Trading Metrics calculated at close of trading on 29-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
4,780.50 |
4,781.00 |
0.50 |
0.0% |
4,612.00 |
High |
4,798.00 |
4,796.00 |
-2.00 |
0.0% |
4,731.25 |
Low |
4,770.50 |
4,770.00 |
-0.50 |
0.0% |
4,520.25 |
Close |
4,778.50 |
4,784.50 |
6.00 |
0.1% |
4,715.75 |
Range |
27.50 |
26.00 |
-1.50 |
-5.5% |
211.00 |
ATR |
69.54 |
66.43 |
-3.11 |
-4.5% |
0.00 |
Volume |
954,520 |
876,030 |
-78,490 |
-8.2% |
5,674,214 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,861.50 |
4,849.00 |
4,798.75 |
|
R3 |
4,835.50 |
4,823.00 |
4,791.75 |
|
R2 |
4,809.50 |
4,809.50 |
4,789.25 |
|
R1 |
4,797.00 |
4,797.00 |
4,787.00 |
4,803.25 |
PP |
4,783.50 |
4,783.50 |
4,783.50 |
4,786.50 |
S1 |
4,771.00 |
4,771.00 |
4,782.00 |
4,777.25 |
S2 |
4,757.50 |
4,757.50 |
4,779.75 |
|
S3 |
4,731.50 |
4,745.00 |
4,777.25 |
|
S4 |
4,705.50 |
4,719.00 |
4,770.25 |
|
|
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 |
4,798.00 |
4,622.25 |
175.75 |
3.7% |
48.00 |
1.0% |
92% |
False |
False |
962,391 |
10 |
4,798.00 |
4,520.25 |
277.75 |
5.8% |
70.00 |
1.5% |
95% |
False |
False |
1,512,281 |
20 |
4,798.00 |
4,485.75 |
312.25 |
6.5% |
76.25 |
1.6% |
96% |
False |
False |
1,125,228 |
40 |
4,798.00 |
4,485.75 |
312.25 |
6.5% |
62.75 |
1.3% |
96% |
False |
False |
566,493 |
60 |
4,798.00 |
4,262.50 |
535.50 |
11.2% |
57.50 |
1.2% |
97% |
False |
False |
378,805 |
80 |
4,798.00 |
4,252.75 |
545.25 |
11.4% |
59.50 |
1.2% |
98% |
False |
False |
284,576 |
100 |
4,798.00 |
4,252.75 |
545.25 |
11.4% |
54.25 |
1.1% |
98% |
False |
False |
227,706 |
120 |
4,798.00 |
4,206.75 |
591.25 |
12.4% |
52.00 |
1.1% |
98% |
False |
False |
189,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,906.50 |
2.618 |
4,864.00 |
1.618 |
4,838.00 |
1.000 |
4,822.00 |
0.618 |
4,812.00 |
HIGH |
4,796.00 |
0.618 |
4,786.00 |
0.500 |
4,783.00 |
0.382 |
4,780.00 |
LOW |
4,770.00 |
0.618 |
4,754.00 |
1.000 |
4,744.00 |
1.618 |
4,728.00 |
2.618 |
4,702.00 |
4.250 |
4,659.50 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
4,784.00 |
4,775.00 |
PP |
4,783.50 |
4,765.25 |
S1 |
4,783.00 |
4,755.50 |
|