Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,361.0 |
15,499.0 |
138.0 |
0.9% |
15,663.0 |
High |
15,501.0 |
15,626.0 |
125.0 |
0.8% |
15,774.0 |
Low |
15,288.0 |
15,409.0 |
121.0 |
0.8% |
15,406.0 |
Close |
15,423.0 |
15,550.0 |
127.0 |
0.8% |
15,531.0 |
Range |
213.0 |
217.0 |
4.0 |
1.9% |
368.0 |
ATR |
250.6 |
248.2 |
-2.4 |
-1.0% |
0.0 |
Volume |
57,056 |
46,317 |
-10,739 |
-18.8% |
219,131 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,179.3 |
16,081.7 |
15,669.4 |
|
R3 |
15,962.3 |
15,864.7 |
15,609.7 |
|
R2 |
15,745.3 |
15,745.3 |
15,589.8 |
|
R1 |
15,647.7 |
15,647.7 |
15,569.9 |
15,696.5 |
PP |
15,528.3 |
15,528.3 |
15,528.3 |
15,552.8 |
S1 |
15,430.7 |
15,430.7 |
15,530.1 |
15,479.5 |
S2 |
15,311.3 |
15,311.3 |
15,510.2 |
|
S3 |
15,094.3 |
15,213.7 |
15,490.3 |
|
S4 |
14,877.3 |
14,996.7 |
15,430.7 |
|
|
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 |
4.6% |
249.2 |
1.6% |
70% |
False |
False |
63,827 |
10 |
15,774.0 |
15,046.0 |
728.0 |
4.7% |
219.2 |
1.4% |
69% |
False |
False |
40,795 |
20 |
15,944.0 |
14,930.0 |
1,014.0 |
6.5% |
274.1 |
1.8% |
61% |
False |
False |
20,587 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.7% |
185.6 |
1.2% |
46% |
False |
False |
10,394 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.6% |
171.1 |
1.1% |
51% |
False |
False |
7,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,548.3 |
2.618 |
16,194.1 |
1.618 |
15,977.1 |
1.000 |
15,843.0 |
0.618 |
15,760.1 |
HIGH |
15,626.0 |
0.618 |
15,543.1 |
0.500 |
15,517.5 |
0.382 |
15,491.9 |
LOW |
15,409.0 |
0.618 |
15,274.9 |
1.000 |
15,192.0 |
1.618 |
15,057.9 |
2.618 |
14,840.9 |
4.250 |
14,486.8 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,539.2 |
15,478.7 |
PP |
15,528.3 |
15,407.3 |
S1 |
15,517.5 |
15,336.0 |
|