| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,809.50 |
15,674.25 |
-135.25 |
-0.9% |
16,324.00 |
| High |
15,851.75 |
15,987.25 |
135.50 |
0.9% |
16,457.00 |
| Low |
15,492.00 |
15,605.00 |
113.00 |
0.7% |
15,651.75 |
| Close |
15,621.25 |
15,980.00 |
358.75 |
2.3% |
15,788.00 |
| Range |
359.75 |
382.25 |
22.50 |
6.3% |
805.25 |
| ATR |
354.63 |
356.61 |
1.97 |
0.6% |
0.00 |
| Volume |
676,197 |
530,228 |
-145,969 |
-21.6% |
3,564,802 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,004.25 |
16,874.25 |
16,190.25 |
|
| R3 |
16,622.00 |
16,492.00 |
16,085.00 |
|
| R2 |
16,239.75 |
16,239.75 |
16,050.00 |
|
| R1 |
16,109.75 |
16,109.75 |
16,015.00 |
16,174.75 |
| PP |
15,857.50 |
15,857.50 |
15,857.50 |
15,890.00 |
| S1 |
15,727.50 |
15,727.50 |
15,945.00 |
15,792.50 |
| S2 |
15,475.25 |
15,475.25 |
15,910.00 |
|
| S3 |
15,093.00 |
15,345.25 |
15,875.00 |
|
| S4 |
14,710.75 |
14,963.00 |
15,769.75 |
|
|
| 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 |
6.0% |
454.00 |
2.8% |
51% |
False |
False |
706,490 |
| 10 |
16,457.00 |
15,492.00 |
965.00 |
6.0% |
370.00 |
2.3% |
51% |
False |
False |
527,771 |
| 20 |
16,460.00 |
15,492.00 |
968.00 |
6.1% |
391.75 |
2.5% |
50% |
False |
False |
266,746 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
8.0% |
304.00 |
1.9% |
38% |
False |
False |
134,004 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
284.00 |
1.8% |
67% |
False |
False |
89,627 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
261.50 |
1.6% |
67% |
False |
False |
67,317 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
236.75 |
1.5% |
67% |
False |
False |
53,860 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
15.0% |
226.25 |
1.4% |
67% |
False |
False |
44,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,611.75 |
|
2.618 |
16,988.00 |
|
1.618 |
16,605.75 |
|
1.000 |
16,369.50 |
|
0.618 |
16,223.50 |
|
HIGH |
15,987.25 |
|
0.618 |
15,841.25 |
|
0.500 |
15,796.00 |
|
0.382 |
15,751.00 |
|
LOW |
15,605.00 |
|
0.618 |
15,368.75 |
|
1.000 |
15,222.75 |
|
1.618 |
14,986.50 |
|
2.618 |
14,604.25 |
|
4.250 |
13,980.50 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,918.75 |
15,900.00 |
| PP |
15,857.50 |
15,819.75 |
| S1 |
15,796.00 |
15,739.50 |
|