| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,164.3 |
2,198.5 |
34.2 |
1.6% |
2,166.4 |
| High |
2,201.9 |
2,227.7 |
25.8 |
1.2% |
2,279.9 |
| Low |
2,130.1 |
2,141.3 |
11.2 |
0.5% |
2,149.8 |
| Close |
2,198.1 |
2,151.9 |
-46.2 |
-2.1% |
2,212.4 |
| Range |
71.8 |
86.4 |
14.6 |
20.3% |
130.1 |
| ATR |
58.1 |
60.2 |
2.0 |
3.5% |
0.0 |
| Volume |
83,275 |
56,533 |
-26,742 |
-32.1% |
1,177,176 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,432.8 |
2,378.8 |
2,199.4 |
|
| R3 |
2,346.4 |
2,292.4 |
2,175.7 |
|
| R2 |
2,260.0 |
2,260.0 |
2,167.7 |
|
| R1 |
2,206.0 |
2,206.0 |
2,159.8 |
2,189.8 |
| PP |
2,173.6 |
2,173.6 |
2,173.6 |
2,165.6 |
| S1 |
2,119.6 |
2,119.6 |
2,144.0 |
2,103.4 |
| S2 |
2,087.2 |
2,087.2 |
2,136.1 |
|
| S3 |
2,000.8 |
2,033.2 |
2,128.1 |
|
| S4 |
1,914.4 |
1,946.8 |
2,104.4 |
|
|
| 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 |
2,244.9 |
2,130.1 |
114.8 |
5.3% |
62.0 |
2.9% |
19% |
False |
False |
159,241 |
| 10 |
2,279.9 |
2,130.1 |
149.8 |
7.0% |
63.2 |
2.9% |
15% |
False |
False |
205,793 |
| 20 |
2,386.3 |
2,130.1 |
256.2 |
11.9% |
65.9 |
3.1% |
9% |
False |
False |
242,458 |
| 40 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
52.9 |
2.5% |
7% |
False |
False |
206,188 |
| 60 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
49.7 |
2.3% |
7% |
False |
False |
198,934 |
| 80 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
47.4 |
2.2% |
7% |
False |
False |
176,446 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.5% |
45.6 |
2.1% |
13% |
False |
False |
141,213 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
16.9% |
45.8 |
2.1% |
15% |
False |
False |
117,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,594.9 |
|
2.618 |
2,453.9 |
|
1.618 |
2,367.5 |
|
1.000 |
2,314.1 |
|
0.618 |
2,281.1 |
|
HIGH |
2,227.7 |
|
0.618 |
2,194.7 |
|
0.500 |
2,184.5 |
|
0.382 |
2,174.3 |
|
LOW |
2,141.3 |
|
0.618 |
2,087.9 |
|
1.000 |
2,054.9 |
|
1.618 |
2,001.5 |
|
2.618 |
1,915.1 |
|
4.250 |
1,774.1 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.5 |
2,178.9 |
| PP |
2,173.6 |
2,169.9 |
| S1 |
2,162.8 |
2,160.9 |
|