| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
4,179.5 |
4,210.5 |
31.0 |
0.7% |
4,202.0 |
| High |
4,215.0 |
4,259.0 |
44.0 |
1.0% |
4,234.0 |
| Low |
4,149.0 |
4,203.5 |
54.5 |
1.3% |
4,110.5 |
| Close |
4,191.5 |
4,248.5 |
57.0 |
1.4% |
4,145.5 |
| Range |
66.0 |
55.5 |
-10.5 |
-15.9% |
123.5 |
| ATR |
76.9 |
76.3 |
-0.7 |
-0.9% |
0.0 |
| Volume |
386,364 |
397,887 |
11,523 |
3.0% |
5,372,040 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,403.5 |
4,381.5 |
4,279.0 |
|
| R3 |
4,348.0 |
4,326.0 |
4,263.8 |
|
| R2 |
4,292.5 |
4,292.5 |
4,258.7 |
|
| R1 |
4,270.5 |
4,270.5 |
4,253.6 |
4,281.5 |
| PP |
4,237.0 |
4,237.0 |
4,237.0 |
4,242.5 |
| S1 |
4,215.0 |
4,215.0 |
4,243.4 |
4,226.0 |
| S2 |
4,181.5 |
4,181.5 |
4,238.3 |
|
| S3 |
4,126.0 |
4,159.5 |
4,233.2 |
|
| S4 |
4,070.5 |
4,104.0 |
4,218.0 |
|
|
| 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 |
4,259.0 |
4,026.0 |
233.0 |
5.5% |
71.3 |
1.7% |
95% |
True |
False |
577,050 |
| 10 |
4,259.0 |
4,026.0 |
233.0 |
5.5% |
70.2 |
1.7% |
95% |
True |
False |
781,588 |
| 20 |
4,270.0 |
3,980.0 |
290.0 |
6.8% |
84.5 |
2.0% |
93% |
False |
False |
431,616 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
57.7 |
1.4% |
65% |
False |
False |
219,401 |
| 60 |
4,392.5 |
3,935.0 |
457.5 |
10.8% |
51.2 |
1.2% |
69% |
False |
False |
146,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,494.9 |
|
2.618 |
4,404.3 |
|
1.618 |
4,348.8 |
|
1.000 |
4,314.5 |
|
0.618 |
4,293.3 |
|
HIGH |
4,259.0 |
|
0.618 |
4,237.8 |
|
0.500 |
4,231.3 |
|
0.382 |
4,224.7 |
|
LOW |
4,203.5 |
|
0.618 |
4,169.2 |
|
1.000 |
4,148.0 |
|
1.618 |
4,113.7 |
|
2.618 |
4,058.2 |
|
4.250 |
3,967.6 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,242.8 |
4,226.9 |
| PP |
4,237.0 |
4,205.3 |
| S1 |
4,231.3 |
4,183.8 |
|