,167.6 |
|
| R1 |
4,186.8 |
4,186.8 |
4,161.1 |
4,203.0 |
| PP |
4,147.7 |
4,147.7 |
4,147.7 |
4,155.8 |
| S1 |
4,115.3 |
4,115.3 |
4,147.9 |
4,131.5 |
| S2 |
4,076.2 |
4,076.2 |
4,141.4 |
|
| S3 |
4,004.7 |
4,043.8 |
4,134.8 |
|
| S4 |
3,933.2 |
3,972.3 |
4,115.2 |
|
|
| 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 |
5.0% |
78.9 |
1.9% |
62% |
False |
False |
788,389 |
| 10 |
4,270.0 |
4,026.0 |
244.0 |
5.9% |
69.7 |
1.7% |
53% |
False |
False |
747,798 |
| 20 |
4,283.0 |
3,980.0 |
303.0 |
7.3% |
82.6 |
2.0% |
58% |
False |
False |
392,984 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.9% |
55.9 |
1.3% |
42% |
False |
False |
199,799 |
| 60 |
4,392.5 |
3,935.0 |
457.5 |
11.0% |
51.0 |
1.2% |
48% |
False |
False |
134,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,483.9 |
|
2.618 |
4,367.2 |
|
1.618 |
4,295.7 |
|
1.000 |
4,251.5 |
|
0.618 |
4,224.2 |
|
HIGH |
4,180.0 |
|
0.618 |
4,152.7 |
|
0.500 |
4,144.3 |
|
0.382 |
4,135.8 |
|
LOW |
4,108.5 |
|
0.618 |
4,064.3 |
|
1.000 |
4,037.0 |
|
1.618 |
3,992.8 |
|
2.618 |
3,921.3 |
|
4.250 |
3,804.6 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,151.1 |
4,137.3 |
| PP |
4,147.7 |
4,120.2 |
| S1 |
4,144.3 |
4,103.0 |
|