Trading Metrics calculated at close of trading on 30-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,300.5 |
4,269.0 |
-31.5 |
-0.7% |
4,096.0 |
High |
4,304.0 |
4,296.0 |
-8.0 |
-0.2% |
4,259.0 |
Low |
4,253.5 |
4,260.5 |
7.0 |
0.2% |
4,026.0 |
Close |
4,266.0 |
4,287.5 |
21.5 |
0.5% |
4,248.5 |
Range |
50.5 |
35.5 |
-15.0 |
-29.7% |
233.0 |
ATR |
71.5 |
69.0 |
-2.6 |
-3.6% |
0.0 |
Volume |
342,167 |
376,793 |
34,626 |
10.1% |
1,976,700 |
|
Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,387.8 |
4,373.2 |
4,307.0 |
|
R3 |
4,352.3 |
4,337.7 |
4,297.3 |
|
R2 |
4,316.8 |
4,316.8 |
4,294.0 |
|
R1 |
4,302.2 |
4,302.2 |
4,290.8 |
4,309.5 |
PP |
4,281.3 |
4,281.3 |
4,281.3 |
4,285.0 |
S1 |
4,266.7 |
4,266.7 |
4,284.2 |
4,274.0 |
S2 |
4,245.8 |
4,245.8 |
4,281.0 |
|
S3 |
4,210.3 |
4,231.2 |
4,277.7 |
|
S4 |
4,174.8 |
4,195.7 |
4,268.0 |
|
|
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 |
4,203.5 |
102.5 |
2.4% |
50.0 |
1.2% |
82% |
False |
False |
332,289 |
10 |
4,306.0 |
4,026.0 |
280.0 |
6.5% |
63.4 |
1.5% |
93% |
False |
False |
498,879 |
20 |
4,306.0 |
4,026.0 |
280.0 |
6.5% |
69.3 |
1.6% |
93% |
False |
False |
491,234 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
59.4 |
1.4% |
75% |
False |
False |
250,350 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
50.3 |
1.2% |
75% |
False |
False |
167,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,446.9 |
2.618 |
4,388.9 |
1.618 |
4,353.4 |
1.000 |
4,331.5 |
0.618 |
4,317.9 |
HIGH |
4,296.0 |
0.618 |
4,282.4 |
0.500 |
4,278.3 |
0.382 |
4,274.1 |
LOW |
4,260.5 |
0.618 |
4,238.6 |
1.000 |
4,225.0 |
1.618 |
4,203.1 |
2.618 |
4,167.6 |
4.250 |
4,109.6 |
|
|
Fisher Pivots for day following 30-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,284.4 |
4,284.9 |
PP |
4,281.3 |
4,282.3 |
S1 |
4,278.3 |
4,279.8 |
|