Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,580.0 |
15,354.0 |
-226.0 |
-1.5% |
15,663.0 |
High |
15,603.0 |
15,413.0 |
-190.0 |
-1.2% |
15,774.0 |
Low |
15,406.0 |
15,046.0 |
-360.0 |
-2.3% |
15,406.0 |
Close |
15,531.0 |
15,220.0 |
-311.0 |
-2.0% |
15,531.0 |
Range |
197.0 |
367.0 |
170.0 |
86.3% |
368.0 |
ATR |
230.1 |
248.3 |
18.2 |
7.9% |
0.0 |
Volume |
84,379 |
80,510 |
-3,869 |
-4.6% |
219,131 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,327.3 |
16,140.7 |
15,421.9 |
|
R3 |
15,960.3 |
15,773.7 |
15,320.9 |
|
R2 |
15,593.3 |
15,593.3 |
15,287.3 |
|
R1 |
15,406.7 |
15,406.7 |
15,253.6 |
15,316.5 |
PP |
15,226.3 |
15,226.3 |
15,226.3 |
15,181.3 |
S1 |
15,039.7 |
15,039.7 |
15,186.4 |
14,949.5 |
S2 |
14,859.3 |
14,859.3 |
15,152.7 |
|
S3 |
14,492.3 |
14,672.7 |
15,119.1 |
|
S4 |
14,125.3 |
14,305.7 |
15,018.2 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,674.3 |
16,470.7 |
15,733.4 |
|
R3 |
16,306.3 |
16,102.7 |
15,632.2 |
|
R2 |
15,938.3 |
15,938.3 |
15,598.5 |
|
R1 |
15,734.7 |
15,734.7 |
15,564.7 |
15,652.5 |
PP |
15,570.3 |
15,570.3 |
15,570.3 |
15,529.3 |
S1 |
15,366.7 |
15,366.7 |
15,497.3 |
15,284.5 |
S2 |
15,202.3 |
15,202.3 |
15,463.5 |
|
S3 |
14,834.3 |
14,998.7 |
15,429.8 |
|
S4 |
14,466.3 |
14,630.7 |
15,328.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,766.0 |
15,046.0 |
720.0 |
4.7% |
255.4 |
1.7% |
24% |
False |
True |
56,821 |
10 |
15,830.0 |
15,046.0 |
784.0 |
5.2% |
230.0 |
1.5% |
22% |
False |
True |
30,587 |
20 |
16,027.0 |
14,930.0 |
1,097.0 |
7.2% |
274.9 |
1.8% |
26% |
False |
False |
15,433 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.9% |
179.2 |
1.2% |
21% |
False |
False |
7,861 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.8% |
171.4 |
1.1% |
29% |
False |
False |
5,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,972.8 |
2.618 |
16,373.8 |
1.618 |
16,006.8 |
1.000 |
15,780.0 |
0.618 |
15,639.8 |
HIGH |
15,413.0 |
0.618 |
15,272.8 |
0.500 |
15,229.5 |
0.382 |
15,186.2 |
LOW |
15,046.0 |
0.618 |
14,819.2 |
1.000 |
14,679.0 |
1.618 |
14,452.2 |
2.618 |
14,085.2 |
4.250 |
13,486.3 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,229.5 |
15,406.0 |
PP |
15,226.3 |
15,344.0 |
S1 |
15,223.2 |
15,282.0 |
|