| 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 |
2,160.3 |
2,196.8 |
36.5 |
1.7% |
2,163.5 |
| High |
2,199.0 |
2,225.0 |
26.0 |
1.2% |
2,277.3 |
| Low |
2,127.0 |
2,137.9 |
10.9 |
0.5% |
2,148.2 |
| Close |
2,195.0 |
2,149.0 |
-46.0 |
-2.1% |
2,209.4 |
| Range |
72.0 |
87.1 |
15.1 |
21.0% |
129.1 |
| ATR |
57.3 |
59.4 |
2.1 |
3.7% |
0.0 |
| Volume |
324,636 |
291,041 |
-33,595 |
-10.3% |
378,214 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.9 |
2,377.6 |
2,196.9 |
|
| R3 |
2,344.8 |
2,290.5 |
2,173.0 |
|
| R2 |
2,257.7 |
2,257.7 |
2,165.0 |
|
| R1 |
2,203.4 |
2,203.4 |
2,157.0 |
2,187.0 |
| PP |
2,170.6 |
2,170.6 |
2,170.6 |
2,162.5 |
| S1 |
2,116.3 |
2,116.3 |
2,141.0 |
2,099.9 |
| S2 |
2,083.5 |
2,083.5 |
2,133.0 |
|
| S3 |
1,996.4 |
2,029.2 |
2,125.0 |
|
| S4 |
1,909.3 |
1,942.1 |
2,101.1 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.9 |
2,533.3 |
2,280.4 |
|
| R3 |
2,469.8 |
2,404.2 |
2,244.9 |
|
| R2 |
2,340.7 |
2,340.7 |
2,233.1 |
|
| R1 |
2,275.1 |
2,275.1 |
2,221.2 |
2,307.9 |
| PP |
2,211.6 |
2,211.6 |
2,211.6 |
2,228.1 |
| S1 |
2,146.0 |
2,146.0 |
2,197.6 |
2,178.8 |
| S2 |
2,082.5 |
2,082.5 |
2,185.7 |
|
| S3 |
1,953.4 |
2,016.9 |
2,173.9 |
|
| S4 |
1,824.3 |
1,887.8 |
2,138.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,241.2 |
2,127.0 |
114.2 |
5.3% |
62.4 |
2.9% |
19% |
False |
False |
315,253 |
| 10 |
2,277.3 |
2,127.0 |
150.3 |
7.0% |
63.1 |
2.9% |
15% |
False |
False |
169,457 |
| 20 |
2,384.1 |
2,127.0 |
257.1 |
12.0% |
65.3 |
3.0% |
9% |
False |
False |
85,378 |
| 40 |
2,458.2 |
2,127.0 |
331.2 |
15.4% |
51.9 |
2.4% |
7% |
False |
False |
42,769 |
| 60 |
2,458.2 |
2,127.0 |
331.2 |
15.4% |
47.1 |
2.2% |
7% |
False |
False |
28,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,595.2 |
|
2.618 |
2,453.0 |
|
1.618 |
2,365.9 |
|
1.000 |
2,312.1 |
|
0.618 |
2,278.8 |
|
HIGH |
2,225.0 |
|
0.618 |
2,191.7 |
|
0.500 |
2,181.5 |
|
0.382 |
2,171.2 |
|
LOW |
2,137.9 |
|
0.618 |
2,084.1 |
|
1.000 |
2,050.8 |
|
1.618 |
1,997.0 |
|
2.618 |
1,909.9 |
|
4.250 |
1,767.7 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,181.5 |
2,176.0 |
| PP |
2,170.6 |
2,167.0 |
| S1 |
2,159.8 |
2,158.0 |
|