Trading Metrics calculated at close of trading on 13-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,662.25 |
4,704.50 |
42.25 |
0.9% |
4,536.00 |
High |
4,705.25 |
4,723.25 |
18.00 |
0.4% |
4,705.25 |
Low |
4,657.00 |
4,655.50 |
-1.50 |
0.0% |
4,524.75 |
Close |
4,703.50 |
4,659.50 |
-44.00 |
-0.9% |
4,703.50 |
Range |
48.25 |
67.75 |
19.50 |
40.4% |
180.50 |
ATR |
66.33 |
66.43 |
0.10 |
0.2% |
0.00 |
Volume |
1,667,872 |
2,350,983 |
683,111 |
41.0% |
2,584,917 |
|
Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.75 |
4,838.75 |
4,696.75 |
|
R3 |
4,815.00 |
4,771.00 |
4,678.25 |
|
R2 |
4,747.25 |
4,747.25 |
4,672.00 |
|
R1 |
4,703.25 |
4,703.25 |
4,665.75 |
4,691.50 |
PP |
4,679.50 |
4,679.50 |
4,679.50 |
4,673.50 |
S1 |
4,635.50 |
4,635.50 |
4,653.25 |
4,623.50 |
S2 |
4,611.75 |
4,611.75 |
4,647.00 |
|
S3 |
4,544.00 |
4,567.75 |
4,640.75 |
|
S4 |
4,476.25 |
4,500.00 |
4,622.25 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.00 |
5,125.25 |
4,802.75 |
|
R3 |
5,005.50 |
4,944.75 |
4,753.25 |
|
R2 |
4,825.00 |
4,825.00 |
4,736.50 |
|
R1 |
4,764.25 |
4,764.25 |
4,720.00 |
4,794.50 |
PP |
4,644.50 |
4,644.50 |
4,644.50 |
4,659.75 |
S1 |
4,583.75 |
4,583.75 |
4,687.00 |
4,614.00 |
S2 |
4,464.00 |
4,464.00 |
4,670.50 |
|
S3 |
4,283.50 |
4,403.25 |
4,653.75 |
|
S4 |
4,103.00 |
4,222.75 |
4,604.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,723.25 |
4,580.75 |
142.50 |
3.1% |
62.00 |
1.3% |
55% |
True |
False |
971,008 |
10 |
4,723.25 |
4,485.75 |
237.50 |
5.1% |
85.50 |
1.8% |
73% |
True |
False |
511,245 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.3% |
70.00 |
1.5% |
70% |
False |
False |
259,859 |
40 |
4,735.00 |
4,429.50 |
305.50 |
6.6% |
53.50 |
1.1% |
75% |
False |
False |
132,306 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
59.00 |
1.3% |
84% |
False |
False |
88,963 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
54.25 |
1.2% |
84% |
False |
False |
66,862 |
100 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
50.25 |
1.1% |
84% |
False |
False |
53,513 |
120 |
4,735.00 |
4,206.75 |
528.25 |
11.3% |
48.50 |
1.0% |
86% |
False |
False |
44,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,011.25 |
2.618 |
4,900.50 |
1.618 |
4,832.75 |
1.000 |
4,791.00 |
0.618 |
4,765.00 |
HIGH |
4,723.25 |
0.618 |
4,697.25 |
0.500 |
4,689.50 |
0.382 |
4,681.50 |
LOW |
4,655.50 |
0.618 |
4,613.75 |
1.000 |
4,587.75 |
1.618 |
4,546.00 |
2.618 |
4,478.25 |
4.250 |
4,367.50 |
|
|
Fisher Pivots for day following 13-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,689.50 |
4,689.25 |
PP |
4,679.50 |
4,679.25 |
S1 |
4,669.50 |
4,669.50 |
|