| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,267.4 |
2,213.4 |
-54.0 |
-2.4% |
2,163.5 |
| High |
2,271.7 |
2,241.2 |
-30.5 |
-1.3% |
2,277.3 |
| Low |
2,211.6 |
2,192.7 |
-18.9 |
-0.9% |
2,148.2 |
| Close |
2,215.4 |
2,209.4 |
-6.0 |
-0.3% |
2,209.4 |
| Range |
60.1 |
48.5 |
-11.6 |
-19.3% |
129.1 |
| ATR |
57.5 |
56.9 |
-0.6 |
-1.1% |
0.0 |
| Volume |
93,244 |
262,322 |
169,078 |
181.3% |
378,214 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.9 |
2,333.2 |
2,236.1 |
|
| R3 |
2,311.4 |
2,284.7 |
2,222.7 |
|
| R2 |
2,262.9 |
2,262.9 |
2,218.3 |
|
| R1 |
2,236.2 |
2,236.2 |
2,213.8 |
2,225.3 |
| PP |
2,214.4 |
2,214.4 |
2,214.4 |
2,209.0 |
| S1 |
2,187.7 |
2,187.7 |
2,205.0 |
2,176.8 |
| S2 |
2,165.9 |
2,165.9 |
2,200.5 |
|
| S3 |
2,117.4 |
2,139.2 |
2,196.1 |
|
| S4 |
2,068.9 |
2,090.7 |
2,182.7 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.9 |
2,533.3 |
2,280.4 |
|
| R3 |
2,469.8 |
2,404.2 |
2,244.9 |
|
| R2 |
2,340.7 |
2,340.7 |
2,233.1 |
|
| R1 |
2,275.1 |
2,275.1 |
2,221.2 |
2,307.9 |
| PP |
2,211.6 |
2,211.6 |
2,211.6 |
2,228.1 |
| S1 |
2,146.0 |
2,146.0 |
2,197.6 |
2,178.8 |
| S2 |
2,082.5 |
2,082.5 |
2,185.7 |
|
| S3 |
1,953.4 |
2,016.9 |
2,173.9 |
|
| S4 |
1,824.3 |
1,887.8 |
2,138.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.3 |
2,148.2 |
129.1 |
5.8% |
57.1 |
2.6% |
47% |
False |
False |
75,642 |
| 10 |
2,280.0 |
2,136.3 |
143.7 |
6.5% |
69.5 |
3.1% |
51% |
False |
False |
38,644 |
| 20 |
2,425.1 |
2,136.3 |
288.8 |
13.1% |
57.7 |
2.6% |
25% |
False |
False |
19,748 |
| 40 |
2,458.2 |
2,136.3 |
321.9 |
14.6% |
48.8 |
2.2% |
23% |
False |
False |
9,928 |
| 60 |
2,458.2 |
2,136.3 |
321.9 |
14.6% |
46.1 |
2.1% |
23% |
False |
False |
6,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.3 |
|
2.618 |
2,368.2 |
|
1.618 |
2,319.7 |
|
1.000 |
2,289.7 |
|
0.618 |
2,271.2 |
|
HIGH |
2,241.2 |
|
0.618 |
2,222.7 |
|
0.500 |
2,217.0 |
|
0.382 |
2,211.2 |
|
LOW |
2,192.7 |
|
0.618 |
2,162.7 |
|
1.000 |
2,144.2 |
|
1.618 |
2,114.2 |
|
2.618 |
2,065.7 |
|
4.250 |
1,986.6 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,217.0 |
2,235.0 |
| PP |
2,214.4 |
2,226.5 |
| S1 |
2,211.9 |
2,217.9 |
|