| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,088.00 |
15,929.00 |
-159.00 |
-1.0% |
15,730.00 |
| High |
16,132.75 |
16,300.00 |
167.25 |
1.0% |
16,438.75 |
| Low |
15,734.00 |
15,740.25 |
6.25 |
0.0% |
15,566.50 |
| Close |
15,922.25 |
16,286.25 |
364.00 |
2.3% |
16,331.50 |
| Range |
398.75 |
559.75 |
161.00 |
40.4% |
872.25 |
| ATR |
317.18 |
334.51 |
17.33 |
5.5% |
0.00 |
| Volume |
689,272 |
735,796 |
46,524 |
6.7% |
535,841 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,788.00 |
17,597.00 |
16,594.00 |
|
| R3 |
17,228.25 |
17,037.25 |
16,440.25 |
|
| R2 |
16,668.50 |
16,668.50 |
16,388.75 |
|
| R1 |
16,477.50 |
16,477.50 |
16,337.50 |
16,573.00 |
| PP |
16,108.75 |
16,108.75 |
16,108.75 |
16,156.50 |
| S1 |
15,917.75 |
15,917.75 |
16,235.00 |
16,013.25 |
| S2 |
15,549.00 |
15,549.00 |
16,183.75 |
|
| S3 |
14,989.25 |
15,358.00 |
16,132.25 |
|
| S4 |
14,429.50 |
14,798.25 |
15,978.50 |
|
|
| 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 |
16,422.25 |
15,734.00 |
688.25 |
4.2% |
361.50 |
2.2% |
80% |
False |
False |
492,873 |
| 10 |
16,438.75 |
15,545.50 |
893.25 |
5.5% |
375.50 |
2.3% |
83% |
False |
False |
252,233 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.5% |
350.25 |
2.1% |
61% |
False |
False |
127,263 |
| 40 |
16,769.00 |
15,277.50 |
1,491.50 |
9.2% |
280.00 |
1.7% |
68% |
False |
False |
64,172 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
271.00 |
1.7% |
80% |
False |
False |
43,062 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
242.75 |
1.5% |
80% |
False |
False |
32,361 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.8% |
227.75 |
1.4% |
80% |
False |
False |
25,894 |
| 120 |
16,769.00 |
14,350.00 |
2,419.00 |
14.9% |
215.50 |
1.3% |
80% |
False |
False |
21,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,679.00 |
|
2.618 |
17,765.50 |
|
1.618 |
17,205.75 |
|
1.000 |
16,859.75 |
|
0.618 |
16,646.00 |
|
HIGH |
16,300.00 |
|
0.618 |
16,086.25 |
|
0.500 |
16,020.00 |
|
0.382 |
15,954.00 |
|
LOW |
15,740.25 |
|
0.618 |
15,394.25 |
|
1.000 |
15,180.50 |
|
1.618 |
14,834.50 |
|
2.618 |
14,274.75 |
|
4.250 |
13,361.25 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,197.50 |
16,215.25 |
| PP |
16,108.75 |
16,144.50 |
| S1 |
16,020.00 |
16,073.50 |
|