| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,361.07 |
16,602.92 |
241.85 |
1.5% |
15,566.83 |
| High |
16,567.64 |
16,607.19 |
39.55 |
0.2% |
16,360.75 |
| Low |
16,361.07 |
16,458.49 |
97.42 |
0.6% |
15,508.74 |
| Close |
16,567.50 |
16,488.66 |
-78.84 |
-0.5% |
16,308.21 |
| Range |
206.57 |
148.70 |
-57.87 |
-28.0% |
852.01 |
| ATR |
303.91 |
292.82 |
-11.09 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,964.21 |
16,875.14 |
16,570.45 |
|
| R3 |
16,815.51 |
16,726.44 |
16,529.55 |
|
| R2 |
16,666.81 |
16,666.81 |
16,515.92 |
|
| R1 |
16,577.74 |
16,577.74 |
16,502.29 |
16,547.93 |
| PP |
16,518.11 |
16,518.11 |
16,518.11 |
16,503.21 |
| S1 |
16,429.04 |
16,429.04 |
16,475.03 |
16,399.23 |
| S2 |
16,369.41 |
16,369.41 |
16,461.40 |
|
| S3 |
16,220.71 |
16,280.34 |
16,447.77 |
|
| S4 |
16,072.01 |
16,131.64 |
16,406.88 |
|
|
| 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 |
16,607.19 |
15,617.48 |
989.71 |
6.0% |
227.30 |
1.4% |
88% |
True |
False |
|
| 10 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
291.63 |
1.8% |
89% |
True |
False |
|
| 20 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
306.14 |
1.9% |
89% |
True |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.6% |
252.55 |
1.5% |
78% |
False |
False |
|
| 60 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
227.23 |
1.4% |
88% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
216.76 |
1.3% |
88% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
199.94 |
1.2% |
88% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.4% |
191.35 |
1.2% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,239.17 |
|
2.618 |
16,996.49 |
|
1.618 |
16,847.79 |
|
1.000 |
16,755.89 |
|
0.618 |
16,699.09 |
|
HIGH |
16,607.19 |
|
0.618 |
16,550.39 |
|
0.500 |
16,532.84 |
|
0.382 |
16,515.29 |
|
LOW |
16,458.49 |
|
0.618 |
16,366.59 |
|
1.000 |
16,309.79 |
|
1.618 |
16,217.89 |
|
2.618 |
16,069.19 |
|
4.250 |
15,826.52 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,532.84 |
16,459.08 |
| PP |
16,518.11 |
16,429.49 |
| S1 |
16,503.39 |
16,399.91 |
|