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 |
468.75 |
472.06 |
3.31 |
0.7% |
454.48 |
High |
472.19 |
477.31 |
5.12 |
1.1% |
472.19 |
Low |
468.64 |
472.01 |
3.37 |
0.7% |
451.14 |
Close |
470.60 |
477.26 |
6.66 |
1.4% |
470.60 |
Range |
3.55 |
5.30 |
1.75 |
49.3% |
21.05 |
ATR |
6.52 |
6.53 |
0.01 |
0.2% |
0.00 |
Volume |
56,439,700 |
56,808,600 |
368,900 |
0.7% |
292,270,900 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
491.43 |
489.64 |
480.18 |
|
R3 |
486.13 |
484.34 |
478.72 |
|
R2 |
480.83 |
480.83 |
478.23 |
|
R1 |
479.04 |
479.04 |
477.75 |
479.94 |
PP |
475.53 |
475.53 |
475.53 |
475.97 |
S1 |
473.74 |
473.74 |
476.77 |
474.64 |
S2 |
470.23 |
470.23 |
476.29 |
|
S3 |
464.93 |
468.44 |
475.80 |
|
S4 |
459.63 |
463.14 |
474.35 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
527.79 |
520.25 |
482.18 |
|
R3 |
506.74 |
499.20 |
476.39 |
|
R2 |
485.69 |
485.69 |
474.46 |
|
R1 |
478.15 |
478.15 |
472.53 |
481.92 |
PP |
464.64 |
464.64 |
464.64 |
466.53 |
S1 |
457.10 |
457.10 |
468.67 |
460.87 |
S2 |
443.59 |
443.59 |
466.74 |
|
S3 |
422.54 |
436.05 |
464.81 |
|
S4 |
401.49 |
415.00 |
459.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
477.31 |
451.14 |
26.17 |
5.5% |
5.05 |
1.1% |
100% |
True |
False |
69,815,900 |
10 |
477.31 |
451.14 |
26.17 |
5.5% |
5.99 |
1.3% |
100% |
True |
False |
90,317,250 |
20 |
477.31 |
448.92 |
28.39 |
5.9% |
6.82 |
1.4% |
100% |
True |
False |
97,029,450 |
40 |
477.31 |
448.92 |
28.39 |
5.9% |
5.17 |
1.1% |
100% |
True |
False |
77,781,837 |
60 |
477.31 |
426.36 |
50.95 |
10.7% |
4.83 |
1.0% |
100% |
True |
False |
75,829,595 |
80 |
477.31 |
426.36 |
50.95 |
10.7% |
4.76 |
1.0% |
100% |
True |
False |
78,087,590 |
100 |
477.31 |
426.36 |
50.95 |
10.7% |
4.34 |
0.9% |
100% |
True |
False |
73,863,837 |
120 |
477.31 |
421.97 |
55.34 |
11.6% |
4.25 |
0.9% |
100% |
True |
False |
72,738,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
499.84 |
2.618 |
491.19 |
1.618 |
485.89 |
1.000 |
482.61 |
0.618 |
480.59 |
HIGH |
477.31 |
0.618 |
475.29 |
0.500 |
474.66 |
0.382 |
474.03 |
LOW |
472.01 |
0.618 |
468.73 |
1.000 |
466.71 |
1.618 |
463.43 |
2.618 |
458.13 |
4.250 |
449.49 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
476.39 |
474.82 |
PP |
475.53 |
472.38 |
S1 |
474.66 |
469.95 |
|