Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,210.5 |
4,250.0 |
39.5 |
0.9% |
4,096.0 |
High |
4,259.0 |
4,291.0 |
32.0 |
0.8% |
4,259.0 |
Low |
4,203.5 |
4,219.0 |
15.5 |
0.4% |
4,026.0 |
Close |
4,248.5 |
4,278.0 |
29.5 |
0.7% |
4,248.5 |
Range |
55.5 |
72.0 |
16.5 |
29.7% |
233.0 |
ATR |
76.3 |
76.0 |
-0.3 |
-0.4% |
0.0 |
Volume |
397,887 |
246,829 |
-151,058 |
-38.0% |
1,976,700 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.7 |
4,450.3 |
4,317.6 |
|
R3 |
4,406.7 |
4,378.3 |
4,297.8 |
|
R2 |
4,334.7 |
4,334.7 |
4,291.2 |
|
R1 |
4,306.3 |
4,306.3 |
4,284.6 |
4,320.5 |
PP |
4,262.7 |
4,262.7 |
4,262.7 |
4,269.8 |
S1 |
4,234.3 |
4,234.3 |
4,271.4 |
4,248.5 |
S2 |
4,190.7 |
4,190.7 |
4,264.8 |
|
S3 |
4,118.7 |
4,162.3 |
4,258.2 |
|
S4 |
4,046.7 |
4,090.3 |
4,238.4 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,876.8 |
4,795.7 |
4,376.7 |
|
R3 |
4,643.8 |
4,562.7 |
4,312.6 |
|
R2 |
4,410.8 |
4,410.8 |
4,291.2 |
|
R1 |
4,329.7 |
4,329.7 |
4,269.9 |
4,370.3 |
PP |
4,177.8 |
4,177.8 |
4,177.8 |
4,198.1 |
S1 |
4,096.7 |
4,096.7 |
4,227.1 |
4,137.3 |
S2 |
3,944.8 |
3,944.8 |
4,205.8 |
|
S3 |
3,711.8 |
3,863.7 |
4,184.4 |
|
S4 |
3,478.8 |
3,630.7 |
4,120.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,291.0 |
4,026.0 |
265.0 |
6.2% |
72.0 |
1.7% |
95% |
True |
False |
444,705 |
10 |
4,291.0 |
4,026.0 |
265.0 |
6.2% |
73.0 |
1.7% |
95% |
True |
False |
759,556 |
20 |
4,291.0 |
3,980.0 |
311.0 |
7.3% |
78.9 |
1.8% |
96% |
True |
False |
443,147 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
57.8 |
1.4% |
72% |
False |
False |
225,509 |
60 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
51.0 |
1.2% |
75% |
False |
False |
150,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.0 |
2.618 |
4,479.5 |
1.618 |
4,407.5 |
1.000 |
4,363.0 |
0.618 |
4,335.5 |
HIGH |
4,291.0 |
0.618 |
4,263.5 |
0.500 |
4,255.0 |
0.382 |
4,246.5 |
LOW |
4,219.0 |
0.618 |
4,174.5 |
1.000 |
4,147.0 |
1.618 |
4,102.5 |
2.618 |
4,030.5 |
4.250 |
3,913.0 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,270.3 |
4,258.7 |
PP |
4,262.7 |
4,239.3 |
S1 |
4,255.0 |
4,220.0 |
|