Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
35,647 |
35,831 |
184 |
0.5% |
35,253 |
High |
35,946 |
36,206 |
260 |
0.7% |
35,946 |
Low |
35,625 |
35,759 |
134 |
0.4% |
34,547 |
Close |
35,832 |
36,178 |
346 |
1.0% |
35,832 |
Range |
321 |
447 |
126 |
39.3% |
1,399 |
ATR |
497 |
493 |
-4 |
-0.7% |
0 |
Volume |
91,398 |
91,647 |
249 |
0.3% |
590,057 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,389 |
37,230 |
36,424 |
|
R3 |
36,942 |
36,783 |
36,301 |
|
R2 |
36,495 |
36,495 |
36,260 |
|
R1 |
36,336 |
36,336 |
36,219 |
36,416 |
PP |
36,048 |
36,048 |
36,048 |
36,087 |
S1 |
35,889 |
35,889 |
36,137 |
35,969 |
S2 |
35,601 |
35,601 |
36,096 |
|
S3 |
35,154 |
35,442 |
36,055 |
|
S4 |
34,707 |
34,995 |
35,932 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,639 |
39,134 |
36,602 |
|
R3 |
38,240 |
37,735 |
36,217 |
|
R2 |
36,841 |
36,841 |
36,089 |
|
R1 |
36,336 |
36,336 |
35,960 |
36,589 |
PP |
35,442 |
35,442 |
35,442 |
35,568 |
S1 |
34,937 |
34,937 |
35,704 |
35,190 |
S2 |
34,043 |
34,043 |
35,576 |
|
S3 |
32,644 |
33,538 |
35,447 |
|
S4 |
31,245 |
32,139 |
35,063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,206 |
34,547 |
1,659 |
4.6% |
496 |
1.4% |
98% |
True |
False |
136,340 |
10 |
36,206 |
34,547 |
1,659 |
4.6% |
509 |
1.4% |
98% |
True |
False |
175,882 |
20 |
36,206 |
33,855 |
2,351 |
6.5% |
550 |
1.5% |
99% |
True |
False |
96,316 |
40 |
36,353 |
33,855 |
2,498 |
6.9% |
445 |
1.2% |
93% |
False |
False |
48,258 |
60 |
36,353 |
33,300 |
3,053 |
8.4% |
424 |
1.2% |
94% |
False |
False |
32,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,106 |
2.618 |
37,376 |
1.618 |
36,929 |
1.000 |
36,653 |
0.618 |
36,482 |
HIGH |
36,206 |
0.618 |
36,035 |
0.500 |
35,983 |
0.382 |
35,930 |
LOW |
35,759 |
0.618 |
35,483 |
1.000 |
35,312 |
1.618 |
35,036 |
2.618 |
34,589 |
4.250 |
33,859 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
36,113 |
36,034 |
PP |
36,048 |
35,890 |
S1 |
35,983 |
35,746 |
|