| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,380.50 |
16,158.50 |
-222.00 |
-1.4% |
15,716.25 |
| High |
16,420.00 |
16,335.75 |
-84.25 |
-0.5% |
16,436.75 |
| Low |
16,120.25 |
16,133.75 |
13.50 |
0.1% |
15,559.25 |
| Close |
16,148.75 |
16,329.75 |
181.00 |
1.1% |
16,329.75 |
| Range |
299.75 |
202.00 |
-97.75 |
-32.6% |
877.50 |
| ATR |
319.62 |
311.22 |
-8.40 |
-2.6% |
0.00 |
| Volume |
612,576 |
395,288 |
-217,288 |
-35.5% |
2,792,855 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,872.50 |
16,803.00 |
16,440.75 |
|
| R3 |
16,670.50 |
16,601.00 |
16,385.25 |
|
| R2 |
16,468.50 |
16,468.50 |
16,366.75 |
|
| R1 |
16,399.00 |
16,399.00 |
16,348.25 |
16,433.75 |
| PP |
16,266.50 |
16,266.50 |
16,266.50 |
16,283.75 |
| S1 |
16,197.00 |
16,197.00 |
16,311.25 |
16,231.75 |
| S2 |
16,064.50 |
16,064.50 |
16,292.75 |
|
| S3 |
15,862.50 |
15,995.00 |
16,274.25 |
|
| S4 |
15,660.50 |
15,793.00 |
16,218.75 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,741.00 |
18,413.00 |
16,812.50 |
|
| R3 |
17,863.50 |
17,535.50 |
16,571.00 |
|
| R2 |
16,986.00 |
16,986.00 |
16,490.50 |
|
| R1 |
16,658.00 |
16,658.00 |
16,410.25 |
16,822.00 |
| PP |
16,108.50 |
16,108.50 |
16,108.50 |
16,190.50 |
| S1 |
15,780.50 |
15,780.50 |
16,249.25 |
15,944.50 |
| S2 |
15,231.00 |
15,231.00 |
16,169.00 |
|
| S3 |
14,353.50 |
14,903.00 |
16,088.50 |
|
| S4 |
13,476.00 |
14,025.50 |
15,847.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,436.75 |
15,559.25 |
877.50 |
5.4% |
315.00 |
1.9% |
88% |
False |
False |
558,571 |
| 10 |
16,456.25 |
15,538.00 |
918.25 |
5.6% |
385.25 |
2.4% |
86% |
False |
False |
685,988 |
| 20 |
16,767.50 |
15,538.00 |
1,229.50 |
7.5% |
320.25 |
2.0% |
64% |
False |
False |
640,351 |
| 40 |
16,767.50 |
15,020.75 |
1,746.75 |
10.7% |
264.25 |
1.6% |
75% |
False |
False |
561,197 |
| 60 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
269.75 |
1.7% |
82% |
False |
False |
580,711 |
| 80 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
243.75 |
1.5% |
82% |
False |
False |
467,667 |
| 100 |
16,767.50 |
14,367.75 |
2,399.75 |
14.7% |
228.25 |
1.4% |
82% |
False |
False |
374,325 |
| 120 |
16,767.50 |
14,221.75 |
2,545.75 |
15.6% |
218.25 |
1.3% |
83% |
False |
False |
312,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,194.25 |
|
2.618 |
16,864.50 |
|
1.618 |
16,662.50 |
|
1.000 |
16,537.75 |
|
0.618 |
16,460.50 |
|
HIGH |
16,335.75 |
|
0.618 |
16,258.50 |
|
0.500 |
16,234.75 |
|
0.382 |
16,211.00 |
|
LOW |
16,133.75 |
|
0.618 |
16,009.00 |
|
1.000 |
15,931.75 |
|
1.618 |
15,807.00 |
|
2.618 |
15,605.00 |
|
4.250 |
15,275.25 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,298.00 |
16,312.75 |
| PP |
16,266.50 |
16,295.50 |
| S1 |
16,234.75 |
16,278.50 |
|