| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,160.25 |
16,324.00 |
163.75 |
1.0% |
15,730.00 |
| High |
16,337.50 |
16,413.00 |
75.50 |
0.5% |
16,438.75 |
| Low |
16,136.00 |
16,063.75 |
-72.25 |
-0.4% |
15,566.50 |
| Close |
16,331.50 |
16,081.50 |
-250.00 |
-1.5% |
16,331.50 |
| Range |
201.50 |
349.25 |
147.75 |
73.3% |
872.25 |
| ATR |
307.96 |
310.91 |
2.95 |
1.0% |
0.00 |
| Volume |
415,881 |
549,501 |
133,620 |
32.1% |
535,841 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,233.75 |
17,007.00 |
16,273.50 |
|
| R3 |
16,884.50 |
16,657.75 |
16,177.50 |
|
| R2 |
16,535.25 |
16,535.25 |
16,145.50 |
|
| R1 |
16,308.50 |
16,308.50 |
16,113.50 |
16,247.25 |
| PP |
16,186.00 |
16,186.00 |
16,186.00 |
16,155.50 |
| S1 |
15,959.25 |
15,959.25 |
16,049.50 |
15,898.00 |
| S2 |
15,836.75 |
15,836.75 |
16,017.50 |
|
| S3 |
15,487.50 |
15,610.00 |
15,985.50 |
|
| S4 |
15,138.25 |
15,260.75 |
15,889.50 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,729.00 |
18,402.50 |
16,811.25 |
|
| R3 |
17,856.75 |
17,530.25 |
16,571.25 |
|
| R2 |
16,984.50 |
16,984.50 |
16,491.50 |
|
| R1 |
16,658.00 |
16,658.00 |
16,411.50 |
16,821.25 |
| PP |
16,112.25 |
16,112.25 |
16,112.25 |
16,194.00 |
| S1 |
15,785.75 |
15,785.75 |
16,251.50 |
15,949.00 |
| S2 |
15,240.00 |
15,240.00 |
16,171.50 |
|
| S3 |
14,367.75 |
14,913.50 |
16,091.75 |
|
| S4 |
13,495.50 |
14,041.25 |
15,851.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,438.75 |
15,829.50 |
609.25 |
3.8% |
316.25 |
2.0% |
41% |
False |
False |
214,688 |
| 10 |
16,460.00 |
15,545.50 |
914.50 |
5.7% |
377.50 |
2.3% |
59% |
False |
False |
110,521 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.6% |
325.00 |
2.0% |
44% |
False |
False |
56,210 |
| 40 |
16,769.00 |
15,023.50 |
1,745.50 |
10.9% |
267.00 |
1.7% |
61% |
False |
False |
28,572 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
267.00 |
1.7% |
71% |
False |
False |
19,346 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
236.25 |
1.5% |
71% |
False |
False |
14,549 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
220.00 |
1.4% |
71% |
False |
False |
11,643 |
| 120 |
16,769.00 |
14,307.50 |
2,461.50 |
15.3% |
208.75 |
1.3% |
72% |
False |
False |
9,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,897.25 |
|
2.618 |
17,327.25 |
|
1.618 |
16,978.00 |
|
1.000 |
16,762.25 |
|
0.618 |
16,628.75 |
|
HIGH |
16,413.00 |
|
0.618 |
16,279.50 |
|
0.500 |
16,238.50 |
|
0.382 |
16,197.25 |
|
LOW |
16,063.75 |
|
0.618 |
15,848.00 |
|
1.000 |
15,714.50 |
|
1.618 |
15,498.75 |
|
2.618 |
15,149.50 |
|
4.250 |
14,579.50 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,238.50 |
16,243.00 |
| PP |
16,186.00 |
16,189.25 |
| S1 |
16,133.75 |
16,135.25 |
|