| 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 |
16,510.63 |
16,485.40 |
-25.23 |
-0.2% |
15,566.83 |
| High |
16,548.92 |
16,569.62 |
20.70 |
0.1% |
16,360.75 |
| Low |
16,396.16 |
16,415.12 |
18.96 |
0.1% |
15,508.74 |
| Close |
16,491.01 |
16,429.10 |
-61.91 |
-0.4% |
16,308.21 |
| Range |
152.76 |
154.50 |
1.74 |
1.1% |
852.01 |
| ATR |
282.82 |
273.65 |
-9.17 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,934.78 |
16,836.44 |
16,514.08 |
|
| R3 |
16,780.28 |
16,681.94 |
16,471.59 |
|
| R2 |
16,625.78 |
16,625.78 |
16,457.43 |
|
| R1 |
16,527.44 |
16,527.44 |
16,443.26 |
16,499.36 |
| PP |
16,471.28 |
16,471.28 |
16,471.28 |
16,457.24 |
| S1 |
16,372.94 |
16,372.94 |
16,414.94 |
16,344.86 |
| S2 |
16,316.78 |
16,316.78 |
16,400.78 |
|
| S3 |
16,162.28 |
16,218.44 |
16,386.61 |
|
| S4 |
16,007.78 |
16,063.94 |
16,344.13 |
|
|
| 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 |
16,192.62 |
414.57 |
2.5% |
166.13 |
1.0% |
57% |
False |
False |
|
| 10 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
241.69 |
1.5% |
84% |
False |
False |
|
| 20 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
274.32 |
1.7% |
84% |
False |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.6% |
254.41 |
1.5% |
73% |
False |
False |
|
| 60 |
16,764.86 |
14,499.48 |
2,265.38 |
13.8% |
222.61 |
1.4% |
85% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
218.13 |
1.3% |
86% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
201.30 |
1.2% |
86% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.5% |
191.94 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,226.25 |
|
2.618 |
16,974.10 |
|
1.618 |
16,819.60 |
|
1.000 |
16,724.12 |
|
0.618 |
16,665.10 |
|
HIGH |
16,569.62 |
|
0.618 |
16,510.60 |
|
0.500 |
16,492.37 |
|
0.382 |
16,474.14 |
|
LOW |
16,415.12 |
|
0.618 |
16,319.64 |
|
1.000 |
16,260.62 |
|
1.618 |
16,165.14 |
|
2.618 |
16,010.64 |
|
4.250 |
15,758.50 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,492.37 |
16,501.68 |
| PP |
16,471.28 |
16,477.48 |
| S1 |
16,450.19 |
16,453.29 |
|