| 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 |
36,522.48 |
36,385.85 |
-136.63 |
-0.4% |
35,954.48 |
| High |
36,679.44 |
36,484.94 |
-194.50 |
-0.5% |
36,679.44 |
| Low |
36,372.13 |
36,303.97 |
-68.16 |
-0.2% |
35,954.48 |
| Close |
36,398.08 |
36,338.30 |
-59.78 |
-0.2% |
36,338.30 |
| Range |
307.31 |
180.97 |
-126.34 |
-41.1% |
724.96 |
| ATR |
401.48 |
385.73 |
-15.75 |
-3.9% |
0.00 |
| Volume |
207,644,664 |
218,213,126 |
10,568,462 |
5.1% |
1,129,610,517 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,918.65 |
36,809.44 |
36,437.83 |
|
| R3 |
36,737.68 |
36,628.47 |
36,388.07 |
|
| R2 |
36,556.71 |
36,556.71 |
36,371.48 |
|
| R1 |
36,447.50 |
36,447.50 |
36,354.89 |
36,411.62 |
| PP |
36,375.74 |
36,375.74 |
36,375.74 |
36,357.80 |
| S1 |
36,266.53 |
36,266.53 |
36,321.71 |
36,230.65 |
| S2 |
36,194.77 |
36,194.77 |
36,305.12 |
|
| S3 |
36,013.80 |
36,085.56 |
36,288.53 |
|
| S4 |
35,832.83 |
35,904.59 |
36,238.77 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,498.95 |
38,143.59 |
36,737.03 |
|
| R3 |
37,773.99 |
37,418.63 |
36,537.66 |
|
| R2 |
37,049.03 |
37,049.03 |
36,471.21 |
|
| R1 |
36,693.67 |
36,693.67 |
36,404.75 |
36,871.35 |
| PP |
36,324.07 |
36,324.07 |
36,324.07 |
36,412.92 |
| S1 |
35,968.71 |
35,968.71 |
36,271.85 |
36,146.39 |
| S2 |
35,599.11 |
35,599.11 |
36,205.39 |
|
| S3 |
34,874.15 |
35,243.75 |
36,138.94 |
|
| S4 |
34,149.19 |
34,518.79 |
35,939.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
36,679.44 |
35,954.48 |
724.96 |
2.0% |
248.01 |
0.7% |
53% |
False |
False |
225,922,103 |
| 10 |
36,679.44 |
34,665.50 |
2,013.94 |
5.5% |
336.21 |
0.9% |
83% |
False |
False |
317,066,054 |
| 20 |
36,679.44 |
34,264.57 |
2,414.87 |
6.6% |
373.41 |
1.0% |
86% |
False |
False |
371,849,528 |
| 40 |
36,679.44 |
34,006.98 |
2,672.46 |
7.4% |
366.23 |
1.0% |
87% |
False |
False |
369,402,275 |
| 60 |
36,679.44 |
34,006.98 |
2,672.46 |
7.4% |
333.34 |
0.9% |
87% |
False |
False |
288,545,822 |
| 80 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
365.92 |
1.0% |
89% |
False |
False |
216,409,366 |
| 100 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
339.39 |
0.9% |
89% |
False |
False |
173,127,493 |
| 120 |
36,679.44 |
33,613.03 |
3,066.41 |
8.4% |
332.41 |
0.9% |
89% |
False |
False |
144,272,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,254.06 |
|
2.618 |
36,958.72 |
|
1.618 |
36,777.75 |
|
1.000 |
36,665.91 |
|
0.618 |
36,596.78 |
|
HIGH |
36,484.94 |
|
0.618 |
36,415.81 |
|
0.500 |
36,394.46 |
|
0.382 |
36,373.10 |
|
LOW |
36,303.97 |
|
0.618 |
36,192.13 |
|
1.000 |
36,123.00 |
|
1.618 |
36,011.16 |
|
2.618 |
35,830.19 |
|
4.250 |
35,534.85 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
36,394.46 |
36,491.71 |
| PP |
36,375.74 |
36,440.57 |
| S1 |
36,357.02 |
36,389.44 |
|