| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,219.0 |
2,209.4 |
-9.6 |
-0.4% |
2,166.4 |
| High |
2,244.9 |
2,227.2 |
-17.7 |
-0.8% |
2,279.9 |
| Low |
2,196.0 |
2,167.2 |
-28.8 |
-1.3% |
2,149.8 |
| Close |
2,212.4 |
2,180.0 |
-32.4 |
-1.5% |
2,212.4 |
| Range |
48.9 |
60.0 |
11.1 |
22.7% |
130.1 |
| ATR |
58.0 |
58.2 |
0.1 |
0.2% |
0.0 |
| Volume |
243,187 |
258,168 |
14,981 |
6.2% |
1,177,176 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.5 |
2,335.7 |
2,213.0 |
|
| R3 |
2,311.5 |
2,275.7 |
2,196.5 |
|
| R2 |
2,251.5 |
2,251.5 |
2,191.0 |
|
| R1 |
2,215.7 |
2,215.7 |
2,185.5 |
2,203.6 |
| PP |
2,191.5 |
2,191.5 |
2,191.5 |
2,185.4 |
| S1 |
2,155.7 |
2,155.7 |
2,174.5 |
2,143.6 |
| S2 |
2,131.5 |
2,131.5 |
2,169.0 |
|
| S3 |
2,071.5 |
2,095.7 |
2,163.5 |
|
| S4 |
2,011.5 |
2,035.7 |
2,147.0 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.3 |
2,538.5 |
2,284.0 |
|
| R3 |
2,474.2 |
2,408.4 |
2,248.2 |
|
| R2 |
2,344.1 |
2,344.1 |
2,236.3 |
|
| R1 |
2,278.3 |
2,278.3 |
2,224.3 |
2,311.2 |
| PP |
2,214.0 |
2,214.0 |
2,214.0 |
2,230.5 |
| S1 |
2,148.2 |
2,148.2 |
2,200.5 |
2,181.1 |
| S2 |
2,083.9 |
2,083.9 |
2,188.5 |
|
| S3 |
1,953.8 |
2,018.1 |
2,176.6 |
|
| S4 |
1,823.7 |
1,888.0 |
2,140.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,279.9 |
2,167.2 |
112.7 |
5.2% |
55.4 |
2.5% |
11% |
False |
True |
237,025 |
| 10 |
2,279.9 |
2,136.8 |
143.1 |
6.6% |
70.6 |
3.2% |
30% |
False |
False |
288,040 |
| 20 |
2,427.5 |
2,136.8 |
290.7 |
13.3% |
60.8 |
2.8% |
15% |
False |
False |
249,393 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
14.9% |
50.5 |
2.3% |
13% |
False |
False |
208,743 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
14.9% |
49.6 |
2.3% |
13% |
False |
False |
206,014 |
| 80 |
2,460.8 |
2,105.9 |
354.9 |
16.3% |
46.5 |
2.1% |
21% |
False |
False |
172,782 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.3% |
44.9 |
2.1% |
21% |
False |
False |
138,267 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.7% |
44.8 |
2.1% |
23% |
False |
False |
115,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.2 |
|
2.618 |
2,384.3 |
|
1.618 |
2,324.3 |
|
1.000 |
2,287.2 |
|
0.618 |
2,264.3 |
|
HIGH |
2,227.2 |
|
0.618 |
2,204.3 |
|
0.500 |
2,197.2 |
|
0.382 |
2,190.1 |
|
LOW |
2,167.2 |
|
0.618 |
2,130.1 |
|
1.000 |
2,107.2 |
|
1.618 |
2,070.1 |
|
2.618 |
2,010.1 |
|
4.250 |
1,912.2 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.2 |
2,220.7 |
| PP |
2,191.5 |
2,207.1 |
| S1 |
2,185.7 |
2,193.6 |
|