| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
7,188.5 |
7,228.0 |
39.5 |
0.5% |
7,252.0 |
| High |
7,256.0 |
7,300.5 |
44.5 |
0.6% |
7,264.0 |
| Low |
7,176.5 |
7,209.5 |
33.0 |
0.5% |
7,102.0 |
| Close |
7,227.0 |
7,262.5 |
35.5 |
0.5% |
7,210.5 |
| Range |
79.5 |
91.0 |
11.5 |
14.5% |
162.0 |
| ATR |
86.9 |
87.2 |
0.3 |
0.3% |
0.0 |
| Volume |
73,894 |
62,839 |
-11,055 |
-15.0% |
990,043 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,530.5 |
7,487.5 |
7,312.5 |
|
| R3 |
7,439.5 |
7,396.5 |
7,287.5 |
|
| R2 |
7,348.5 |
7,348.5 |
7,279.0 |
|
| R1 |
7,305.5 |
7,305.5 |
7,271.0 |
7,327.0 |
| PP |
7,257.5 |
7,257.5 |
7,257.5 |
7,268.0 |
| S1 |
7,214.5 |
7,214.5 |
7,254.0 |
7,236.0 |
| S2 |
7,166.5 |
7,166.5 |
7,246.0 |
|
| S3 |
7,075.5 |
7,123.5 |
7,237.5 |
|
| S4 |
6,984.5 |
7,032.5 |
7,212.5 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,678.0 |
7,606.5 |
7,299.5 |
|
| R3 |
7,516.0 |
7,444.5 |
7,255.0 |
|
| R2 |
7,354.0 |
7,354.0 |
7,240.0 |
|
| R1 |
7,282.5 |
7,282.5 |
7,225.5 |
7,237.0 |
| PP |
7,192.0 |
7,192.0 |
7,192.0 |
7,169.5 |
| S1 |
7,120.5 |
7,120.5 |
7,195.5 |
7,075.0 |
| S2 |
7,030.0 |
7,030.0 |
7,181.0 |
|
| S3 |
6,868.0 |
6,958.5 |
7,166.0 |
|
| S4 |
6,706.0 |
6,796.5 |
7,121.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,300.5 |
7,036.5 |
264.0 |
3.6% |
88.0 |
1.2% |
86% |
True |
False |
91,104 |
| 10 |
7,302.0 |
7,036.5 |
265.5 |
3.7% |
80.5 |
1.1% |
85% |
False |
False |
139,087 |
| 20 |
7,317.0 |
6,920.0 |
397.0 |
5.5% |
88.0 |
1.2% |
86% |
False |
False |
70,335 |
| 40 |
7,317.0 |
6,920.0 |
397.0 |
5.5% |
59.0 |
0.8% |
86% |
False |
False |
35,172 |
| 60 |
7,317.0 |
6,895.5 |
421.5 |
5.8% |
41.0 |
0.6% |
87% |
False |
False |
23,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,687.0 |
|
2.618 |
7,538.5 |
|
1.618 |
7,447.5 |
|
1.000 |
7,391.5 |
|
0.618 |
7,356.5 |
|
HIGH |
7,300.5 |
|
0.618 |
7,265.5 |
|
0.500 |
7,255.0 |
|
0.382 |
7,244.5 |
|
LOW |
7,209.5 |
|
0.618 |
7,153.5 |
|
1.000 |
7,118.5 |
|
1.618 |
7,062.5 |
|
2.618 |
6,971.5 |
|
4.250 |
6,823.0 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,260.0 |
7,231.0 |
| PP |
7,257.5 |
7,200.0 |
| S1 |
7,255.0 |
7,168.5 |
|