| 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 |
7,402.5 |
7,350.0 |
-52.5 |
-0.7% |
7,143.5 |
| High |
7,402.5 |
7,377.0 |
-25.5 |
-0.3% |
7,348.0 |
| Low |
7,346.0 |
7,325.0 |
-21.0 |
-0.3% |
7,036.5 |
| Close |
7,365.5 |
7,348.5 |
-17.0 |
-0.2% |
7,335.0 |
| Range |
56.5 |
52.0 |
-4.5 |
-8.0% |
311.5 |
| ATR |
83.5 |
81.2 |
-2.2 |
-2.7% |
0.0 |
| Volume |
76,200 |
50,819 |
-25,381 |
-33.3% |
314,606 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,506.0 |
7,479.5 |
7,377.0 |
|
| R3 |
7,454.0 |
7,427.5 |
7,363.0 |
|
| R2 |
7,402.0 |
7,402.0 |
7,358.0 |
|
| R1 |
7,375.5 |
7,375.5 |
7,353.5 |
7,363.0 |
| PP |
7,350.0 |
7,350.0 |
7,350.0 |
7,344.0 |
| S1 |
7,323.5 |
7,323.5 |
7,343.5 |
7,311.0 |
| S2 |
7,298.0 |
7,298.0 |
7,339.0 |
|
| S3 |
7,246.0 |
7,271.5 |
7,334.0 |
|
| S4 |
7,194.0 |
7,219.5 |
7,320.0 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,174.5 |
8,066.0 |
7,506.5 |
|
| R3 |
7,863.0 |
7,754.5 |
7,420.5 |
|
| R2 |
7,551.5 |
7,551.5 |
7,392.0 |
|
| R1 |
7,443.0 |
7,443.0 |
7,363.5 |
7,497.0 |
| PP |
7,240.0 |
7,240.0 |
7,240.0 |
7,267.0 |
| S1 |
7,131.5 |
7,131.5 |
7,306.5 |
7,186.0 |
| S2 |
6,928.5 |
6,928.5 |
7,278.0 |
|
| S3 |
6,617.0 |
6,820.0 |
7,249.5 |
|
| S4 |
6,305.5 |
6,508.5 |
7,163.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,402.5 |
7,209.5 |
193.0 |
2.6% |
65.5 |
0.9% |
72% |
False |
False |
53,888 |
| 10 |
7,402.5 |
7,036.5 |
366.0 |
5.0% |
75.0 |
1.0% |
85% |
False |
False |
81,994 |
| 20 |
7,402.5 |
6,980.0 |
422.5 |
5.7% |
79.0 |
1.1% |
87% |
False |
False |
80,655 |
| 40 |
7,402.5 |
6,920.0 |
482.5 |
6.6% |
63.5 |
0.9% |
89% |
False |
False |
40,337 |
| 60 |
7,402.5 |
6,895.5 |
507.0 |
6.9% |
45.0 |
0.6% |
89% |
False |
False |
26,905 |
| 80 |
7,402.5 |
6,747.5 |
655.0 |
8.9% |
36.5 |
0.5% |
92% |
False |
False |
20,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,598.0 |
|
2.618 |
7,513.0 |
|
1.618 |
7,461.0 |
|
1.000 |
7,429.0 |
|
0.618 |
7,409.0 |
|
HIGH |
7,377.0 |
|
0.618 |
7,357.0 |
|
0.500 |
7,351.0 |
|
0.382 |
7,345.0 |
|
LOW |
7,325.0 |
|
0.618 |
7,293.0 |
|
1.000 |
7,273.0 |
|
1.618 |
7,241.0 |
|
2.618 |
7,189.0 |
|
4.250 |
7,104.0 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,351.0 |
7,345.5 |
| PP |
7,350.0 |
7,342.5 |
| S1 |
7,349.5 |
7,339.5 |
|