| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,220.9 |
2,238.0 |
17.1 |
0.8% |
2,169.0 |
| High |
2,245.0 |
2,260.3 |
15.3 |
0.7% |
2,245.0 |
| Low |
2,220.1 |
2,222.7 |
2.6 |
0.1% |
2,102.3 |
| Close |
2,236.9 |
2,259.6 |
22.7 |
1.0% |
2,236.9 |
| Range |
24.9 |
37.6 |
12.7 |
51.0% |
142.7 |
| ATR |
57.4 |
56.0 |
-1.4 |
-2.5% |
0.0 |
| Volume |
135,494 |
130,970 |
-4,524 |
-3.3% |
812,612 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.3 |
2,347.6 |
2,280.3 |
|
| R3 |
2,322.7 |
2,310.0 |
2,269.9 |
|
| R2 |
2,285.1 |
2,285.1 |
2,266.5 |
|
| R1 |
2,272.4 |
2,272.4 |
2,263.0 |
2,278.8 |
| PP |
2,247.5 |
2,247.5 |
2,247.5 |
2,250.7 |
| S1 |
2,234.8 |
2,234.8 |
2,256.2 |
2,241.2 |
| S2 |
2,209.9 |
2,209.9 |
2,252.7 |
|
| S3 |
2,172.3 |
2,197.2 |
2,249.3 |
|
| S4 |
2,134.7 |
2,159.6 |
2,238.9 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.8 |
2,572.6 |
2,315.4 |
|
| R3 |
2,480.1 |
2,429.9 |
2,276.1 |
|
| R2 |
2,337.4 |
2,337.4 |
2,263.1 |
|
| R1 |
2,287.2 |
2,287.2 |
2,250.0 |
2,312.3 |
| PP |
2,194.7 |
2,194.7 |
2,194.7 |
2,207.3 |
| S1 |
2,144.5 |
2,144.5 |
2,223.8 |
2,169.6 |
| S2 |
2,052.0 |
2,052.0 |
2,210.7 |
|
| S3 |
1,909.3 |
2,001.8 |
2,197.7 |
|
| S4 |
1,766.6 |
1,859.1 |
2,158.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,260.3 |
2,102.3 |
158.0 |
7.0% |
47.9 |
2.1% |
100% |
True |
False |
188,716 |
| 10 |
2,260.3 |
2,102.3 |
158.0 |
7.0% |
57.4 |
2.5% |
100% |
True |
False |
259,169 |
| 20 |
2,280.0 |
2,102.3 |
177.7 |
7.9% |
63.4 |
2.8% |
89% |
False |
False |
148,907 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
53.9 |
2.4% |
44% |
False |
False |
74,702 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
47.9 |
2.1% |
44% |
False |
False |
49,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.1 |
|
2.618 |
2,358.7 |
|
1.618 |
2,321.1 |
|
1.000 |
2,297.9 |
|
0.618 |
2,283.5 |
|
HIGH |
2,260.3 |
|
0.618 |
2,245.9 |
|
0.500 |
2,241.5 |
|
0.382 |
2,237.1 |
|
LOW |
2,222.7 |
|
0.618 |
2,199.5 |
|
1.000 |
2,185.1 |
|
1.618 |
2,161.9 |
|
2.618 |
2,124.3 |
|
4.250 |
2,062.9 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.6 |
2,247.7 |
| PP |
2,247.5 |
2,235.8 |
| S1 |
2,241.5 |
2,223.9 |
|