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 |
1,806.9 |
1,809.0 |
2.1 |
0.1% |
1,802.4 |
High |
1,814.2 |
1,816.8 |
2.6 |
0.1% |
1,814.2 |
Low |
1,801.6 |
1,806.0 |
4.4 |
0.2% |
1,787.6 |
Close |
1,814.0 |
1,811.1 |
-2.9 |
-0.2% |
1,814.0 |
Range |
12.6 |
10.8 |
-1.8 |
-14.3% |
26.6 |
ATR |
20.8 |
20.1 |
-0.7 |
-3.4% |
0.0 |
Volume |
2,460 |
2,573 |
113 |
4.6% |
12,444 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.7 |
1,838.2 |
1,817.0 |
|
R3 |
1,832.9 |
1,827.4 |
1,814.1 |
|
R2 |
1,822.1 |
1,822.1 |
1,813.1 |
|
R1 |
1,816.6 |
1,816.6 |
1,812.1 |
1,819.4 |
PP |
1,811.3 |
1,811.3 |
1,811.3 |
1,812.7 |
S1 |
1,805.8 |
1,805.8 |
1,810.1 |
1,808.6 |
S2 |
1,800.5 |
1,800.5 |
1,809.1 |
|
S3 |
1,789.7 |
1,795.0 |
1,808.1 |
|
S4 |
1,778.9 |
1,784.2 |
1,805.2 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,885.1 |
1,876.1 |
1,828.6 |
|
R3 |
1,858.5 |
1,849.5 |
1,821.3 |
|
R2 |
1,831.9 |
1,831.9 |
1,818.9 |
|
R1 |
1,822.9 |
1,822.9 |
1,816.4 |
1,827.4 |
PP |
1,805.3 |
1,805.3 |
1,805.3 |
1,807.5 |
S1 |
1,796.3 |
1,796.3 |
1,811.6 |
1,800.8 |
S2 |
1,778.7 |
1,778.7 |
1,809.1 |
|
S3 |
1,752.1 |
1,769.7 |
1,806.7 |
|
S4 |
1,725.5 |
1,743.1 |
1,799.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.8 |
1,787.6 |
29.2 |
1.6% |
14.7 |
0.8% |
80% |
True |
False |
3,003 |
10 |
1,818.0 |
1,755.4 |
62.6 |
3.5% |
17.7 |
1.0% |
89% |
False |
False |
4,414 |
20 |
1,818.0 |
1,755.4 |
62.6 |
3.5% |
18.9 |
1.0% |
89% |
False |
False |
4,480 |
40 |
1,883.3 |
1,755.4 |
127.9 |
7.1% |
21.7 |
1.2% |
44% |
False |
False |
4,612 |
60 |
1,883.3 |
1,749.5 |
133.8 |
7.4% |
20.9 |
1.2% |
46% |
False |
False |
3,621 |
80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.6 |
1.2% |
54% |
False |
False |
3,041 |
100 |
1,883.3 |
1,682.4 |
200.9 |
11.1% |
21.7 |
1.2% |
64% |
False |
False |
2,645 |
120 |
1,883.3 |
1,682.4 |
200.9 |
11.1% |
20.4 |
1.1% |
64% |
False |
False |
2,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.7 |
2.618 |
1,845.1 |
1.618 |
1,834.3 |
1.000 |
1,827.6 |
0.618 |
1,823.5 |
HIGH |
1,816.8 |
0.618 |
1,812.7 |
0.500 |
1,811.4 |
0.382 |
1,810.1 |
LOW |
1,806.0 |
0.618 |
1,799.3 |
1.000 |
1,795.2 |
1.618 |
1,788.5 |
2.618 |
1,777.7 |
4.250 |
1,760.1 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
1,811.4 |
1,808.3 |
PP |
1,811.3 |
1,805.5 |
S1 |
1,811.2 |
1,802.7 |
|