Trading Metrics calculated at close of trading on 23-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,641.75 |
4,689.00 |
47.25 |
1.0% |
4,704.50 |
High |
4,690.50 |
4,731.25 |
40.75 |
0.9% |
4,743.25 |
Low |
4,622.25 |
4,684.25 |
62.00 |
1.3% |
4,590.00 |
Close |
4,686.00 |
4,715.75 |
29.75 |
0.6% |
4,610.00 |
Range |
68.25 |
47.00 |
-21.25 |
-31.1% |
153.25 |
ATR |
74.90 |
72.91 |
-1.99 |
-2.7% |
0.00 |
Volume |
1,104,688 |
978,022 |
-126,666 |
-11.5% |
11,367,428 |
|
Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,851.50 |
4,830.50 |
4,741.50 |
|
R3 |
4,804.50 |
4,783.50 |
4,728.75 |
|
R2 |
4,757.50 |
4,757.50 |
4,724.25 |
|
R1 |
4,736.50 |
4,736.50 |
4,720.00 |
4,747.00 |
PP |
4,710.50 |
4,710.50 |
4,710.50 |
4,715.50 |
S1 |
4,689.50 |
4,689.50 |
4,711.50 |
4,700.00 |
S2 |
4,663.50 |
4,663.50 |
4,707.25 |
|
S3 |
4,616.50 |
4,642.50 |
4,702.75 |
|
S4 |
4,569.50 |
4,595.50 |
4,690.00 |
|
|
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 |
4,731.25 |
4,520.25 |
211.00 |
4.5% |
74.25 |
1.6% |
93% |
True |
False |
1,629,266 |
10 |
4,743.25 |
4,520.25 |
223.00 |
4.7% |
77.25 |
1.6% |
88% |
False |
False |
1,870,951 |
20 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
86.75 |
1.8% |
89% |
False |
False |
991,691 |
40 |
4,743.25 |
4,485.75 |
257.50 |
5.5% |
62.75 |
1.3% |
89% |
False |
False |
498,834 |
60 |
4,743.25 |
4,252.75 |
490.50 |
10.4% |
60.50 |
1.3% |
94% |
False |
False |
333,437 |
80 |
4,743.25 |
4,252.75 |
490.50 |
10.4% |
58.75 |
1.2% |
94% |
False |
False |
250,477 |
100 |
4,743.25 |
4,252.75 |
490.50 |
10.4% |
53.75 |
1.1% |
94% |
False |
False |
200,415 |
120 |
4,743.25 |
4,206.75 |
536.50 |
11.4% |
52.25 |
1.1% |
95% |
False |
False |
167,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,931.00 |
2.618 |
4,854.25 |
1.618 |
4,807.25 |
1.000 |
4,778.25 |
0.618 |
4,760.25 |
HIGH |
4,731.25 |
0.618 |
4,713.25 |
0.500 |
4,707.75 |
0.382 |
4,702.25 |
LOW |
4,684.25 |
0.618 |
4,655.25 |
1.000 |
4,637.25 |
1.618 |
4,608.25 |
2.618 |
4,561.25 |
4.250 |
4,484.50 |
|
|
Fisher Pivots for day following 23-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,713.00 |
4,693.25 |
PP |
4,710.50 |
4,671.00 |
S1 |
4,707.75 |
4,648.50 |
|