| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,878.00 |
15,809.50 |
-68.50 |
-0.4% |
16,324.00 |
| High |
15,956.50 |
15,851.75 |
-104.75 |
-0.7% |
16,457.00 |
| Low |
15,651.75 |
15,492.00 |
-159.75 |
-1.0% |
15,651.75 |
| Close |
15,788.00 |
15,621.25 |
-166.75 |
-1.1% |
15,788.00 |
| Range |
304.75 |
359.75 |
55.00 |
18.0% |
805.25 |
| ATR |
354.24 |
354.63 |
0.39 |
0.1% |
0.00 |
| Volume |
800,579 |
676,197 |
-124,382 |
-15.5% |
3,564,802 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,734.25 |
16,537.50 |
15,819.00 |
|
| R3 |
16,374.50 |
16,177.75 |
15,720.25 |
|
| R2 |
16,014.75 |
16,014.75 |
15,687.25 |
|
| R1 |
15,818.00 |
15,818.00 |
15,654.25 |
15,736.50 |
| PP |
15,655.00 |
15,655.00 |
15,655.00 |
15,614.25 |
| S1 |
15,458.25 |
15,458.25 |
15,588.25 |
15,376.75 |
| S2 |
15,295.25 |
15,295.25 |
15,555.25 |
|
| S3 |
14,935.50 |
15,098.50 |
15,522.25 |
|
| S4 |
14,575.75 |
14,738.75 |
15,423.50 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,381.25 |
17,890.00 |
16,231.00 |
|
| R3 |
17,576.00 |
17,084.75 |
16,009.50 |
|
| R2 |
16,770.75 |
16,770.75 |
15,935.75 |
|
| R1 |
16,279.50 |
16,279.50 |
15,861.75 |
16,122.50 |
| PP |
15,965.50 |
15,965.50 |
15,965.50 |
15,887.00 |
| S1 |
15,474.25 |
15,474.25 |
15,714.25 |
15,317.25 |
| S2 |
15,160.25 |
15,160.25 |
15,640.25 |
|
| S3 |
14,355.00 |
14,669.00 |
15,566.50 |
|
| S4 |
13,549.75 |
13,863.75 |
15,345.00 |
|
|
| 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 |
15,492.00 |
965.00 |
6.2% |
457.50 |
2.9% |
13% |
False |
True |
738,299 |
| 10 |
16,457.00 |
15,492.00 |
965.00 |
6.2% |
386.75 |
2.5% |
13% |
False |
True |
476,493 |
| 20 |
16,769.00 |
15,492.00 |
1,277.00 |
8.2% |
392.50 |
2.5% |
10% |
False |
True |
240,365 |
| 40 |
16,769.00 |
15,277.50 |
1,491.50 |
9.5% |
301.25 |
1.9% |
23% |
False |
False |
120,764 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
283.00 |
1.8% |
52% |
False |
False |
80,804 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
257.00 |
1.6% |
52% |
False |
False |
60,689 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
234.25 |
1.5% |
52% |
False |
False |
48,558 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.4% |
224.00 |
1.4% |
52% |
False |
False |
40,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,380.75 |
|
2.618 |
16,793.50 |
|
1.618 |
16,433.75 |
|
1.000 |
16,211.50 |
|
0.618 |
16,074.00 |
|
HIGH |
15,851.75 |
|
0.618 |
15,714.25 |
|
0.500 |
15,672.00 |
|
0.382 |
15,629.50 |
|
LOW |
15,492.00 |
|
0.618 |
15,269.75 |
|
1.000 |
15,132.25 |
|
1.618 |
14,910.00 |
|
2.618 |
14,550.25 |
|
4.250 |
13,963.00 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,672.00 |
15,974.50 |
| PP |
15,655.00 |
15,856.75 |
| S1 |
15,638.00 |
15,739.00 |
|