Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,664.00 |
4,612.00 |
-52.00 |
-1.1% |
4,704.50 |
High |
4,668.00 |
4,621.50 |
-46.50 |
-1.0% |
4,743.25 |
Low |
4,590.00 |
4,520.25 |
-69.75 |
-1.5% |
4,590.00 |
Close |
4,610.00 |
4,558.50 |
-51.50 |
-1.1% |
4,610.00 |
Range |
78.00 |
101.25 |
23.25 |
29.8% |
153.25 |
ATR |
72.67 |
74.71 |
2.04 |
2.8% |
0.00 |
Volume |
2,472,118 |
2,097,624 |
-374,494 |
-15.1% |
11,367,428 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,870.50 |
4,815.75 |
4,614.25 |
|
R3 |
4,769.25 |
4,714.50 |
4,586.25 |
|
R2 |
4,668.00 |
4,668.00 |
4,577.00 |
|
R1 |
4,613.25 |
4,613.25 |
4,567.75 |
4,590.00 |
PP |
4,566.75 |
4,566.75 |
4,566.75 |
4,555.00 |
S1 |
4,512.00 |
4,512.00 |
4,549.25 |
4,488.75 |
S2 |
4,465.50 |
4,465.50 |
4,540.00 |
|
S3 |
4,364.25 |
4,410.75 |
4,530.75 |
|
S4 |
4,263.00 |
4,309.50 |
4,502.75 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,107.50 |
5,012.00 |
4,694.25 |
|
R3 |
4,954.25 |
4,858.75 |
4,652.25 |
|
R2 |
4,801.00 |
4,801.00 |
4,638.00 |
|
R1 |
4,705.50 |
4,705.50 |
4,624.00 |
4,676.50 |
PP |
4,647.75 |
4,647.75 |
4,647.75 |
4,633.25 |
S1 |
4,552.25 |
4,552.25 |
4,596.00 |
4,523.50 |
S2 |
4,494.50 |
4,494.50 |
4,582.00 |
|
S3 |
4,341.25 |
4,399.00 |
4,567.75 |
|
S4 |
4,188.00 |
4,245.75 |
4,525.75 |
|
|
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 |
4,520.25 |
223.00 |
4.9% |
93.00 |
2.0% |
17% |
False |
True |
2,222,813 |
10 |
4,743.25 |
4,520.25 |
223.00 |
4.9% |
77.50 |
1.7% |
17% |
False |
True |
1,596,911 |
20 |
4,743.25 |
4,485.75 |
257.50 |
5.6% |
85.00 |
1.9% |
28% |
False |
False |
814,368 |
40 |
4,743.25 |
4,485.75 |
257.50 |
5.6% |
60.50 |
1.3% |
28% |
False |
False |
409,731 |
60 |
4,743.25 |
4,252.75 |
490.50 |
10.8% |
60.25 |
1.3% |
62% |
False |
False |
273,931 |
80 |
4,743.25 |
4,252.75 |
490.50 |
10.8% |
57.75 |
1.3% |
62% |
False |
False |
205,774 |
100 |
4,743.25 |
4,252.75 |
490.50 |
10.8% |
53.00 |
1.2% |
62% |
False |
False |
164,652 |
120 |
4,743.25 |
4,206.75 |
536.50 |
11.8% |
51.50 |
1.1% |
66% |
False |
False |
137,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,051.75 |
2.618 |
4,886.50 |
1.618 |
4,785.25 |
1.000 |
4,722.75 |
0.618 |
4,684.00 |
HIGH |
4,621.50 |
0.618 |
4,582.75 |
0.500 |
4,571.00 |
0.382 |
4,559.00 |
LOW |
4,520.25 |
0.618 |
4,457.75 |
1.000 |
4,419.00 |
1.618 |
4,356.50 |
2.618 |
4,255.25 |
4.250 |
4,090.00 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,571.00 |
4,631.75 |
PP |
4,566.75 |
4,607.25 |
S1 |
4,562.50 |
4,583.00 |
|