| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,196.8 |
2,152.6 |
-44.2 |
-2.0% |
2,207.2 |
| High |
2,225.0 |
2,189.7 |
-35.3 |
-1.6% |
2,225.0 |
| Low |
2,137.9 |
2,119.0 |
-18.9 |
-0.9% |
2,119.0 |
| Close |
2,149.0 |
2,167.6 |
18.6 |
0.9% |
2,167.6 |
| Range |
87.1 |
70.7 |
-16.4 |
-18.8% |
106.0 |
| ATR |
59.4 |
60.3 |
0.8 |
1.4% |
0.0 |
| Volume |
291,041 |
334,169 |
43,128 |
14.8% |
1,648,112 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.9 |
2,339.9 |
2,206.5 |
|
| R3 |
2,300.2 |
2,269.2 |
2,187.0 |
|
| R2 |
2,229.5 |
2,229.5 |
2,180.6 |
|
| R1 |
2,198.5 |
2,198.5 |
2,174.1 |
2,214.0 |
| PP |
2,158.8 |
2,158.8 |
2,158.8 |
2,166.5 |
| S1 |
2,127.8 |
2,127.8 |
2,161.1 |
2,143.3 |
| S2 |
2,088.1 |
2,088.1 |
2,154.6 |
|
| S3 |
2,017.4 |
2,057.1 |
2,148.2 |
|
| S4 |
1,946.7 |
1,986.4 |
2,128.7 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.5 |
2,434.1 |
2,225.9 |
|
| R3 |
2,382.5 |
2,328.1 |
2,196.8 |
|
| R2 |
2,276.5 |
2,276.5 |
2,187.0 |
|
| R1 |
2,222.1 |
2,222.1 |
2,177.3 |
2,196.3 |
| PP |
2,170.5 |
2,170.5 |
2,170.5 |
2,157.7 |
| S1 |
2,116.1 |
2,116.1 |
2,157.9 |
2,090.3 |
| S2 |
2,064.5 |
2,064.5 |
2,148.2 |
|
| S3 |
1,958.5 |
2,010.1 |
2,138.5 |
|
| S4 |
1,852.5 |
1,904.1 |
2,109.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,225.0 |
2,119.0 |
106.0 |
4.9% |
66.8 |
3.1% |
46% |
False |
True |
329,622 |
| 10 |
2,277.3 |
2,119.0 |
158.3 |
7.3% |
61.9 |
2.9% |
31% |
False |
True |
202,632 |
| 20 |
2,375.5 |
2,119.0 |
256.5 |
11.8% |
66.8 |
3.1% |
19% |
False |
True |
102,068 |
| 40 |
2,458.2 |
2,119.0 |
339.2 |
15.6% |
53.0 |
2.4% |
14% |
False |
True |
51,122 |
| 60 |
2,458.2 |
2,119.0 |
339.2 |
15.6% |
47.6 |
2.2% |
14% |
False |
True |
34,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.2 |
|
2.618 |
2,374.8 |
|
1.618 |
2,304.1 |
|
1.000 |
2,260.4 |
|
0.618 |
2,233.4 |
|
HIGH |
2,189.7 |
|
0.618 |
2,162.7 |
|
0.500 |
2,154.4 |
|
0.382 |
2,146.0 |
|
LOW |
2,119.0 |
|
0.618 |
2,075.3 |
|
1.000 |
2,048.3 |
|
1.618 |
2,004.6 |
|
2.618 |
1,933.9 |
|
4.250 |
1,818.5 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.2 |
2,172.0 |
| PP |
2,158.8 |
2,170.5 |
| S1 |
2,154.4 |
2,169.1 |
|