| 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 |
16,485.40 |
16,411.26 |
-74.14 |
-0.4% |
16,361.07 |
| High |
16,569.62 |
16,464.62 |
-105.00 |
-0.6% |
16,607.19 |
| Low |
16,415.12 |
16,317.26 |
-97.86 |
-0.6% |
16,317.26 |
| Close |
16,429.10 |
16,320.08 |
-109.02 |
-0.7% |
16,320.08 |
| Range |
154.50 |
147.36 |
-7.14 |
-4.6% |
289.93 |
| ATR |
273.65 |
264.63 |
-9.02 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,809.40 |
16,712.10 |
16,401.13 |
|
| R3 |
16,662.04 |
16,564.74 |
16,360.60 |
|
| R2 |
16,514.68 |
16,514.68 |
16,347.10 |
|
| R1 |
16,417.38 |
16,417.38 |
16,333.59 |
16,392.35 |
| PP |
16,367.32 |
16,367.32 |
16,367.32 |
16,354.81 |
| S1 |
16,270.02 |
16,270.02 |
16,306.57 |
16,244.99 |
| S2 |
16,219.96 |
16,219.96 |
16,293.06 |
|
| S3 |
16,072.60 |
16,122.66 |
16,279.56 |
|
| S4 |
15,925.24 |
15,975.30 |
16,239.03 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,284.63 |
17,092.29 |
16,479.54 |
|
| R3 |
16,994.70 |
16,802.36 |
16,399.81 |
|
| R2 |
16,704.77 |
16,704.77 |
16,373.23 |
|
| R1 |
16,512.43 |
16,512.43 |
16,346.66 |
16,463.64 |
| PP |
16,414.84 |
16,414.84 |
16,414.84 |
16,390.45 |
| S1 |
16,222.50 |
16,222.50 |
16,293.50 |
16,173.71 |
| S2 |
16,124.91 |
16,124.91 |
16,266.93 |
|
| S3 |
15,834.98 |
15,932.57 |
16,240.35 |
|
| S4 |
15,545.05 |
15,642.64 |
16,160.62 |
|
|
| 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 |
16,317.26 |
289.93 |
1.8% |
161.98 |
1.0% |
1% |
False |
True |
|
| 10 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
203.42 |
1.2% |
74% |
False |
False |
|
| 20 |
16,607.19 |
15,508.74 |
1,098.45 |
6.7% |
266.92 |
1.6% |
74% |
False |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.7% |
252.92 |
1.5% |
65% |
False |
False |
|
| 60 |
16,764.86 |
14,636.33 |
2,128.53 |
13.0% |
220.47 |
1.4% |
79% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
218.25 |
1.3% |
81% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
201.18 |
1.2% |
81% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.6% |
191.84 |
1.2% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,090.90 |
|
2.618 |
16,850.41 |
|
1.618 |
16,703.05 |
|
1.000 |
16,611.98 |
|
0.618 |
16,555.69 |
|
HIGH |
16,464.62 |
|
0.618 |
16,408.33 |
|
0.500 |
16,390.94 |
|
0.382 |
16,373.55 |
|
LOW |
16,317.26 |
|
0.618 |
16,226.19 |
|
1.000 |
16,169.90 |
|
1.618 |
16,078.83 |
|
2.618 |
15,931.47 |
|
4.250 |
15,690.98 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,390.94 |
16,443.44 |
| PP |
16,367.32 |
16,402.32 |
| S1 |
16,343.70 |
16,361.20 |
|