| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,152.6 |
2,169.0 |
16.4 |
0.8% |
2,207.2 |
| High |
2,189.7 |
2,173.6 |
-16.1 |
-0.7% |
2,225.0 |
| Low |
2,119.0 |
2,102.3 |
-16.7 |
-0.8% |
2,119.0 |
| Close |
2,167.6 |
2,135.9 |
-31.7 |
-1.5% |
2,167.6 |
| Range |
70.7 |
71.3 |
0.6 |
0.8% |
106.0 |
| ATR |
60.3 |
61.0 |
0.8 |
1.3% |
0.0 |
| Volume |
334,169 |
292,340 |
-41,829 |
-12.5% |
1,648,112 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.2 |
2,314.8 |
2,175.1 |
|
| R3 |
2,279.9 |
2,243.5 |
2,155.5 |
|
| R2 |
2,208.6 |
2,208.6 |
2,149.0 |
|
| R1 |
2,172.2 |
2,172.2 |
2,142.4 |
2,154.8 |
| PP |
2,137.3 |
2,137.3 |
2,137.3 |
2,128.5 |
| S1 |
2,100.9 |
2,100.9 |
2,129.4 |
2,083.5 |
| S2 |
2,066.0 |
2,066.0 |
2,122.8 |
|
| S3 |
1,994.7 |
2,029.6 |
2,116.3 |
|
| S4 |
1,923.4 |
1,958.3 |
2,096.7 |
|
|
| 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 |
2,102.3 |
122.7 |
5.7% |
68.8 |
3.2% |
27% |
False |
True |
315,064 |
| 10 |
2,277.3 |
2,102.3 |
175.0 |
8.2% |
62.1 |
2.9% |
19% |
False |
True |
231,416 |
| 20 |
2,370.9 |
2,102.3 |
268.6 |
12.6% |
68.0 |
3.2% |
13% |
False |
True |
116,641 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
16.7% |
53.9 |
2.5% |
9% |
False |
True |
58,429 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.7% |
48.3 |
2.3% |
9% |
False |
True |
38,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,476.6 |
|
2.618 |
2,360.3 |
|
1.618 |
2,289.0 |
|
1.000 |
2,244.9 |
|
0.618 |
2,217.7 |
|
HIGH |
2,173.6 |
|
0.618 |
2,146.4 |
|
0.500 |
2,138.0 |
|
0.382 |
2,129.5 |
|
LOW |
2,102.3 |
|
0.618 |
2,058.2 |
|
1.000 |
2,031.0 |
|
1.618 |
1,986.9 |
|
2.618 |
1,915.6 |
|
4.250 |
1,799.3 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,138.0 |
2,163.7 |
| PP |
2,137.3 |
2,154.4 |
| S1 |
2,136.6 |
2,145.2 |
|