| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,169.0 |
2,139.8 |
-29.2 |
-1.3% |
2,207.2 |
| High |
2,173.6 |
2,204.6 |
31.0 |
1.4% |
2,225.0 |
| Low |
2,102.3 |
2,135.0 |
32.7 |
1.6% |
2,119.0 |
| Close |
2,135.9 |
2,199.7 |
63.8 |
3.0% |
2,167.6 |
| Range |
71.3 |
69.6 |
-1.7 |
-2.4% |
106.0 |
| ATR |
61.0 |
61.7 |
0.6 |
1.0% |
0.0 |
| Volume |
292,340 |
206,131 |
-86,209 |
-29.5% |
1,648,112 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.6 |
2,363.7 |
2,238.0 |
|
| R3 |
2,319.0 |
2,294.1 |
2,218.8 |
|
| R2 |
2,249.4 |
2,249.4 |
2,212.5 |
|
| R1 |
2,224.5 |
2,224.5 |
2,206.1 |
2,237.0 |
| PP |
2,179.8 |
2,179.8 |
2,179.8 |
2,186.0 |
| S1 |
2,154.9 |
2,154.9 |
2,193.3 |
2,167.4 |
| S2 |
2,110.2 |
2,110.2 |
2,186.9 |
|
| S3 |
2,040.6 |
2,085.3 |
2,180.6 |
|
| S4 |
1,971.0 |
2,015.7 |
2,161.4 |
|
|
| 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 |
5.6% |
74.1 |
3.4% |
79% |
False |
False |
289,663 |
| 10 |
2,277.3 |
2,102.3 |
175.0 |
8.0% |
61.9 |
2.8% |
56% |
False |
False |
251,449 |
| 20 |
2,343.5 |
2,102.3 |
241.2 |
11.0% |
69.2 |
3.1% |
40% |
False |
False |
126,925 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
54.6 |
2.5% |
27% |
False |
False |
63,580 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.2% |
48.7 |
2.2% |
27% |
False |
False |
42,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.4 |
|
2.618 |
2,386.8 |
|
1.618 |
2,317.2 |
|
1.000 |
2,274.2 |
|
0.618 |
2,247.6 |
|
HIGH |
2,204.6 |
|
0.618 |
2,178.0 |
|
0.500 |
2,169.8 |
|
0.382 |
2,161.6 |
|
LOW |
2,135.0 |
|
0.618 |
2,092.0 |
|
1.000 |
2,065.4 |
|
1.618 |
2,022.4 |
|
2.618 |
1,952.8 |
|
4.250 |
1,839.2 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.7 |
2,184.3 |
| PP |
2,179.8 |
2,168.9 |
| S1 |
2,169.8 |
2,153.5 |
|