| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,324.00 |
16,088.00 |
-236.00 |
-1.4% |
15,730.00 |
| High |
16,413.00 |
16,132.75 |
-280.25 |
-1.7% |
16,438.75 |
| Low |
16,063.75 |
15,734.00 |
-329.75 |
-2.1% |
15,566.50 |
| Close |
16,081.50 |
15,922.25 |
-159.25 |
-1.0% |
16,331.50 |
| Range |
349.25 |
398.75 |
49.50 |
14.2% |
872.25 |
| ATR |
310.91 |
317.18 |
6.27 |
2.0% |
0.00 |
| Volume |
549,501 |
689,272 |
139,771 |
25.4% |
535,841 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,126.00 |
16,922.75 |
16,141.50 |
|
| R3 |
16,727.25 |
16,524.00 |
16,032.00 |
|
| R2 |
16,328.50 |
16,328.50 |
15,995.25 |
|
| R1 |
16,125.25 |
16,125.25 |
15,958.75 |
16,027.50 |
| PP |
15,929.75 |
15,929.75 |
15,929.75 |
15,880.75 |
| S1 |
15,726.50 |
15,726.50 |
15,885.75 |
15,628.75 |
| S2 |
15,531.00 |
15,531.00 |
15,849.25 |
|
| S3 |
15,132.25 |
15,327.75 |
15,812.50 |
|
| S4 |
14,733.50 |
14,929.00 |
15,703.00 |
|
|
| 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 |
15,734.00 |
704.75 |
4.4% |
286.25 |
1.8% |
27% |
False |
True |
349,052 |
| 10 |
16,438.75 |
15,545.50 |
893.25 |
5.6% |
379.00 |
2.4% |
42% |
False |
False |
179,121 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.7% |
331.25 |
2.1% |
31% |
False |
False |
90,616 |
| 40 |
16,769.00 |
15,271.00 |
1,498.00 |
9.4% |
270.00 |
1.7% |
43% |
False |
False |
45,791 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
265.00 |
1.7% |
65% |
False |
False |
30,815 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
238.25 |
1.5% |
65% |
False |
False |
23,164 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
222.50 |
1.4% |
65% |
False |
False |
18,536 |
| 120 |
16,769.00 |
14,307.50 |
2,461.50 |
15.5% |
211.25 |
1.3% |
66% |
False |
False |
15,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,827.50 |
|
2.618 |
17,176.75 |
|
1.618 |
16,778.00 |
|
1.000 |
16,531.50 |
|
0.618 |
16,379.25 |
|
HIGH |
16,132.75 |
|
0.618 |
15,980.50 |
|
0.500 |
15,933.50 |
|
0.382 |
15,886.25 |
|
LOW |
15,734.00 |
|
0.618 |
15,487.50 |
|
1.000 |
15,335.25 |
|
1.618 |
15,088.75 |
|
2.618 |
14,690.00 |
|
4.250 |
14,039.25 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,933.50 |
16,073.50 |
| PP |
15,929.75 |
16,023.00 |
| S1 |
15,926.00 |
15,972.75 |
|