Trading Metrics calculated at close of trading on 31-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,269.0 |
4,287.5 |
18.5 |
0.4% |
4,250.0 |
High |
4,296.0 |
4,287.5 |
-8.5 |
-0.2% |
4,306.0 |
Low |
4,260.5 |
4,287.5 |
27.0 |
0.6% |
4,219.0 |
Close |
4,287.5 |
4,287.5 |
0.0 |
0.0% |
4,287.5 |
Range |
35.5 |
0.0 |
-35.5 |
-100.0% |
87.0 |
ATR |
69.0 |
64.0 |
-4.9 |
-7.1% |
0.0 |
Volume |
376,793 |
0 |
-376,793 |
-100.0% |
1,263,562 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.5 |
4,287.5 |
4,287.5 |
|
R3 |
4,287.5 |
4,287.5 |
4,287.5 |
|
R2 |
4,287.5 |
4,287.5 |
4,287.5 |
|
R1 |
4,287.5 |
4,287.5 |
4,287.5 |
4,287.5 |
PP |
4,287.5 |
4,287.5 |
4,287.5 |
4,287.5 |
S1 |
4,287.5 |
4,287.5 |
4,287.5 |
4,287.5 |
S2 |
4,287.5 |
4,287.5 |
4,287.5 |
|
S3 |
4,287.5 |
4,287.5 |
4,287.5 |
|
S4 |
4,287.5 |
4,287.5 |
4,287.5 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.8 |
4,496.7 |
4,335.4 |
|
R3 |
4,444.8 |
4,409.7 |
4,311.4 |
|
R2 |
4,357.8 |
4,357.8 |
4,303.5 |
|
R1 |
4,322.7 |
4,322.7 |
4,295.5 |
4,340.3 |
PP |
4,270.8 |
4,270.8 |
4,270.8 |
4,279.6 |
S1 |
4,235.7 |
4,235.7 |
4,279.5 |
4,253.3 |
S2 |
4,183.8 |
4,183.8 |
4,271.6 |
|
S3 |
4,096.8 |
4,148.7 |
4,263.6 |
|
S4 |
4,009.8 |
4,061.7 |
4,239.7 |
|
|
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 |
4,219.0 |
87.0 |
2.0% |
38.9 |
0.9% |
79% |
False |
False |
252,712 |
10 |
4,306.0 |
4,026.0 |
280.0 |
6.5% |
55.1 |
1.3% |
93% |
False |
False |
414,881 |
20 |
4,306.0 |
4,026.0 |
280.0 |
6.5% |
66.2 |
1.5% |
93% |
False |
False |
489,544 |
40 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
59.0 |
1.4% |
75% |
False |
False |
250,092 |
60 |
4,392.5 |
3,980.0 |
412.5 |
9.6% |
49.5 |
1.2% |
75% |
False |
False |
167,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,287.5 |
2.618 |
4,287.5 |
1.618 |
4,287.5 |
1.000 |
4,287.5 |
0.618 |
4,287.5 |
HIGH |
4,287.5 |
0.618 |
4,287.5 |
0.500 |
4,287.5 |
0.382 |
4,287.5 |
LOW |
4,287.5 |
0.618 |
4,287.5 |
1.000 |
4,287.5 |
1.618 |
4,287.5 |
2.618 |
4,287.5 |
4.250 |
4,287.5 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,287.5 |
4,284.6 |
PP |
4,287.5 |
4,281.7 |
S1 |
4,287.5 |
4,278.8 |
|