| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,779.1 |
1,786.6 |
7.5 |
0.4% |
1,790.0 |
| High |
1,793.1 |
1,794.2 |
1.1 |
0.1% |
1,796.2 |
| Low |
1,772.9 |
1,784.6 |
11.7 |
0.7% |
1,772.9 |
| Close |
1,787.0 |
1,790.6 |
3.6 |
0.2% |
1,787.0 |
| Range |
20.2 |
9.6 |
-10.6 |
-52.5% |
23.3 |
| ATR |
22.1 |
21.2 |
-0.9 |
-4.0% |
0.0 |
| Volume |
6,464 |
5,017 |
-1,447 |
-22.4% |
22,455 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.6 |
1,814.2 |
1,795.9 |
|
| R3 |
1,809.0 |
1,804.6 |
1,793.2 |
|
| R2 |
1,799.4 |
1,799.4 |
1,792.4 |
|
| R1 |
1,795.0 |
1,795.0 |
1,791.5 |
1,797.2 |
| PP |
1,789.8 |
1,789.8 |
1,789.8 |
1,790.9 |
| S1 |
1,785.4 |
1,785.4 |
1,789.7 |
1,787.6 |
| S2 |
1,780.2 |
1,780.2 |
1,788.8 |
|
| S3 |
1,770.6 |
1,775.8 |
1,788.0 |
|
| S4 |
1,761.0 |
1,766.2 |
1,785.3 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.3 |
1,844.4 |
1,799.8 |
|
| R3 |
1,832.0 |
1,821.1 |
1,793.4 |
|
| R2 |
1,808.7 |
1,808.7 |
1,791.3 |
|
| R1 |
1,797.8 |
1,797.8 |
1,789.1 |
1,791.6 |
| PP |
1,785.4 |
1,785.4 |
1,785.4 |
1,782.3 |
| S1 |
1,774.5 |
1,774.5 |
1,784.9 |
1,768.3 |
| S2 |
1,762.1 |
1,762.1 |
1,782.7 |
|
| S3 |
1,738.8 |
1,751.2 |
1,780.6 |
|
| S4 |
1,715.5 |
1,727.9 |
1,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,796.2 |
1,772.9 |
23.3 |
1.3% |
15.1 |
0.8% |
76% |
False |
False |
4,917 |
| 10 |
1,813.1 |
1,764.2 |
48.9 |
2.7% |
19.1 |
1.1% |
54% |
False |
False |
4,731 |
| 20 |
1,883.3 |
1,764.2 |
119.1 |
6.7% |
21.8 |
1.2% |
22% |
False |
False |
5,172 |
| 40 |
1,883.3 |
1,762.8 |
120.5 |
6.7% |
21.7 |
1.2% |
23% |
False |
False |
3,902 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
21.8 |
1.2% |
41% |
False |
False |
3,143 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
21.3 |
1.2% |
41% |
False |
False |
2,611 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
21.3 |
1.2% |
54% |
False |
False |
2,328 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
19.8 |
1.1% |
54% |
False |
False |
2,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,835.0 |
|
2.618 |
1,819.3 |
|
1.618 |
1,809.7 |
|
1.000 |
1,803.8 |
|
0.618 |
1,800.1 |
|
HIGH |
1,794.2 |
|
0.618 |
1,790.5 |
|
0.500 |
1,789.4 |
|
0.382 |
1,788.3 |
|
LOW |
1,784.6 |
|
0.618 |
1,778.7 |
|
1.000 |
1,775.0 |
|
1.618 |
1,769.1 |
|
2.618 |
1,759.5 |
|
4.250 |
1,743.8 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.2 |
1,788.3 |
| PP |
1,789.8 |
1,785.9 |
| S1 |
1,789.4 |
1,783.6 |
|