Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,704.50 |
4,663.00 |
-41.50 |
-0.9% |
4,536.00 |
High |
4,723.25 |
4,676.75 |
-46.50 |
-1.0% |
4,705.25 |
Low |
4,655.50 |
4,596.25 |
-59.25 |
-1.3% |
4,524.75 |
Close |
4,659.50 |
4,628.00 |
-31.50 |
-0.7% |
4,703.50 |
Range |
67.75 |
80.50 |
12.75 |
18.8% |
180.50 |
ATR |
66.43 |
67.44 |
1.00 |
1.5% |
0.00 |
Volume |
2,350,983 |
2,297,097 |
-53,886 |
-2.3% |
2,584,917 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,875.25 |
4,832.00 |
4,672.25 |
|
R3 |
4,794.75 |
4,751.50 |
4,650.25 |
|
R2 |
4,714.25 |
4,714.25 |
4,642.75 |
|
R1 |
4,671.00 |
4,671.00 |
4,635.50 |
4,652.50 |
PP |
4,633.75 |
4,633.75 |
4,633.75 |
4,624.25 |
S1 |
4,590.50 |
4,590.50 |
4,620.50 |
4,572.00 |
S2 |
4,553.25 |
4,553.25 |
4,613.25 |
|
S3 |
4,472.75 |
4,510.00 |
4,605.75 |
|
S4 |
4,392.25 |
4,429.50 |
4,583.75 |
|
|
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 |
4,596.25 |
127.00 |
2.7% |
56.00 |
1.2% |
25% |
False |
True |
1,417,228 |
10 |
4,723.25 |
4,485.75 |
237.50 |
5.1% |
82.50 |
1.8% |
60% |
False |
False |
738,175 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.4% |
72.50 |
1.6% |
57% |
False |
False |
374,525 |
40 |
4,735.00 |
4,464.75 |
270.25 |
5.8% |
54.50 |
1.2% |
60% |
False |
False |
189,701 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.4% |
58.25 |
1.3% |
78% |
False |
False |
127,172 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.4% |
54.25 |
1.2% |
78% |
False |
False |
95,574 |
100 |
4,735.00 |
4,252.75 |
482.25 |
10.4% |
50.75 |
1.1% |
78% |
False |
False |
76,483 |
120 |
4,735.00 |
4,206.75 |
528.25 |
11.4% |
49.00 |
1.1% |
80% |
False |
False |
63,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,019.00 |
2.618 |
4,887.50 |
1.618 |
4,807.00 |
1.000 |
4,757.25 |
0.618 |
4,726.50 |
HIGH |
4,676.75 |
0.618 |
4,646.00 |
0.500 |
4,636.50 |
0.382 |
4,627.00 |
LOW |
4,596.25 |
0.618 |
4,546.50 |
1.000 |
4,515.75 |
1.618 |
4,466.00 |
2.618 |
4,385.50 |
4.250 |
4,254.00 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,636.50 |
4,659.75 |
PP |
4,633.75 |
4,649.25 |
S1 |
4,630.75 |
4,638.50 |
|