Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,567.75 |
4,641.75 |
74.00 |
1.6% |
4,704.50 |
High |
4,643.00 |
4,690.50 |
47.50 |
1.0% |
4,743.25 |
Low |
4,565.75 |
4,622.25 |
56.50 |
1.2% |
4,590.00 |
Close |
4,640.75 |
4,686.00 |
45.25 |
1.0% |
4,610.00 |
Range |
77.25 |
68.25 |
-9.00 |
-11.7% |
153.25 |
ATR |
75.41 |
74.90 |
-0.51 |
-0.7% |
0.00 |
Volume |
1,493,880 |
1,104,688 |
-389,192 |
-26.1% |
11,367,428 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,871.00 |
4,846.75 |
4,723.50 |
|
R3 |
4,802.75 |
4,778.50 |
4,704.75 |
|
R2 |
4,734.50 |
4,734.50 |
4,698.50 |
|
R1 |
4,710.25 |
4,710.25 |
4,692.25 |
4,722.50 |
PP |
4,666.25 |
4,666.25 |
4,666.25 |
4,672.25 |
S1 |
4,642.00 |
4,642.00 |
4,679.75 |
4,654.00 |
S2 |
4,598.00 |
4,598.00 |
4,673.50 |
|
S3 |
4,529.75 |
4,573.75 |
4,667.25 |
|
S4 |
4,461.50 |
4,505.50 |
4,648.50 |
|
|
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% |
85.25 |
1.8% |
74% |
False |
False |
1,863,871 |
10 |
4,743.25 |
4,520.25 |
223.00 |
4.8% |
77.00 |
1.6% |
74% |
False |
False |
1,832,898 |
20 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
86.75 |
1.8% |
78% |
False |
False |
943,319 |
40 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
62.25 |
1.3% |
78% |
False |
False |
474,553 |
60 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
60.25 |
1.3% |
88% |
False |
False |
317,171 |
80 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
58.50 |
1.2% |
88% |
False |
False |
238,254 |
100 |
4,743.25 |
4,252.75 |
490.50 |
10.5% |
53.75 |
1.1% |
88% |
False |
False |
190,635 |
120 |
4,743.25 |
4,206.75 |
536.50 |
11.4% |
52.25 |
1.1% |
89% |
False |
False |
158,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,980.50 |
2.618 |
4,869.25 |
1.618 |
4,801.00 |
1.000 |
4,758.75 |
0.618 |
4,732.75 |
HIGH |
4,690.50 |
0.618 |
4,664.50 |
0.500 |
4,656.50 |
0.382 |
4,648.25 |
LOW |
4,622.25 |
0.618 |
4,580.00 |
1.000 |
4,554.00 |
1.618 |
4,511.75 |
2.618 |
4,443.50 |
4.250 |
4,332.25 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,676.00 |
4,659.00 |
PP |
4,666.25 |
4,632.25 |
S1 |
4,656.50 |
4,605.50 |
|