| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,259.1 |
2,247.1 |
-12.0 |
-0.5% |
2,169.0 |
| High |
2,275.2 |
2,252.6 |
-22.6 |
-1.0% |
2,245.0 |
| Low |
2,240.8 |
2,229.8 |
-11.0 |
-0.5% |
2,102.3 |
| Close |
2,243.8 |
2,247.8 |
4.0 |
0.2% |
2,236.9 |
| Range |
34.4 |
22.8 |
-11.6 |
-33.7% |
142.7 |
| ATR |
54.4 |
52.2 |
-2.3 |
-4.2% |
0.0 |
| Volume |
145,387 |
132,269 |
-13,118 |
-9.0% |
812,612 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.8 |
2,302.6 |
2,260.3 |
|
| R3 |
2,289.0 |
2,279.8 |
2,254.1 |
|
| R2 |
2,266.2 |
2,266.2 |
2,252.0 |
|
| R1 |
2,257.0 |
2,257.0 |
2,249.9 |
2,261.6 |
| PP |
2,243.4 |
2,243.4 |
2,243.4 |
2,245.7 |
| S1 |
2,234.2 |
2,234.2 |
2,245.7 |
2,238.8 |
| S2 |
2,220.6 |
2,220.6 |
2,243.6 |
|
| S3 |
2,197.8 |
2,211.4 |
2,241.5 |
|
| S4 |
2,175.0 |
2,188.6 |
2,235.3 |
|
|
| 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 |
2,187.5 |
87.7 |
3.9% |
31.1 |
1.4% |
69% |
False |
False |
144,553 |
| 10 |
2,275.2 |
2,102.3 |
172.9 |
7.7% |
52.6 |
2.3% |
84% |
False |
False |
217,108 |
| 20 |
2,277.3 |
2,102.3 |
175.0 |
7.8% |
59.2 |
2.6% |
83% |
False |
False |
162,626 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
53.1 |
2.4% |
41% |
False |
False |
81,641 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
47.2 |
2.1% |
41% |
False |
False |
54,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,349.5 |
|
2.618 |
2,312.3 |
|
1.618 |
2,289.5 |
|
1.000 |
2,275.4 |
|
0.618 |
2,266.7 |
|
HIGH |
2,252.6 |
|
0.618 |
2,243.9 |
|
0.500 |
2,241.2 |
|
0.382 |
2,238.5 |
|
LOW |
2,229.8 |
|
0.618 |
2,215.7 |
|
1.000 |
2,207.0 |
|
1.618 |
2,192.9 |
|
2.618 |
2,170.1 |
|
4.250 |
2,132.9 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.6 |
2,249.0 |
| PP |
2,243.4 |
2,248.6 |
| S1 |
2,241.2 |
2,248.2 |
|