| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,209.4 |
2,184.6 |
-24.8 |
-1.1% |
2,166.4 |
| High |
2,227.2 |
2,195.3 |
-31.9 |
-1.4% |
2,279.9 |
| Low |
2,167.2 |
2,152.4 |
-14.8 |
-0.7% |
2,149.8 |
| Close |
2,180.0 |
2,161.3 |
-18.7 |
-0.9% |
2,212.4 |
| Range |
60.0 |
42.9 |
-17.1 |
-28.5% |
130.1 |
| ATR |
58.2 |
57.1 |
-1.1 |
-1.9% |
0.0 |
| Volume |
258,168 |
155,043 |
-103,125 |
-39.9% |
1,177,176 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.4 |
2,272.7 |
2,184.9 |
|
| R3 |
2,255.5 |
2,229.8 |
2,173.1 |
|
| R2 |
2,212.6 |
2,212.6 |
2,169.2 |
|
| R1 |
2,186.9 |
2,186.9 |
2,165.2 |
2,178.3 |
| PP |
2,169.7 |
2,169.7 |
2,169.7 |
2,165.4 |
| S1 |
2,144.0 |
2,144.0 |
2,157.4 |
2,135.4 |
| S2 |
2,126.8 |
2,126.8 |
2,153.4 |
|
| S3 |
2,083.9 |
2,101.1 |
2,149.5 |
|
| S4 |
2,041.0 |
2,058.2 |
2,137.7 |
|
|
| 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 |
2,152.4 |
127.5 |
5.9% |
49.5 |
2.3% |
7% |
False |
True |
224,518 |
| 10 |
2,279.9 |
2,136.8 |
143.1 |
6.6% |
66.3 |
3.1% |
17% |
False |
False |
262,485 |
| 20 |
2,409.1 |
2,136.8 |
272.3 |
12.6% |
61.2 |
2.8% |
9% |
False |
False |
250,028 |
| 40 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
50.3 |
2.3% |
8% |
False |
False |
209,088 |
| 60 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
48.9 |
2.3% |
8% |
False |
False |
203,464 |
| 80 |
2,460.8 |
2,136.8 |
324.0 |
15.0% |
46.3 |
2.1% |
8% |
False |
False |
174,708 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.5% |
45.0 |
2.1% |
16% |
False |
False |
139,817 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.9% |
44.9 |
2.1% |
18% |
False |
False |
116,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,377.6 |
|
2.618 |
2,307.6 |
|
1.618 |
2,264.7 |
|
1.000 |
2,238.2 |
|
0.618 |
2,221.8 |
|
HIGH |
2,195.3 |
|
0.618 |
2,178.9 |
|
0.500 |
2,173.9 |
|
0.382 |
2,168.8 |
|
LOW |
2,152.4 |
|
0.618 |
2,125.9 |
|
1.000 |
2,109.5 |
|
1.618 |
2,083.0 |
|
2.618 |
2,040.1 |
|
4.250 |
1,970.1 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.9 |
2,198.7 |
| PP |
2,169.7 |
2,186.2 |
| S1 |
2,165.5 |
2,173.8 |
|