Trading Metrics calculated at close of trading on 15-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,663.00 |
4,629.00 |
-34.00 |
-0.7% |
4,536.00 |
High |
4,676.75 |
4,705.75 |
29.00 |
0.6% |
4,705.25 |
Low |
4,596.25 |
4,602.00 |
5.75 |
0.1% |
4,524.75 |
Close |
4,628.00 |
4,700.50 |
72.50 |
1.6% |
4,703.50 |
Range |
80.50 |
103.75 |
23.25 |
28.9% |
180.50 |
ATR |
67.44 |
70.03 |
2.59 |
3.8% |
0.00 |
Volume |
2,297,097 |
2,096,181 |
-200,916 |
-8.7% |
2,584,917 |
|
Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,980.75 |
4,944.25 |
4,757.50 |
|
R3 |
4,877.00 |
4,840.50 |
4,729.00 |
|
R2 |
4,773.25 |
4,773.25 |
4,719.50 |
|
R1 |
4,736.75 |
4,736.75 |
4,710.00 |
4,755.00 |
PP |
4,669.50 |
4,669.50 |
4,669.50 |
4,678.50 |
S1 |
4,633.00 |
4,633.00 |
4,691.00 |
4,651.25 |
S2 |
4,565.75 |
4,565.75 |
4,681.50 |
|
S3 |
4,462.00 |
4,529.25 |
4,672.00 |
|
S4 |
4,358.25 |
4,425.50 |
4,643.50 |
|
|
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% |
68.75 |
1.5% |
82% |
False |
False |
1,801,924 |
10 |
4,723.25 |
4,485.75 |
237.50 |
5.1% |
77.75 |
1.7% |
90% |
False |
False |
944,362 |
20 |
4,735.00 |
4,485.75 |
249.25 |
5.3% |
76.00 |
1.6% |
86% |
False |
False |
479,183 |
40 |
4,735.00 |
4,485.75 |
249.25 |
5.3% |
55.75 |
1.2% |
86% |
False |
False |
242,042 |
60 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
59.00 |
1.3% |
93% |
False |
False |
162,074 |
80 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
55.00 |
1.2% |
93% |
False |
False |
121,774 |
100 |
4,735.00 |
4,252.75 |
482.25 |
10.3% |
51.50 |
1.1% |
93% |
False |
False |
97,445 |
120 |
4,735.00 |
4,206.75 |
528.25 |
11.2% |
49.75 |
1.1% |
93% |
False |
False |
81,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,146.75 |
2.618 |
4,977.25 |
1.618 |
4,873.50 |
1.000 |
4,809.50 |
0.618 |
4,769.75 |
HIGH |
4,705.75 |
0.618 |
4,666.00 |
0.500 |
4,654.00 |
0.382 |
4,641.75 |
LOW |
4,602.00 |
0.618 |
4,538.00 |
1.000 |
4,498.25 |
1.618 |
4,434.25 |
2.618 |
4,330.50 |
4.250 |
4,161.00 |
|
|
Fisher Pivots for day following 15-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,685.00 |
4,687.00 |
PP |
4,669.50 |
4,673.25 |
S1 |
4,654.00 |
4,659.75 |
|