Trading Metrics calculated at close of trading on 16-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,629.00 |
4,702.75 |
73.75 |
1.6% |
4,536.00 |
High |
4,705.75 |
4,743.25 |
37.50 |
0.8% |
4,705.25 |
Low |
4,602.00 |
4,642.00 |
40.00 |
0.9% |
4,524.75 |
Close |
4,700.50 |
4,659.25 |
-41.25 |
-0.9% |
4,703.50 |
Range |
103.75 |
101.25 |
-2.50 |
-2.4% |
180.50 |
ATR |
70.03 |
72.26 |
2.23 |
3.2% |
0.00 |
Volume |
2,096,181 |
2,151,049 |
54,868 |
2.6% |
2,584,917 |
|
Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.25 |
4,923.50 |
4,715.00 |
|
R3 |
4,884.00 |
4,822.25 |
4,687.00 |
|
R2 |
4,782.75 |
4,782.75 |
4,677.75 |
|
R1 |
4,721.00 |
4,721.00 |
4,668.50 |
4,701.25 |
PP |
4,681.50 |
4,681.50 |
4,681.50 |
4,671.50 |
S1 |
4,619.75 |
4,619.75 |
4,650.00 |
4,600.00 |
S2 |
4,580.25 |
4,580.25 |
4,640.75 |
|
S3 |
4,479.00 |
4,518.50 |
4,631.50 |
|
S4 |
4,377.75 |
4,417.25 |
4,603.50 |
|
|
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 |
4,743.25 |
4,596.25 |
147.00 |
3.2% |
80.25 |
1.7% |
43% |
True |
False |
2,112,636 |
10 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
79.00 |
1.7% |
67% |
True |
False |
1,155,166 |
20 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
80.00 |
1.7% |
67% |
True |
False |
586,619 |
40 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
57.75 |
1.2% |
67% |
True |
False |
295,768 |
60 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
59.25 |
1.3% |
83% |
True |
False |
197,875 |
80 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
56.00 |
1.2% |
83% |
True |
False |
148,658 |
100 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
52.00 |
1.1% |
83% |
True |
False |
118,955 |
120 |
4,743.25 |
4,206.75 |
536.50 |
11.5% |
50.50 |
1.1% |
84% |
True |
False |
99,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,173.50 |
2.618 |
5,008.25 |
1.618 |
4,907.00 |
1.000 |
4,844.50 |
0.618 |
4,805.75 |
HIGH |
4,743.25 |
0.618 |
4,704.50 |
0.500 |
4,692.50 |
0.382 |
4,680.75 |
LOW |
4,642.00 |
0.618 |
4,579.50 |
1.000 |
4,540.75 |
1.618 |
4,478.25 |
2.618 |
4,377.00 |
4.250 |
4,211.75 |
|
|
Fisher Pivots for day following 16-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,692.50 |
4,669.75 |
PP |
4,681.50 |
4,666.25 |
S1 |
4,670.50 |
4,662.75 |
|