Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,612.00 |
4,567.75 |
-44.25 |
-1.0% |
4,704.50 |
High |
4,621.50 |
4,643.00 |
21.50 |
0.5% |
4,743.25 |
Low |
4,520.25 |
4,565.75 |
45.50 |
1.0% |
4,590.00 |
Close |
4,558.50 |
4,640.75 |
82.25 |
1.8% |
4,610.00 |
Range |
101.25 |
77.25 |
-24.00 |
-23.7% |
153.25 |
ATR |
74.71 |
75.41 |
0.70 |
0.9% |
0.00 |
Volume |
2,097,624 |
1,493,880 |
-603,744 |
-28.8% |
11,367,428 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,848.25 |
4,821.75 |
4,683.25 |
|
R3 |
4,771.00 |
4,744.50 |
4,662.00 |
|
R2 |
4,693.75 |
4,693.75 |
4,655.00 |
|
R1 |
4,667.25 |
4,667.25 |
4,647.75 |
4,680.50 |
PP |
4,616.50 |
4,616.50 |
4,616.50 |
4,623.00 |
S1 |
4,590.00 |
4,590.00 |
4,633.75 |
4,603.25 |
S2 |
4,539.25 |
4,539.25 |
4,626.50 |
|
S3 |
4,462.00 |
4,512.75 |
4,619.50 |
|
S4 |
4,384.75 |
4,435.50 |
4,598.25 |
|
|
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 |
4.8% |
92.25 |
2.0% |
54% |
False |
False |
2,062,170 |
10 |
4,743.25 |
4,520.25 |
223.00 |
4.8% |
74.25 |
1.6% |
54% |
False |
False |
1,739,699 |
20 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
85.50 |
1.8% |
60% |
False |
False |
888,586 |
40 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
61.25 |
1.3% |
60% |
False |
False |
447,036 |
60 |
4,743.25 |
4,252.75 |
490.50 |
10.6% |
60.75 |
1.3% |
79% |
False |
False |
298,796 |
80 |
4,743.25 |
4,252.75 |
490.50 |
10.6% |
58.00 |
1.3% |
79% |
False |
False |
224,447 |
100 |
4,743.25 |
4,252.75 |
490.50 |
10.6% |
53.50 |
1.2% |
79% |
False |
False |
179,590 |
120 |
4,743.25 |
4,206.75 |
536.50 |
11.6% |
52.00 |
1.1% |
81% |
False |
False |
149,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,971.25 |
2.618 |
4,845.25 |
1.618 |
4,768.00 |
1.000 |
4,720.25 |
0.618 |
4,690.75 |
HIGH |
4,643.00 |
0.618 |
4,613.50 |
0.500 |
4,604.50 |
0.382 |
4,595.25 |
LOW |
4,565.75 |
0.618 |
4,518.00 |
1.000 |
4,488.50 |
1.618 |
4,440.75 |
2.618 |
4,363.50 |
4.250 |
4,237.50 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,628.50 |
4,625.25 |
PP |
4,616.50 |
4,609.75 |
S1 |
4,604.50 |
4,594.00 |
|