| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,809.8 |
1,807.4 |
-2.4 |
-0.1% |
1,802.4 |
| High |
1,810.2 |
1,820.3 |
10.1 |
0.6% |
1,814.2 |
| Low |
1,791.7 |
1,798.8 |
7.1 |
0.4% |
1,787.6 |
| Close |
1,808.2 |
1,816.6 |
8.4 |
0.5% |
1,814.0 |
| Range |
18.5 |
21.5 |
3.0 |
16.2% |
26.6 |
| ATR |
19.9 |
20.0 |
0.1 |
0.6% |
0.0 |
| Volume |
3,236 |
6,522 |
3,286 |
101.5% |
12,444 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.4 |
1,868.0 |
1,828.4 |
|
| R3 |
1,854.9 |
1,846.5 |
1,822.5 |
|
| R2 |
1,833.4 |
1,833.4 |
1,820.5 |
|
| R1 |
1,825.0 |
1,825.0 |
1,818.6 |
1,829.2 |
| PP |
1,811.9 |
1,811.9 |
1,811.9 |
1,814.0 |
| S1 |
1,803.5 |
1,803.5 |
1,814.6 |
1,807.7 |
| S2 |
1,790.4 |
1,790.4 |
1,812.7 |
|
| S3 |
1,768.9 |
1,782.0 |
1,810.7 |
|
| S4 |
1,747.4 |
1,760.5 |
1,804.8 |
|
|
| 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 |
1,823.7 |
1,791.7 |
32.0 |
1.8% |
15.8 |
0.9% |
78% |
False |
False |
3,485 |
| 10 |
1,823.7 |
1,778.4 |
45.3 |
2.5% |
17.3 |
1.0% |
84% |
False |
False |
4,303 |
| 20 |
1,823.7 |
1,755.4 |
68.3 |
3.8% |
17.7 |
1.0% |
90% |
False |
False |
4,566 |
| 40 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
21.7 |
1.2% |
48% |
False |
False |
4,784 |
| 60 |
1,883.3 |
1,749.5 |
133.8 |
7.4% |
21.0 |
1.2% |
50% |
False |
False |
3,772 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.7% |
21.4 |
1.2% |
58% |
False |
False |
3,138 |
| 100 |
1,883.3 |
1,724.1 |
159.2 |
8.8% |
20.8 |
1.1% |
58% |
False |
False |
2,713 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.1% |
20.4 |
1.1% |
67% |
False |
False |
2,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,911.7 |
|
2.618 |
1,876.6 |
|
1.618 |
1,855.1 |
|
1.000 |
1,841.8 |
|
0.618 |
1,833.6 |
|
HIGH |
1,820.3 |
|
0.618 |
1,812.1 |
|
0.500 |
1,809.6 |
|
0.382 |
1,807.0 |
|
LOW |
1,798.8 |
|
0.618 |
1,785.5 |
|
1.000 |
1,777.3 |
|
1.618 |
1,764.0 |
|
2.618 |
1,742.5 |
|
4.250 |
1,707.4 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.3 |
1,813.6 |
| PP |
1,811.9 |
1,810.7 |
| S1 |
1,809.6 |
1,807.7 |
|