| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,139.8 |
2,203.0 |
63.2 |
3.0% |
2,207.2 |
| High |
2,204.6 |
2,223.5 |
18.9 |
0.9% |
2,225.0 |
| Low |
2,135.0 |
2,187.5 |
52.5 |
2.5% |
2,119.0 |
| Close |
2,199.7 |
2,219.3 |
19.6 |
0.9% |
2,167.6 |
| Range |
69.6 |
36.0 |
-33.6 |
-48.3% |
106.0 |
| ATR |
61.7 |
59.8 |
-1.8 |
-3.0% |
0.0 |
| Volume |
206,131 |
178,647 |
-27,484 |
-13.3% |
1,648,112 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.1 |
2,304.7 |
2,239.1 |
|
| R3 |
2,282.1 |
2,268.7 |
2,229.2 |
|
| R2 |
2,246.1 |
2,246.1 |
2,225.9 |
|
| R1 |
2,232.7 |
2,232.7 |
2,222.6 |
2,239.4 |
| PP |
2,210.1 |
2,210.1 |
2,210.1 |
2,213.5 |
| S1 |
2,196.7 |
2,196.7 |
2,216.0 |
2,203.4 |
| S2 |
2,174.1 |
2,174.1 |
2,212.7 |
|
| S3 |
2,138.1 |
2,160.7 |
2,209.4 |
|
| S4 |
2,102.1 |
2,124.7 |
2,199.5 |
|
|
| 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 |
5.5% |
66.9 |
3.0% |
95% |
False |
False |
260,465 |
| 10 |
2,271.7 |
2,102.3 |
169.4 |
7.6% |
62.0 |
2.8% |
69% |
False |
False |
268,079 |
| 20 |
2,343.3 |
2,102.3 |
241.0 |
10.9% |
68.9 |
3.1% |
49% |
False |
False |
135,785 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
16.0% |
54.7 |
2.5% |
33% |
False |
False |
68,045 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
16.0% |
48.2 |
2.2% |
33% |
False |
False |
45,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.5 |
|
2.618 |
2,317.7 |
|
1.618 |
2,281.7 |
|
1.000 |
2,259.5 |
|
0.618 |
2,245.7 |
|
HIGH |
2,223.5 |
|
0.618 |
2,209.7 |
|
0.500 |
2,205.5 |
|
0.382 |
2,201.3 |
|
LOW |
2,187.5 |
|
0.618 |
2,165.3 |
|
1.000 |
2,151.5 |
|
1.618 |
2,129.3 |
|
2.618 |
2,093.3 |
|
4.250 |
2,034.5 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,214.7 |
2,200.5 |
| PP |
2,210.1 |
2,181.7 |
| S1 |
2,205.5 |
2,162.9 |
|