| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,238.0 |
2,259.1 |
21.1 |
0.9% |
2,169.0 |
| High |
2,260.3 |
2,275.2 |
14.9 |
0.7% |
2,245.0 |
| Low |
2,222.7 |
2,240.8 |
18.1 |
0.8% |
2,102.3 |
| Close |
2,259.6 |
2,243.8 |
-15.8 |
-0.7% |
2,236.9 |
| Range |
37.6 |
34.4 |
-3.2 |
-8.5% |
142.7 |
| ATR |
56.0 |
54.4 |
-1.5 |
-2.8% |
0.0 |
| Volume |
130,970 |
145,387 |
14,417 |
11.0% |
812,612 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.5 |
2,334.5 |
2,262.7 |
|
| R3 |
2,322.1 |
2,300.1 |
2,253.3 |
|
| R2 |
2,287.7 |
2,287.7 |
2,250.1 |
|
| R1 |
2,265.7 |
2,265.7 |
2,247.0 |
2,259.5 |
| PP |
2,253.3 |
2,253.3 |
2,253.3 |
2,250.2 |
| S1 |
2,231.3 |
2,231.3 |
2,240.6 |
2,225.1 |
| S2 |
2,218.9 |
2,218.9 |
2,237.5 |
|
| S3 |
2,184.5 |
2,196.9 |
2,234.3 |
|
| S4 |
2,150.1 |
2,162.5 |
2,224.9 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.8 |
2,572.6 |
2,315.4 |
|
| R3 |
2,480.1 |
2,429.9 |
2,276.1 |
|
| R2 |
2,337.4 |
2,337.4 |
2,263.1 |
|
| R1 |
2,287.2 |
2,287.2 |
2,250.0 |
2,312.3 |
| PP |
2,194.7 |
2,194.7 |
2,194.7 |
2,207.3 |
| S1 |
2,144.5 |
2,144.5 |
2,223.8 |
2,169.6 |
| S2 |
2,052.0 |
2,052.0 |
2,210.7 |
|
| S3 |
1,909.3 |
2,001.8 |
2,197.7 |
|
| S4 |
1,766.6 |
1,859.1 |
2,158.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,275.2 |
2,135.0 |
140.2 |
6.2% |
40.5 |
1.8% |
78% |
True |
False |
159,325 |
| 10 |
2,275.2 |
2,102.3 |
172.9 |
7.7% |
54.7 |
2.4% |
82% |
True |
False |
237,195 |
| 20 |
2,277.3 |
2,102.3 |
175.0 |
7.8% |
62.3 |
2.8% |
81% |
False |
False |
156,103 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
54.3 |
2.4% |
40% |
False |
False |
78,336 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
47.2 |
2.1% |
40% |
False |
False |
52,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,421.4 |
|
2.618 |
2,365.3 |
|
1.618 |
2,330.9 |
|
1.000 |
2,309.6 |
|
0.618 |
2,296.5 |
|
HIGH |
2,275.2 |
|
0.618 |
2,262.1 |
|
0.500 |
2,258.0 |
|
0.382 |
2,253.9 |
|
LOW |
2,240.8 |
|
0.618 |
2,219.5 |
|
1.000 |
2,206.4 |
|
1.618 |
2,185.1 |
|
2.618 |
2,150.7 |
|
4.250 |
2,094.6 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,258.0 |
2,247.7 |
| PP |
2,253.3 |
2,246.4 |
| S1 |
2,248.5 |
2,245.1 |
|