| 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 |
35,954.48 |
36,302.99 |
348.51 |
1.0% |
35,222.12 |
| High |
36,306.61 |
36,527.26 |
220.65 |
0.6% |
36,060.99 |
| Low |
35,954.48 |
36,302.99 |
348.51 |
1.0% |
34,665.50 |
| Close |
36,302.38 |
36,398.21 |
95.83 |
0.3% |
35,950.56 |
| Range |
352.13 |
224.27 |
-127.86 |
-36.3% |
1,395.49 |
| ATR |
442.20 |
426.68 |
-15.52 |
-3.5% |
0.00 |
| Volume |
250,260,983 |
239,087,792 |
-11,173,191 |
-4.5% |
1,280,224,121 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,082.30 |
36,964.52 |
36,521.56 |
|
| R3 |
36,858.03 |
36,740.25 |
36,459.88 |
|
| R2 |
36,633.76 |
36,633.76 |
36,439.33 |
|
| R1 |
36,515.98 |
36,515.98 |
36,418.77 |
36,574.87 |
| PP |
36,409.49 |
36,409.49 |
36,409.49 |
36,438.93 |
| S1 |
36,291.71 |
36,291.71 |
36,377.65 |
36,350.60 |
| S2 |
36,185.22 |
36,185.22 |
36,357.09 |
|
| S3 |
35,960.95 |
36,067.44 |
36,336.54 |
|
| S4 |
35,736.68 |
35,843.17 |
36,274.86 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39,745.49 |
39,243.51 |
36,718.08 |
|
| R3 |
38,350.00 |
37,848.02 |
36,334.32 |
|
| R2 |
36,954.51 |
36,954.51 |
36,206.40 |
|
| R1 |
36,452.53 |
36,452.53 |
36,078.48 |
36,703.52 |
| PP |
35,559.02 |
35,559.02 |
35,559.02 |
35,684.51 |
| S1 |
35,057.04 |
35,057.04 |
35,822.64 |
35,308.03 |
| S2 |
34,163.53 |
34,163.53 |
35,694.72 |
|
| S3 |
32,768.04 |
33,661.55 |
35,566.80 |
|
| S4 |
31,372.55 |
32,266.06 |
35,183.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,527.26 |
35,069.50 |
1,457.76 |
4.0% |
325.19 |
0.9% |
91% |
True |
False |
276,136,475 |
| 10 |
36,527.26 |
34,665.50 |
1,861.76 |
5.1% |
400.23 |
1.1% |
93% |
True |
False |
389,678,126 |
| 20 |
36,527.26 |
34,006.98 |
2,520.28 |
6.9% |
455.91 |
1.3% |
95% |
True |
False |
422,224,184 |
| 40 |
36,565.73 |
34,006.98 |
2,558.75 |
7.0% |
367.22 |
1.0% |
93% |
False |
False |
374,959,160 |
| 60 |
36,565.73 |
33,821.58 |
2,744.15 |
7.5% |
349.05 |
1.0% |
94% |
False |
False |
277,874,793 |
| 80 |
36,565.73 |
33,613.03 |
2,952.70 |
8.1% |
366.54 |
1.0% |
94% |
False |
False |
208,406,094 |
| 100 |
36,565.73 |
33,613.03 |
2,952.70 |
8.1% |
338.24 |
0.9% |
94% |
False |
False |
166,724,875 |
| 120 |
36,565.73 |
33,613.03 |
2,952.70 |
8.1% |
334.04 |
0.9% |
94% |
False |
False |
138,937,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,480.41 |
|
2.618 |
37,114.40 |
|
1.618 |
36,890.13 |
|
1.000 |
36,751.53 |
|
0.618 |
36,665.86 |
|
HIGH |
36,527.26 |
|
0.618 |
36,441.59 |
|
0.500 |
36,415.13 |
|
0.382 |
36,388.66 |
|
LOW |
36,302.99 |
|
0.618 |
36,164.39 |
|
1.000 |
36,078.72 |
|
1.618 |
35,940.12 |
|
2.618 |
35,715.85 |
|
4.250 |
35,349.84 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,415.13 |
36,317.09 |
| PP |
36,409.49 |
36,235.96 |
| S1 |
36,403.85 |
36,154.84 |
|