Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,130.0 |
4,179.5 |
49.5 |
1.2% |
4,202.0 |
High |
4,180.0 |
4,215.0 |
35.0 |
0.8% |
4,234.0 |
Low |
4,108.5 |
4,149.0 |
40.5 |
1.0% |
4,110.5 |
Close |
4,154.5 |
4,191.5 |
37.0 |
0.9% |
4,145.5 |
Range |
71.5 |
66.0 |
-5.5 |
-7.7% |
123.5 |
ATR |
77.8 |
76.9 |
-0.8 |
-1.1% |
0.0 |
Volume |
488,433 |
386,364 |
-102,069 |
-20.9% |
5,372,040 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.2 |
4,353.3 |
4,227.8 |
|
R3 |
4,317.2 |
4,287.3 |
4,209.7 |
|
R2 |
4,251.2 |
4,251.2 |
4,203.6 |
|
R1 |
4,221.3 |
4,221.3 |
4,197.6 |
4,236.3 |
PP |
4,185.2 |
4,185.2 |
4,185.2 |
4,192.6 |
S1 |
4,155.3 |
4,155.3 |
4,185.5 |
4,170.3 |
S2 |
4,119.2 |
4,119.2 |
4,179.4 |
|
S3 |
4,053.2 |
4,089.3 |
4,173.4 |
|
S4 |
3,987.2 |
4,023.3 |
4,155.2 |
|
|
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% |
76.7 |
1.8% |
80% |
False |
False |
665,468 |
10 |
4,234.0 |
4,026.0 |
208.0 |
5.0% |
70.5 |
1.7% |
80% |
False |
False |
764,238 |
20 |
4,282.5 |
3,980.0 |
302.5 |
7.2% |
82.8 |
2.0% |
70% |
False |
False |
412,214 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.8% |
56.9 |
1.4% |
51% |
False |
False |
209,454 |
60 |
4,392.5 |
3,935.0 |
457.5 |
10.9% |
51.6 |
1.2% |
56% |
False |
False |
140,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,495.5 |
2.618 |
4,387.8 |
1.618 |
4,321.8 |
1.000 |
4,281.0 |
0.618 |
4,255.8 |
HIGH |
4,215.0 |
0.618 |
4,189.8 |
0.500 |
4,182.0 |
0.382 |
4,174.2 |
LOW |
4,149.0 |
0.618 |
4,108.2 |
1.000 |
4,083.0 |
1.618 |
4,042.2 |
2.618 |
3,976.2 |
4.250 |
3,868.5 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,188.3 |
4,167.8 |
PP |
4,185.2 |
4,144.2 |
S1 |
4,182.0 |
4,120.5 |
|