| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,213.4 |
2,207.2 |
-6.2 |
-0.3% |
2,163.5 |
| High |
2,241.2 |
2,224.5 |
-16.7 |
-0.7% |
2,277.3 |
| Low |
2,192.7 |
2,163.3 |
-29.4 |
-1.3% |
2,148.2 |
| Close |
2,209.4 |
2,176.5 |
-32.9 |
-1.5% |
2,209.4 |
| Range |
48.5 |
61.2 |
12.7 |
26.2% |
129.1 |
| ATR |
56.9 |
57.2 |
0.3 |
0.5% |
0.0 |
| Volume |
262,322 |
365,130 |
102,808 |
39.2% |
378,214 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.7 |
2,335.3 |
2,210.2 |
|
| R3 |
2,310.5 |
2,274.1 |
2,193.3 |
|
| R2 |
2,249.3 |
2,249.3 |
2,187.7 |
|
| R1 |
2,212.9 |
2,212.9 |
2,182.1 |
2,200.5 |
| PP |
2,188.1 |
2,188.1 |
2,188.1 |
2,181.9 |
| S1 |
2,151.7 |
2,151.7 |
2,170.9 |
2,139.3 |
| S2 |
2,126.9 |
2,126.9 |
2,165.3 |
|
| S3 |
2,065.7 |
2,090.5 |
2,159.7 |
|
| S4 |
2,004.5 |
2,029.3 |
2,142.8 |
|
|
| 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 |
2,163.3 |
114.0 |
5.2% |
55.4 |
2.5% |
12% |
False |
True |
147,769 |
| 10 |
2,277.3 |
2,136.3 |
141.0 |
6.5% |
70.0 |
3.2% |
29% |
False |
False |
75,012 |
| 20 |
2,425.1 |
2,136.3 |
288.8 |
13.3% |
60.0 |
2.8% |
14% |
False |
False |
37,999 |
| 40 |
2,458.2 |
2,136.3 |
321.9 |
14.8% |
49.4 |
2.3% |
12% |
False |
False |
19,056 |
| 60 |
2,458.2 |
2,136.3 |
321.9 |
14.8% |
46.7 |
2.1% |
12% |
False |
False |
12,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.6 |
|
2.618 |
2,384.7 |
|
1.618 |
2,323.5 |
|
1.000 |
2,285.7 |
|
0.618 |
2,262.3 |
|
HIGH |
2,224.5 |
|
0.618 |
2,201.1 |
|
0.500 |
2,193.9 |
|
0.382 |
2,186.7 |
|
LOW |
2,163.3 |
|
0.618 |
2,125.5 |
|
1.000 |
2,102.1 |
|
1.618 |
2,064.3 |
|
2.618 |
2,003.1 |
|
4.250 |
1,903.2 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,193.9 |
2,217.5 |
| PP |
2,188.1 |
2,203.8 |
| S1 |
2,182.3 |
2,190.2 |
|