| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,244.4 |
2,245.9 |
1.5 |
0.1% |
2,238.0 |
| High |
2,272.3 |
2,258.8 |
-13.5 |
-0.6% |
2,275.2 |
| Low |
2,237.6 |
2,231.4 |
-6.2 |
-0.3% |
2,222.7 |
| Close |
2,246.9 |
2,242.8 |
-4.1 |
-0.2% |
2,242.8 |
| Range |
34.7 |
27.4 |
-7.3 |
-21.0% |
52.5 |
| ATR |
50.9 |
49.2 |
-1.7 |
-3.3% |
0.0 |
| Volume |
122,020 |
134,759 |
12,739 |
10.4% |
665,405 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.5 |
2,312.1 |
2,257.9 |
|
| R3 |
2,299.1 |
2,284.7 |
2,250.3 |
|
| R2 |
2,271.7 |
2,271.7 |
2,247.8 |
|
| R1 |
2,257.3 |
2,257.3 |
2,245.3 |
2,250.8 |
| PP |
2,244.3 |
2,244.3 |
2,244.3 |
2,241.1 |
| S1 |
2,229.9 |
2,229.9 |
2,240.3 |
2,223.4 |
| S2 |
2,216.9 |
2,216.9 |
2,237.8 |
|
| S3 |
2,189.5 |
2,202.5 |
2,235.3 |
|
| S4 |
2,162.1 |
2,175.1 |
2,227.7 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.4 |
2,376.1 |
2,271.7 |
|
| R3 |
2,351.9 |
2,323.6 |
2,257.2 |
|
| R2 |
2,299.4 |
2,299.4 |
2,252.4 |
|
| R1 |
2,271.1 |
2,271.1 |
2,247.6 |
2,285.3 |
| PP |
2,246.9 |
2,246.9 |
2,246.9 |
2,254.0 |
| S1 |
2,218.6 |
2,218.6 |
2,238.0 |
2,232.8 |
| S2 |
2,194.4 |
2,194.4 |
2,233.2 |
|
| S3 |
2,141.9 |
2,166.1 |
2,228.4 |
|
| S4 |
2,089.4 |
2,113.6 |
2,213.9 |
|
|
| 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 |
2,222.7 |
52.5 |
2.3% |
31.4 |
1.4% |
38% |
False |
False |
133,081 |
| 10 |
2,275.2 |
2,102.3 |
172.9 |
7.7% |
42.9 |
1.9% |
81% |
False |
False |
181,218 |
| 20 |
2,277.3 |
2,102.3 |
175.0 |
7.8% |
53.0 |
2.4% |
80% |
False |
False |
175,338 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
52.6 |
2.3% |
39% |
False |
False |
88,056 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
47.3 |
2.1% |
39% |
False |
False |
58,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.3 |
|
2.618 |
2,330.5 |
|
1.618 |
2,303.1 |
|
1.000 |
2,286.2 |
|
0.618 |
2,275.7 |
|
HIGH |
2,258.8 |
|
0.618 |
2,248.3 |
|
0.500 |
2,245.1 |
|
0.382 |
2,241.9 |
|
LOW |
2,231.4 |
|
0.618 |
2,214.5 |
|
1.000 |
2,204.0 |
|
1.618 |
2,187.1 |
|
2.618 |
2,159.7 |
|
4.250 |
2,115.0 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.1 |
2,251.1 |
| PP |
2,244.3 |
2,248.3 |
| S1 |
2,243.6 |
2,245.6 |
|