| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,929.00 |
16,288.00 |
359.00 |
2.3% |
15,730.00 |
| High |
16,300.00 |
16,457.00 |
157.00 |
1.0% |
16,438.75 |
| Low |
15,740.25 |
15,793.00 |
52.75 |
0.3% |
15,566.50 |
| Close |
16,286.25 |
15,866.75 |
-419.50 |
-2.6% |
16,331.50 |
| Range |
559.75 |
664.00 |
104.25 |
18.6% |
872.25 |
| ATR |
334.51 |
358.05 |
23.53 |
7.0% |
0.00 |
| Volume |
735,796 |
789,654 |
53,858 |
7.3% |
535,841 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,031.00 |
17,612.75 |
16,232.00 |
|
| R3 |
17,367.00 |
16,948.75 |
16,049.25 |
|
| R2 |
16,703.00 |
16,703.00 |
15,988.50 |
|
| R1 |
16,284.75 |
16,284.75 |
15,927.50 |
16,162.00 |
| PP |
16,039.00 |
16,039.00 |
16,039.00 |
15,977.50 |
| S1 |
15,620.75 |
15,620.75 |
15,806.00 |
15,498.00 |
| S2 |
15,375.00 |
15,375.00 |
15,745.00 |
|
| S3 |
14,711.00 |
14,956.75 |
15,684.25 |
|
| S4 |
14,047.00 |
14,292.75 |
15,501.50 |
|
|
| 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 |
16,457.00 |
15,734.00 |
723.00 |
4.6% |
434.75 |
2.7% |
18% |
True |
False |
636,020 |
| 10 |
16,457.00 |
15,545.50 |
911.50 |
5.7% |
411.75 |
2.6% |
35% |
True |
False |
330,671 |
| 20 |
16,769.00 |
15,545.50 |
1,223.50 |
7.7% |
377.25 |
2.4% |
26% |
False |
False |
166,701 |
| 40 |
16,769.00 |
15,277.50 |
1,491.50 |
9.4% |
293.75 |
1.9% |
40% |
False |
False |
83,896 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
277.25 |
1.7% |
62% |
False |
False |
56,208 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
250.25 |
1.6% |
62% |
False |
False |
42,230 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
231.00 |
1.5% |
62% |
False |
False |
33,790 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.1% |
219.75 |
1.4% |
62% |
False |
False |
28,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,279.00 |
|
2.618 |
18,195.25 |
|
1.618 |
17,531.25 |
|
1.000 |
17,121.00 |
|
0.618 |
16,867.25 |
|
HIGH |
16,457.00 |
|
0.618 |
16,203.25 |
|
0.500 |
16,125.00 |
|
0.382 |
16,046.75 |
|
LOW |
15,793.00 |
|
0.618 |
15,382.75 |
|
1.000 |
15,129.00 |
|
1.618 |
14,718.75 |
|
2.618 |
14,054.75 |
|
4.250 |
12,971.00 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,125.00 |
16,095.50 |
| PP |
16,039.00 |
16,019.25 |
| S1 |
15,952.75 |
15,943.00 |
|