| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,180.6 |
2,160.3 |
-20.3 |
-0.9% |
2,163.5 |
| High |
2,191.6 |
2,199.0 |
7.4 |
0.3% |
2,277.3 |
| Low |
2,148.5 |
2,127.0 |
-21.5 |
-1.0% |
2,148.2 |
| Close |
2,157.5 |
2,195.0 |
37.5 |
1.7% |
2,209.4 |
| Range |
43.1 |
72.0 |
28.9 |
67.1% |
129.1 |
| ATR |
56.2 |
57.3 |
1.1 |
2.0% |
0.0 |
| Volume |
333,136 |
324,636 |
-8,500 |
-2.6% |
378,214 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.7 |
2,364.3 |
2,234.6 |
|
| R3 |
2,317.7 |
2,292.3 |
2,214.8 |
|
| R2 |
2,245.7 |
2,245.7 |
2,208.2 |
|
| R1 |
2,220.3 |
2,220.3 |
2,201.6 |
2,233.0 |
| PP |
2,173.7 |
2,173.7 |
2,173.7 |
2,180.0 |
| S1 |
2,148.3 |
2,148.3 |
2,188.4 |
2,161.0 |
| S2 |
2,101.7 |
2,101.7 |
2,181.8 |
|
| S3 |
2,029.7 |
2,076.3 |
2,175.2 |
|
| S4 |
1,957.7 |
2,004.3 |
2,155.4 |
|
|
| 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 |
2,271.7 |
2,127.0 |
144.7 |
6.6% |
57.0 |
2.6% |
47% |
False |
True |
275,693 |
| 10 |
2,277.3 |
2,127.0 |
150.3 |
6.8% |
61.1 |
2.8% |
45% |
False |
True |
140,487 |
| 20 |
2,403.3 |
2,127.0 |
276.3 |
12.6% |
62.8 |
2.9% |
25% |
False |
True |
70,857 |
| 40 |
2,458.2 |
2,127.0 |
331.2 |
15.1% |
50.4 |
2.3% |
21% |
False |
True |
35,494 |
| 60 |
2,458.2 |
2,127.0 |
331.2 |
15.1% |
46.7 |
2.1% |
21% |
False |
True |
23,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,505.0 |
|
2.618 |
2,387.5 |
|
1.618 |
2,315.5 |
|
1.000 |
2,271.0 |
|
0.618 |
2,243.5 |
|
HIGH |
2,199.0 |
|
0.618 |
2,171.5 |
|
0.500 |
2,163.0 |
|
0.382 |
2,154.5 |
|
LOW |
2,127.0 |
|
0.618 |
2,082.5 |
|
1.000 |
2,055.0 |
|
1.618 |
2,010.5 |
|
2.618 |
1,938.5 |
|
4.250 |
1,821.0 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.3 |
2,188.6 |
| PP |
2,173.7 |
2,182.2 |
| S1 |
2,163.0 |
2,175.8 |
|