| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,203.0 |
2,220.9 |
17.9 |
0.8% |
2,207.2 |
| High |
2,223.5 |
2,245.0 |
21.5 |
1.0% |
2,225.0 |
| Low |
2,187.5 |
2,220.1 |
32.6 |
1.5% |
2,119.0 |
| Close |
2,219.3 |
2,236.9 |
17.6 |
0.8% |
2,167.6 |
| Range |
36.0 |
24.9 |
-11.1 |
-30.8% |
106.0 |
| ATR |
59.8 |
57.4 |
-2.4 |
-4.1% |
0.0 |
| Volume |
178,647 |
135,494 |
-43,153 |
-24.2% |
1,648,112 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.7 |
2,297.7 |
2,250.6 |
|
| R3 |
2,283.8 |
2,272.8 |
2,243.7 |
|
| R2 |
2,258.9 |
2,258.9 |
2,241.5 |
|
| R1 |
2,247.9 |
2,247.9 |
2,239.2 |
2,253.4 |
| PP |
2,234.0 |
2,234.0 |
2,234.0 |
2,236.8 |
| S1 |
2,223.0 |
2,223.0 |
2,234.6 |
2,228.5 |
| S2 |
2,209.1 |
2,209.1 |
2,232.3 |
|
| S3 |
2,184.2 |
2,198.1 |
2,230.1 |
|
| S4 |
2,159.3 |
2,173.2 |
2,223.2 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.5 |
2,434.1 |
2,225.9 |
|
| R3 |
2,382.5 |
2,328.1 |
2,196.8 |
|
| R2 |
2,276.5 |
2,276.5 |
2,187.0 |
|
| R1 |
2,222.1 |
2,222.1 |
2,177.3 |
2,196.3 |
| PP |
2,170.5 |
2,170.5 |
2,170.5 |
2,157.7 |
| S1 |
2,116.1 |
2,116.1 |
2,157.9 |
2,090.3 |
| S2 |
2,064.5 |
2,064.5 |
2,148.2 |
|
| S3 |
1,958.5 |
2,010.1 |
2,138.5 |
|
| S4 |
1,852.5 |
1,904.1 |
2,109.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,245.0 |
2,102.3 |
142.7 |
6.4% |
54.5 |
2.4% |
94% |
True |
False |
229,356 |
| 10 |
2,245.0 |
2,102.3 |
142.7 |
6.4% |
58.4 |
2.6% |
94% |
True |
False |
272,304 |
| 20 |
2,343.3 |
2,102.3 |
241.0 |
10.8% |
68.4 |
3.1% |
56% |
False |
False |
142,455 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
54.2 |
2.4% |
38% |
False |
False |
71,430 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.9% |
48.1 |
2.2% |
38% |
False |
False |
47,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,350.8 |
|
2.618 |
2,310.2 |
|
1.618 |
2,285.3 |
|
1.000 |
2,269.9 |
|
0.618 |
2,260.4 |
|
HIGH |
2,245.0 |
|
0.618 |
2,235.5 |
|
0.500 |
2,232.6 |
|
0.382 |
2,229.6 |
|
LOW |
2,220.1 |
|
0.618 |
2,204.7 |
|
1.000 |
2,195.2 |
|
1.618 |
2,179.8 |
|
2.618 |
2,154.9 |
|
4.250 |
2,114.3 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,235.5 |
2,221.3 |
| PP |
2,234.0 |
2,205.6 |
| S1 |
2,232.6 |
2,190.0 |
|