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 |
7,350.0 |
7,316.0 |
-34.0 |
-0.5% |
7,402.5 |
High |
7,377.0 |
7,347.5 |
-29.5 |
-0.4% |
7,402.5 |
Low |
7,325.0 |
7,297.0 |
-28.0 |
-0.4% |
7,297.0 |
Close |
7,348.5 |
7,324.0 |
-24.5 |
-0.3% |
7,324.0 |
Range |
52.0 |
50.5 |
-1.5 |
-2.9% |
105.5 |
ATR |
81.2 |
79.1 |
-2.1 |
-2.6% |
0.0 |
Volume |
50,819 |
24,473 |
-26,346 |
-51.8% |
151,492 |
|
Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,474.5 |
7,449.5 |
7,352.0 |
|
R3 |
7,424.0 |
7,399.0 |
7,338.0 |
|
R2 |
7,373.5 |
7,373.5 |
7,333.5 |
|
R1 |
7,348.5 |
7,348.5 |
7,328.5 |
7,361.0 |
PP |
7,323.0 |
7,323.0 |
7,323.0 |
7,329.0 |
S1 |
7,298.0 |
7,298.0 |
7,319.5 |
7,310.5 |
S2 |
7,272.5 |
7,272.5 |
7,314.5 |
|
S3 |
7,222.0 |
7,247.5 |
7,310.0 |
|
S4 |
7,171.5 |
7,197.0 |
7,296.0 |
|
|
Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,657.5 |
7,596.5 |
7,382.0 |
|
R3 |
7,552.0 |
7,491.0 |
7,353.0 |
|
R2 |
7,446.5 |
7,446.5 |
7,343.5 |
|
R1 |
7,385.5 |
7,385.5 |
7,333.5 |
7,363.0 |
PP |
7,341.0 |
7,341.0 |
7,341.0 |
7,330.0 |
S1 |
7,280.0 |
7,280.0 |
7,314.5 |
7,258.0 |
S2 |
7,235.5 |
7,235.5 |
7,304.5 |
|
S3 |
7,130.0 |
7,174.5 |
7,295.0 |
|
S4 |
7,024.5 |
7,069.0 |
7,266.0 |
|
|
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 |
7,272.5 |
130.0 |
1.8% |
57.5 |
0.8% |
40% |
False |
False |
46,215 |
10 |
7,402.5 |
7,036.5 |
366.0 |
5.0% |
73.0 |
1.0% |
79% |
False |
False |
68,660 |
20 |
7,402.5 |
7,033.0 |
369.5 |
5.0% |
75.5 |
1.0% |
79% |
False |
False |
81,855 |
40 |
7,402.5 |
6,920.0 |
482.5 |
6.6% |
64.0 |
0.9% |
84% |
False |
False |
40,949 |
60 |
7,402.5 |
6,920.0 |
482.5 |
6.6% |
46.0 |
0.6% |
84% |
False |
False |
27,313 |
80 |
7,402.5 |
6,747.5 |
655.0 |
8.9% |
37.0 |
0.5% |
88% |
False |
False |
20,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,562.0 |
2.618 |
7,479.5 |
1.618 |
7,429.0 |
1.000 |
7,398.0 |
0.618 |
7,378.5 |
HIGH |
7,347.5 |
0.618 |
7,328.0 |
0.500 |
7,322.0 |
0.382 |
7,316.5 |
LOW |
7,297.0 |
0.618 |
7,266.0 |
1.000 |
7,246.5 |
1.618 |
7,215.5 |
2.618 |
7,165.0 |
4.250 |
7,082.5 |
|
|
Fisher Pivots for day following 31-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
7,323.5 |
7,350.0 |
PP |
7,323.0 |
7,341.0 |
S1 |
7,322.0 |
7,332.5 |
|