| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,674.25 |
15,979.00 |
304.75 |
1.9% |
16,324.00 |
| High |
15,987.25 |
16,183.00 |
195.75 |
1.2% |
16,457.00 |
| Low |
15,605.00 |
15,881.50 |
276.50 |
1.8% |
15,651.75 |
| Close |
15,980.00 |
16,169.75 |
189.75 |
1.2% |
15,788.00 |
| Range |
382.25 |
301.50 |
-80.75 |
-21.1% |
805.25 |
| ATR |
356.61 |
352.67 |
-3.94 |
-1.1% |
0.00 |
| Volume |
530,228 |
476,670 |
-53,558 |
-10.1% |
3,564,802 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,982.50 |
16,877.75 |
16,335.50 |
|
| R3 |
16,681.00 |
16,576.25 |
16,252.75 |
|
| R2 |
16,379.50 |
16,379.50 |
16,225.00 |
|
| R1 |
16,274.75 |
16,274.75 |
16,197.50 |
16,327.00 |
| PP |
16,078.00 |
16,078.00 |
16,078.00 |
16,104.25 |
| S1 |
15,973.25 |
15,973.25 |
16,142.00 |
16,025.50 |
| S2 |
15,776.50 |
15,776.50 |
16,114.50 |
|
| S3 |
15,475.00 |
15,671.75 |
16,086.75 |
|
| S4 |
15,173.50 |
15,370.25 |
16,004.00 |
|
|
| 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% |
402.50 |
2.5% |
70% |
False |
False |
654,665 |
| 10 |
16,457.00 |
15,492.00 |
965.00 |
6.0% |
382.00 |
2.4% |
70% |
False |
False |
573,769 |
| 20 |
16,460.00 |
15,492.00 |
968.00 |
6.0% |
392.00 |
2.4% |
70% |
False |
False |
290,471 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.9% |
306.50 |
1.9% |
53% |
False |
False |
145,896 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
281.50 |
1.7% |
75% |
False |
False |
97,548 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
262.75 |
1.6% |
75% |
False |
False |
73,274 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
238.75 |
1.5% |
75% |
False |
False |
58,626 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.9% |
227.00 |
1.4% |
75% |
False |
False |
48,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,464.50 |
|
2.618 |
16,972.25 |
|
1.618 |
16,670.75 |
|
1.000 |
16,484.50 |
|
0.618 |
16,369.25 |
|
HIGH |
16,183.00 |
|
0.618 |
16,067.75 |
|
0.500 |
16,032.25 |
|
0.382 |
15,996.75 |
|
LOW |
15,881.50 |
|
0.618 |
15,695.25 |
|
1.000 |
15,580.00 |
|
1.618 |
15,393.75 |
|
2.618 |
15,092.25 |
|
4.250 |
14,600.00 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,124.00 |
16,059.00 |
| PP |
16,078.00 |
15,948.25 |
| S1 |
16,032.25 |
15,837.50 |
|