| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,807.4 |
1,819.1 |
11.7 |
0.6% |
1,809.0 |
| High |
1,820.3 |
1,833.6 |
13.3 |
0.7% |
1,833.6 |
| Low |
1,798.8 |
1,818.0 |
19.2 |
1.1% |
1,791.7 |
| Close |
1,816.6 |
1,831.0 |
14.4 |
0.8% |
1,831.0 |
| Range |
21.5 |
15.6 |
-5.9 |
-27.4% |
41.9 |
| ATR |
20.0 |
19.8 |
-0.2 |
-1.1% |
0.0 |
| Volume |
6,522 |
5,232 |
-1,290 |
-19.8% |
20,198 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.3 |
1,868.3 |
1,839.6 |
|
| R3 |
1,858.7 |
1,852.7 |
1,835.3 |
|
| R2 |
1,843.1 |
1,843.1 |
1,833.9 |
|
| R1 |
1,837.1 |
1,837.1 |
1,832.4 |
1,840.1 |
| PP |
1,827.5 |
1,827.5 |
1,827.5 |
1,829.1 |
| S1 |
1,821.5 |
1,821.5 |
1,829.6 |
1,824.5 |
| S2 |
1,811.9 |
1,811.9 |
1,828.1 |
|
| S3 |
1,796.3 |
1,805.9 |
1,826.7 |
|
| S4 |
1,780.7 |
1,790.3 |
1,822.4 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.5 |
1,929.6 |
1,854.0 |
|
| R3 |
1,902.6 |
1,887.7 |
1,842.5 |
|
| R2 |
1,860.7 |
1,860.7 |
1,838.7 |
|
| R1 |
1,845.8 |
1,845.8 |
1,834.8 |
1,853.3 |
| PP |
1,818.8 |
1,818.8 |
1,818.8 |
1,822.5 |
| S1 |
1,803.9 |
1,803.9 |
1,827.2 |
1,811.4 |
| S2 |
1,776.9 |
1,776.9 |
1,823.3 |
|
| S3 |
1,735.0 |
1,762.0 |
1,819.5 |
|
| S4 |
1,693.1 |
1,720.1 |
1,808.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,833.6 |
1,791.7 |
41.9 |
2.3% |
16.4 |
0.9% |
94% |
True |
False |
4,039 |
| 10 |
1,833.6 |
1,787.6 |
46.0 |
2.5% |
16.4 |
0.9% |
94% |
True |
False |
4,101 |
| 20 |
1,833.6 |
1,755.4 |
78.2 |
4.3% |
17.3 |
0.9% |
97% |
True |
False |
4,549 |
| 40 |
1,883.3 |
1,755.4 |
127.9 |
7.0% |
21.4 |
1.2% |
59% |
False |
False |
4,856 |
| 60 |
1,883.3 |
1,753.7 |
129.6 |
7.1% |
21.0 |
1.1% |
60% |
False |
False |
3,842 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.6% |
21.3 |
1.2% |
67% |
False |
False |
3,186 |
| 100 |
1,883.3 |
1,725.0 |
158.3 |
8.6% |
20.8 |
1.1% |
67% |
False |
False |
2,732 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.0% |
20.5 |
1.1% |
74% |
False |
False |
2,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.9 |
|
2.618 |
1,874.4 |
|
1.618 |
1,858.8 |
|
1.000 |
1,849.2 |
|
0.618 |
1,843.2 |
|
HIGH |
1,833.6 |
|
0.618 |
1,827.6 |
|
0.500 |
1,825.8 |
|
0.382 |
1,824.0 |
|
LOW |
1,818.0 |
|
0.618 |
1,808.4 |
|
1.000 |
1,802.4 |
|
1.618 |
1,792.8 |
|
2.618 |
1,777.2 |
|
4.250 |
1,751.7 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.3 |
1,824.9 |
| PP |
1,827.5 |
1,818.8 |
| S1 |
1,825.8 |
1,812.7 |
|