| 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 |
16,203.76 |
16,361.07 |
157.31 |
1.0% |
15,566.83 |
| High |
16,360.75 |
16,567.64 |
206.89 |
1.3% |
16,360.75 |
| Low |
16,192.62 |
16,361.07 |
168.45 |
1.0% |
15,508.74 |
| Close |
16,308.21 |
16,567.50 |
259.29 |
1.6% |
16,308.21 |
| Range |
168.13 |
206.57 |
38.44 |
22.9% |
852.01 |
| ATR |
307.33 |
303.91 |
-3.42 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,118.45 |
17,049.54 |
16,681.11 |
|
| R3 |
16,911.88 |
16,842.97 |
16,624.31 |
|
| R2 |
16,705.31 |
16,705.31 |
16,605.37 |
|
| R1 |
16,636.40 |
16,636.40 |
16,586.44 |
16,670.86 |
| PP |
16,498.74 |
16,498.74 |
16,498.74 |
16,515.96 |
| S1 |
16,429.83 |
16,429.83 |
16,548.56 |
16,464.29 |
| S2 |
16,292.17 |
16,292.17 |
16,529.63 |
|
| S3 |
16,085.60 |
16,223.26 |
16,510.69 |
|
| S4 |
15,879.03 |
16,016.69 |
16,453.89 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,615.26 |
18,313.75 |
16,776.82 |
|
| R3 |
17,763.25 |
17,461.74 |
16,542.51 |
|
| R2 |
16,911.24 |
16,911.24 |
16,464.41 |
|
| R1 |
16,609.73 |
16,609.73 |
16,386.31 |
16,760.49 |
| PP |
16,059.23 |
16,059.23 |
16,059.23 |
16,134.61 |
| S1 |
15,757.72 |
15,757.72 |
16,230.11 |
15,908.48 |
| S2 |
15,207.22 |
15,207.22 |
16,152.01 |
|
| S3 |
14,355.21 |
14,905.71 |
16,073.91 |
|
| S4 |
13,503.20 |
14,053.70 |
15,839.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,567.64 |
15,508.74 |
1,058.90 |
6.4% |
226.95 |
1.4% |
100% |
True |
False |
|
| 10 |
16,567.64 |
15,508.74 |
1,058.90 |
6.4% |
302.12 |
1.8% |
100% |
True |
False |
|
| 20 |
16,567.64 |
15,508.74 |
1,058.90 |
6.4% |
309.84 |
1.9% |
100% |
True |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.6% |
254.14 |
1.5% |
84% |
False |
False |
|
| 60 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
229.35 |
1.4% |
92% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
216.49 |
1.3% |
92% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
199.46 |
1.2% |
92% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
191.88 |
1.2% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,445.56 |
|
2.618 |
17,108.44 |
|
1.618 |
16,901.87 |
|
1.000 |
16,774.21 |
|
0.618 |
16,695.30 |
|
HIGH |
16,567.64 |
|
0.618 |
16,488.73 |
|
0.500 |
16,464.36 |
|
0.382 |
16,439.98 |
|
LOW |
16,361.07 |
|
0.618 |
16,233.41 |
|
1.000 |
16,154.50 |
|
1.618 |
16,026.84 |
|
2.618 |
15,820.27 |
|
4.250 |
15,483.15 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,533.12 |
16,464.20 |
| PP |
16,498.74 |
16,360.90 |
| S1 |
16,464.36 |
16,257.60 |
|