| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,747.0 |
15,864.0 |
117.0 |
0.7% |
15,354.0 |
| High |
15,885.0 |
15,965.0 |
80.0 |
0.5% |
15,764.0 |
| Low |
15,652.0 |
15,818.0 |
166.0 |
1.1% |
15,046.0 |
| Close |
15,836.0 |
15,961.0 |
125.0 |
0.8% |
15,740.0 |
| Range |
233.0 |
147.0 |
-86.0 |
-36.9% |
718.0 |
| ATR |
244.9 |
237.9 |
-7.0 |
-2.9% |
0.0 |
| Volume |
37,936 |
41,548 |
3,612 |
9.5% |
227,072 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,355.7 |
16,305.3 |
16,041.9 |
|
| R3 |
16,208.7 |
16,158.3 |
16,001.4 |
|
| R2 |
16,061.7 |
16,061.7 |
15,988.0 |
|
| R1 |
16,011.3 |
16,011.3 |
15,974.5 |
16,036.5 |
| PP |
15,914.7 |
15,914.7 |
15,914.7 |
15,927.3 |
| S1 |
15,864.3 |
15,864.3 |
15,947.5 |
15,889.5 |
| S2 |
15,767.7 |
15,767.7 |
15,934.1 |
|
| S3 |
15,620.7 |
15,717.3 |
15,920.6 |
|
| S4 |
15,473.7 |
15,570.3 |
15,880.2 |
|
|
| 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 |
15,965.0 |
15,288.0 |
677.0 |
4.2% |
196.8 |
1.2% |
99% |
True |
False |
45,209 |
| 10 |
15,965.0 |
15,046.0 |
919.0 |
5.8% |
226.1 |
1.4% |
100% |
True |
False |
51,015 |
| 20 |
15,965.0 |
14,930.0 |
1,035.0 |
6.5% |
242.3 |
1.5% |
100% |
True |
False |
26,689 |
| 40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.5% |
193.1 |
1.2% |
76% |
False |
False |
13,459 |
| 60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.3% |
170.2 |
1.1% |
78% |
False |
False |
9,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,589.8 |
|
2.618 |
16,349.8 |
|
1.618 |
16,202.8 |
|
1.000 |
16,112.0 |
|
0.618 |
16,055.8 |
|
HIGH |
15,965.0 |
|
0.618 |
15,908.8 |
|
0.500 |
15,891.5 |
|
0.382 |
15,874.2 |
|
LOW |
15,818.0 |
|
0.618 |
15,727.2 |
|
1.000 |
15,671.0 |
|
1.618 |
15,580.2 |
|
2.618 |
15,433.2 |
|
4.250 |
15,193.3 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,937.8 |
15,899.8 |
| PP |
15,914.7 |
15,838.7 |
| S1 |
15,891.5 |
15,777.5 |
|