| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
4,250.0 |
4,285.5 |
35.5 |
0.8% |
4,096.0 |
| High |
4,291.0 |
4,306.0 |
15.0 |
0.3% |
4,259.0 |
| Low |
4,219.0 |
4,269.5 |
50.5 |
1.2% |
4,026.0 |
| Close |
4,278.0 |
4,301.0 |
23.0 |
0.5% |
4,248.5 |
| Range |
72.0 |
36.5 |
-35.5 |
-49.3% |
233.0 |
| ATR |
76.0 |
73.1 |
-2.8 |
-3.7% |
0.0 |
| Volume |
246,829 |
297,773 |
50,944 |
20.6% |
1,976,700 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,401.7 |
4,387.8 |
4,321.1 |
|
| R3 |
4,365.2 |
4,351.3 |
4,311.0 |
|
| R2 |
4,328.7 |
4,328.7 |
4,307.7 |
|
| R1 |
4,314.8 |
4,314.8 |
4,304.3 |
4,321.8 |
| PP |
4,292.2 |
4,292.2 |
4,292.2 |
4,295.6 |
| S1 |
4,278.3 |
4,278.3 |
4,297.7 |
4,285.3 |
| S2 |
4,255.7 |
4,255.7 |
4,294.3 |
|
| S3 |
4,219.2 |
4,241.8 |
4,291.0 |
|
| S4 |
4,182.7 |
4,205.3 |
4,280.9 |
|
|
| 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 |
4,306.0 |
4,108.5 |
197.5 |
4.6% |
60.3 |
1.4% |
97% |
True |
False |
363,457 |
| 10 |
4,306.0 |
4,026.0 |
280.0 |
6.5% |
70.2 |
1.6% |
98% |
True |
False |
667,410 |
| 20 |
4,306.0 |
3,980.0 |
326.0 |
7.6% |
77.7 |
1.8% |
98% |
True |
False |
456,557 |
| 40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
58.2 |
1.4% |
78% |
False |
False |
232,576 |
| 60 |
4,392.5 |
3,935.0 |
457.5 |
10.6% |
51.0 |
1.2% |
80% |
False |
False |
155,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,461.1 |
|
2.618 |
4,401.6 |
|
1.618 |
4,365.1 |
|
1.000 |
4,342.5 |
|
0.618 |
4,328.6 |
|
HIGH |
4,306.0 |
|
0.618 |
4,292.1 |
|
0.500 |
4,287.8 |
|
0.382 |
4,283.4 |
|
LOW |
4,269.5 |
|
0.618 |
4,246.9 |
|
1.000 |
4,233.0 |
|
1.618 |
4,210.4 |
|
2.618 |
4,173.9 |
|
4.250 |
4,114.4 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,296.6 |
4,285.6 |
| PP |
4,292.2 |
4,270.2 |
| S1 |
4,287.8 |
4,254.8 |
|