Trading Metrics calculated at close of trading on 21-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,354.0 |
15,361.0 |
7.0 |
0.0% |
15,663.0 |
High |
15,413.0 |
15,501.0 |
88.0 |
0.6% |
15,774.0 |
Low |
15,046.0 |
15,288.0 |
242.0 |
1.6% |
15,406.0 |
Close |
15,220.0 |
15,423.0 |
203.0 |
1.3% |
15,531.0 |
Range |
367.0 |
213.0 |
-154.0 |
-42.0% |
368.0 |
ATR |
248.3 |
250.6 |
2.3 |
0.9% |
0.0 |
Volume |
80,510 |
57,056 |
-23,454 |
-29.1% |
219,131 |
|
Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,043.0 |
15,946.0 |
15,540.2 |
|
R3 |
15,830.0 |
15,733.0 |
15,481.6 |
|
R2 |
15,617.0 |
15,617.0 |
15,462.1 |
|
R1 |
15,520.0 |
15,520.0 |
15,442.5 |
15,568.5 |
PP |
15,404.0 |
15,404.0 |
15,404.0 |
15,428.3 |
S1 |
15,307.0 |
15,307.0 |
15,403.5 |
15,355.5 |
S2 |
15,191.0 |
15,191.0 |
15,384.0 |
|
S3 |
14,978.0 |
15,094.0 |
15,364.4 |
|
S4 |
14,765.0 |
14,881.0 |
15,305.9 |
|
|
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% |
243.8 |
1.6% |
52% |
False |
False |
60,298 |
10 |
15,827.0 |
15,046.0 |
781.0 |
5.1% |
212.7 |
1.4% |
48% |
False |
False |
36,230 |
20 |
16,007.0 |
14,930.0 |
1,077.0 |
7.0% |
277.1 |
1.8% |
46% |
False |
False |
18,276 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.8% |
181.5 |
1.2% |
36% |
False |
False |
9,261 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.7% |
169.1 |
1.1% |
42% |
False |
False |
6,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,406.3 |
2.618 |
16,058.6 |
1.618 |
15,845.6 |
1.000 |
15,714.0 |
0.618 |
15,632.6 |
HIGH |
15,501.0 |
0.618 |
15,419.6 |
0.500 |
15,394.5 |
0.382 |
15,369.4 |
LOW |
15,288.0 |
0.618 |
15,156.4 |
1.000 |
15,075.0 |
1.618 |
14,943.4 |
2.618 |
14,730.4 |
4.250 |
14,382.8 |
|
|
Fisher Pivots for day following 21-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,413.5 |
15,390.2 |
PP |
15,404.0 |
15,357.3 |
S1 |
15,394.5 |
15,324.5 |
|