Trading Metrics calculated at close of trading on 16-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,520.0 |
15,636.0 |
116.0 |
0.7% |
15,262.0 |
High |
15,625.0 |
15,766.0 |
141.0 |
0.9% |
15,830.0 |
Low |
15,435.0 |
15,514.0 |
79.0 |
0.5% |
15,146.0 |
Close |
15,474.0 |
15,629.0 |
155.0 |
1.0% |
15,614.0 |
Range |
190.0 |
252.0 |
62.0 |
32.6% |
684.0 |
ATR |
225.9 |
230.6 |
4.7 |
2.1% |
0.0 |
Volume |
28,668 |
50,877 |
22,209 |
77.5% |
6,528 |
|
Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,392.3 |
16,262.7 |
15,767.6 |
|
R3 |
16,140.3 |
16,010.7 |
15,698.3 |
|
R2 |
15,888.3 |
15,888.3 |
15,675.2 |
|
R1 |
15,758.7 |
15,758.7 |
15,652.1 |
15,697.5 |
PP |
15,636.3 |
15,636.3 |
15,636.3 |
15,605.8 |
S1 |
15,506.7 |
15,506.7 |
15,605.9 |
15,445.5 |
S2 |
15,384.3 |
15,384.3 |
15,582.8 |
|
S3 |
15,132.3 |
15,254.7 |
15,559.7 |
|
S4 |
14,880.3 |
15,002.7 |
15,490.4 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,582.0 |
17,282.0 |
15,990.2 |
|
R3 |
16,898.0 |
16,598.0 |
15,802.1 |
|
R2 |
16,214.0 |
16,214.0 |
15,739.4 |
|
R1 |
15,914.0 |
15,914.0 |
15,676.7 |
16,064.0 |
PP |
15,530.0 |
15,530.0 |
15,530.0 |
15,605.0 |
S1 |
15,230.0 |
15,230.0 |
15,551.3 |
15,380.0 |
S2 |
14,846.0 |
14,846.0 |
15,488.6 |
|
S3 |
14,162.0 |
14,546.0 |
15,425.9 |
|
S4 |
13,478.0 |
13,862.0 |
15,237.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,774.0 |
15,410.0 |
364.0 |
2.3% |
211.4 |
1.4% |
60% |
False |
False |
27,607 |
10 |
15,830.0 |
15,088.0 |
742.0 |
4.7% |
230.1 |
1.5% |
73% |
False |
False |
14,160 |
20 |
16,284.0 |
14,930.0 |
1,354.0 |
8.7% |
260.9 |
1.7% |
52% |
False |
False |
7,196 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.7% |
170.5 |
1.1% |
52% |
False |
False |
3,765 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.5% |
169.7 |
1.1% |
56% |
False |
False |
2,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,837.0 |
2.618 |
16,425.7 |
1.618 |
16,173.7 |
1.000 |
16,018.0 |
0.618 |
15,921.7 |
HIGH |
15,766.0 |
0.618 |
15,669.7 |
0.500 |
15,640.0 |
0.382 |
15,610.3 |
LOW |
15,514.0 |
0.618 |
15,358.3 |
1.000 |
15,262.0 |
1.618 |
15,106.3 |
2.618 |
14,854.3 |
4.250 |
14,443.0 |
|
|
Fisher Pivots for day following 16-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,640.0 |
15,615.3 |
PP |
15,636.3 |
15,601.7 |
S1 |
15,632.7 |
15,588.0 |
|