Trading Metrics calculated at close of trading on 29-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,285.5 |
4,300.5 |
15.0 |
0.4% |
4,096.0 |
High |
4,306.0 |
4,304.0 |
-2.0 |
0.0% |
4,259.0 |
Low |
4,269.5 |
4,253.5 |
-16.0 |
-0.4% |
4,026.0 |
Close |
4,301.0 |
4,266.0 |
-35.0 |
-0.8% |
4,248.5 |
Range |
36.5 |
50.5 |
14.0 |
38.4% |
233.0 |
ATR |
73.1 |
71.5 |
-1.6 |
-2.2% |
0.0 |
Volume |
297,773 |
342,167 |
44,394 |
14.9% |
1,976,700 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.0 |
4,396.5 |
4,293.8 |
|
R3 |
4,375.5 |
4,346.0 |
4,279.9 |
|
R2 |
4,325.0 |
4,325.0 |
4,275.3 |
|
R1 |
4,295.5 |
4,295.5 |
4,270.6 |
4,285.0 |
PP |
4,274.5 |
4,274.5 |
4,274.5 |
4,269.3 |
S1 |
4,245.0 |
4,245.0 |
4,261.4 |
4,234.5 |
S2 |
4,224.0 |
4,224.0 |
4,256.7 |
|
S3 |
4,173.5 |
4,194.5 |
4,252.1 |
|
S4 |
4,123.0 |
4,144.0 |
4,238.2 |
|
|
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 |
4,149.0 |
157.0 |
3.7% |
56.1 |
1.3% |
75% |
False |
False |
334,204 |
10 |
4,306.0 |
4,026.0 |
280.0 |
6.6% |
67.5 |
1.6% |
86% |
False |
False |
561,296 |
20 |
4,306.0 |
4,026.0 |
280.0 |
6.6% |
72.7 |
1.7% |
86% |
False |
False |
473,158 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.7% |
58.8 |
1.4% |
69% |
False |
False |
241,126 |
60 |
4,392.5 |
3,935.0 |
457.5 |
10.7% |
50.9 |
1.2% |
72% |
False |
False |
161,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,518.6 |
2.618 |
4,436.2 |
1.618 |
4,385.7 |
1.000 |
4,354.5 |
0.618 |
4,335.2 |
HIGH |
4,304.0 |
0.618 |
4,284.7 |
0.500 |
4,278.8 |
0.382 |
4,272.8 |
LOW |
4,253.5 |
0.618 |
4,222.3 |
1.000 |
4,203.0 |
1.618 |
4,171.8 |
2.618 |
4,121.3 |
4.250 |
4,038.9 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,278.8 |
4,264.8 |
PP |
4,274.5 |
4,263.7 |
S1 |
4,270.3 |
4,262.5 |
|