Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,616.0 |
15,747.0 |
131.0 |
0.8% |
15,354.0 |
High |
15,764.0 |
15,885.0 |
121.0 |
0.8% |
15,764.0 |
Low |
15,590.0 |
15,652.0 |
62.0 |
0.4% |
15,046.0 |
Close |
15,740.0 |
15,836.0 |
96.0 |
0.6% |
15,740.0 |
Range |
174.0 |
233.0 |
59.0 |
33.9% |
718.0 |
ATR |
245.8 |
244.9 |
-0.9 |
-0.4% |
0.0 |
Volume |
43,189 |
37,936 |
-5,253 |
-12.2% |
227,072 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,490.0 |
16,396.0 |
15,964.2 |
|
R3 |
16,257.0 |
16,163.0 |
15,900.1 |
|
R2 |
16,024.0 |
16,024.0 |
15,878.7 |
|
R1 |
15,930.0 |
15,930.0 |
15,857.4 |
15,977.0 |
PP |
15,791.0 |
15,791.0 |
15,791.0 |
15,814.5 |
S1 |
15,697.0 |
15,697.0 |
15,814.6 |
15,744.0 |
S2 |
15,558.0 |
15,558.0 |
15,793.3 |
|
S3 |
15,325.0 |
15,464.0 |
15,771.9 |
|
S4 |
15,092.0 |
15,231.0 |
15,707.9 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,670.7 |
17,423.3 |
16,134.9 |
|
R3 |
16,952.7 |
16,705.3 |
15,937.5 |
|
R2 |
16,234.7 |
16,234.7 |
15,871.6 |
|
R1 |
15,987.3 |
15,987.3 |
15,805.8 |
16,111.0 |
PP |
15,516.7 |
15,516.7 |
15,516.7 |
15,578.5 |
S1 |
15,269.3 |
15,269.3 |
15,674.2 |
15,393.0 |
S2 |
14,798.7 |
14,798.7 |
15,608.4 |
|
S3 |
14,080.7 |
14,551.3 |
15,542.6 |
|
S4 |
13,362.7 |
13,833.3 |
15,345.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,885.0 |
15,046.0 |
839.0 |
5.3% |
240.8 |
1.5% |
94% |
True |
False |
53,001 |
10 |
15,885.0 |
15,046.0 |
839.0 |
5.3% |
231.3 |
1.5% |
94% |
True |
False |
48,413 |
20 |
15,885.0 |
14,930.0 |
955.0 |
6.0% |
245.0 |
1.5% |
95% |
True |
False |
24,624 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.6% |
189.7 |
1.2% |
67% |
False |
False |
12,420 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.4% |
170.2 |
1.1% |
70% |
False |
False |
8,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,875.3 |
2.618 |
16,495.0 |
1.618 |
16,262.0 |
1.000 |
16,118.0 |
0.618 |
16,029.0 |
HIGH |
15,885.0 |
0.618 |
15,796.0 |
0.500 |
15,768.5 |
0.382 |
15,741.0 |
LOW |
15,652.0 |
0.618 |
15,508.0 |
1.000 |
15,419.0 |
1.618 |
15,275.0 |
2.618 |
15,042.0 |
4.250 |
14,661.8 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,813.5 |
15,773.0 |
PP |
15,791.0 |
15,710.0 |
S1 |
15,768.5 |
15,647.0 |
|