Trading Metrics calculated at close of trading on 29-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
15,864.0 |
15,960.0 |
96.0 |
0.6% |
15,354.0 |
High |
15,965.0 |
15,960.0 |
-5.0 |
0.0% |
15,764.0 |
Low |
15,818.0 |
15,787.0 |
-31.0 |
-0.2% |
15,046.0 |
Close |
15,961.0 |
15,833.0 |
-128.0 |
-0.8% |
15,740.0 |
Range |
147.0 |
173.0 |
26.0 |
17.7% |
718.0 |
ATR |
237.9 |
233.3 |
-4.6 |
-1.9% |
0.0 |
Volume |
41,548 |
41,988 |
440 |
1.1% |
227,072 |
|
Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,379.0 |
16,279.0 |
15,928.2 |
|
R3 |
16,206.0 |
16,106.0 |
15,880.6 |
|
R2 |
16,033.0 |
16,033.0 |
15,864.7 |
|
R1 |
15,933.0 |
15,933.0 |
15,848.9 |
15,896.5 |
PP |
15,860.0 |
15,860.0 |
15,860.0 |
15,841.8 |
S1 |
15,760.0 |
15,760.0 |
15,817.1 |
15,723.5 |
S2 |
15,687.0 |
15,687.0 |
15,801.3 |
|
S3 |
15,514.0 |
15,587.0 |
15,785.4 |
|
S4 |
15,341.0 |
15,414.0 |
15,737.9 |
|
|
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 |
15,965.0 |
15,409.0 |
556.0 |
3.5% |
188.8 |
1.2% |
76% |
False |
False |
42,195 |
10 |
15,965.0 |
15,046.0 |
919.0 |
5.8% |
216.3 |
1.4% |
86% |
False |
False |
51,246 |
20 |
15,965.0 |
15,046.0 |
919.0 |
5.8% |
227.8 |
1.4% |
86% |
False |
False |
28,776 |
40 |
16,284.0 |
14,930.0 |
1,354.0 |
8.6% |
193.0 |
1.2% |
67% |
False |
False |
14,507 |
60 |
16,284.0 |
14,794.0 |
1,490.0 |
9.4% |
170.2 |
1.1% |
70% |
False |
False |
9,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,695.3 |
2.618 |
16,412.9 |
1.618 |
16,239.9 |
1.000 |
16,133.0 |
0.618 |
16,066.9 |
HIGH |
15,960.0 |
0.618 |
15,893.9 |
0.500 |
15,873.5 |
0.382 |
15,853.1 |
LOW |
15,787.0 |
0.618 |
15,680.1 |
1.000 |
15,614.0 |
1.618 |
15,507.1 |
2.618 |
15,334.1 |
4.250 |
15,051.8 |
|
|
Fisher Pivots for day following 29-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
15,873.5 |
15,824.8 |
PP |
15,860.0 |
15,816.7 |
S1 |
15,846.5 |
15,808.5 |
|