Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,689.00 |
4,717.00 |
28.00 |
0.6% |
4,612.00 |
High |
4,731.25 |
4,784.25 |
53.00 |
1.1% |
4,731.25 |
Low |
4,684.25 |
4,713.25 |
29.00 |
0.6% |
4,520.25 |
Close |
4,715.75 |
4,782.25 |
66.50 |
1.4% |
4,715.75 |
Range |
47.00 |
71.00 |
24.00 |
51.1% |
211.00 |
ATR |
72.91 |
72.77 |
-0.14 |
-0.2% |
0.00 |
Volume |
978,022 |
898,698 |
-79,324 |
-8.1% |
5,674,214 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.00 |
4,948.50 |
4,821.25 |
|
R3 |
4,902.00 |
4,877.50 |
4,801.75 |
|
R2 |
4,831.00 |
4,831.00 |
4,795.25 |
|
R1 |
4,806.50 |
4,806.50 |
4,788.75 |
4,818.75 |
PP |
4,760.00 |
4,760.00 |
4,760.00 |
4,766.00 |
S1 |
4,735.50 |
4,735.50 |
4,775.75 |
4,747.75 |
S2 |
4,689.00 |
4,689.00 |
4,769.25 |
|
S3 |
4,618.00 |
4,664.50 |
4,762.75 |
|
S4 |
4,547.00 |
4,593.50 |
4,743.25 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,288.75 |
5,213.25 |
4,831.75 |
|
R3 |
5,077.75 |
5,002.25 |
4,773.75 |
|
R2 |
4,866.75 |
4,866.75 |
4,754.50 |
|
R1 |
4,791.25 |
4,791.25 |
4,735.00 |
4,829.00 |
PP |
4,655.75 |
4,655.75 |
4,655.75 |
4,674.50 |
S1 |
4,580.25 |
4,580.25 |
4,696.50 |
4,618.00 |
S2 |
4,444.75 |
4,444.75 |
4,677.00 |
|
S3 |
4,233.75 |
4,369.25 |
4,657.75 |
|
S4 |
4,022.75 |
4,158.25 |
4,599.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,784.25 |
4,520.25 |
264.00 |
5.5% |
73.00 |
1.5% |
99% |
True |
False |
1,314,582 |
10 |
4,784.25 |
4,520.25 |
264.00 |
5.5% |
79.50 |
1.7% |
99% |
True |
False |
1,794,034 |
20 |
4,784.25 |
4,485.75 |
298.50 |
6.2% |
83.25 |
1.7% |
99% |
True |
False |
1,035,624 |
40 |
4,784.25 |
4,485.75 |
298.50 |
6.2% |
63.50 |
1.3% |
99% |
True |
False |
521,152 |
60 |
4,784.25 |
4,252.75 |
531.50 |
11.1% |
60.00 |
1.3% |
100% |
True |
False |
348,343 |
80 |
4,784.25 |
4,252.75 |
531.50 |
11.1% |
59.50 |
1.2% |
100% |
True |
False |
261,707 |
100 |
4,784.25 |
4,252.75 |
531.50 |
11.1% |
54.25 |
1.1% |
100% |
True |
False |
209,401 |
120 |
4,784.25 |
4,206.75 |
577.50 |
12.1% |
52.75 |
1.1% |
100% |
True |
False |
174,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,086.00 |
2.618 |
4,970.25 |
1.618 |
4,899.25 |
1.000 |
4,855.25 |
0.618 |
4,828.25 |
HIGH |
4,784.25 |
0.618 |
4,757.25 |
0.500 |
4,748.75 |
0.382 |
4,740.25 |
LOW |
4,713.25 |
0.618 |
4,669.25 |
1.000 |
4,642.25 |
1.618 |
4,598.25 |
2.618 |
4,527.25 |
4.250 |
4,411.50 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,771.00 |
4,756.00 |
PP |
4,760.00 |
4,729.50 |
S1 |
4,748.75 |
4,703.25 |
|