| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,979.00 |
16,180.00 |
201.00 |
1.3% |
16,324.00 |
| High |
16,183.00 |
16,356.00 |
173.00 |
1.1% |
16,457.00 |
| Low |
15,881.50 |
16,145.25 |
263.75 |
1.7% |
15,651.75 |
| Close |
16,169.75 |
16,299.00 |
129.25 |
0.8% |
15,788.00 |
| Range |
301.50 |
210.75 |
-90.75 |
-30.1% |
805.25 |
| ATR |
352.67 |
342.53 |
-10.14 |
-2.9% |
0.00 |
| Volume |
476,670 |
349,182 |
-127,488 |
-26.7% |
3,564,802 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,899.00 |
16,809.75 |
16,415.00 |
|
| R3 |
16,688.25 |
16,599.00 |
16,357.00 |
|
| R2 |
16,477.50 |
16,477.50 |
16,337.75 |
|
| R1 |
16,388.25 |
16,388.25 |
16,318.25 |
16,433.00 |
| PP |
16,266.75 |
16,266.75 |
16,266.75 |
16,289.00 |
| S1 |
16,177.50 |
16,177.50 |
16,279.75 |
16,222.00 |
| S2 |
16,056.00 |
16,056.00 |
16,260.25 |
|
| S3 |
15,845.25 |
15,966.75 |
16,241.00 |
|
| S4 |
15,634.50 |
15,756.00 |
16,183.00 |
|
|
| 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 |
16,356.00 |
15,492.00 |
864.00 |
5.3% |
311.75 |
1.9% |
93% |
True |
False |
566,571 |
| 10 |
16,457.00 |
15,492.00 |
965.00 |
5.9% |
373.25 |
2.3% |
84% |
False |
False |
601,296 |
| 20 |
16,460.00 |
15,492.00 |
968.00 |
5.9% |
389.25 |
2.4% |
83% |
False |
False |
307,860 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.8% |
306.75 |
1.9% |
63% |
False |
False |
154,603 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
281.75 |
1.7% |
80% |
False |
False |
103,352 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
263.75 |
1.6% |
80% |
False |
False |
77,637 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
239.00 |
1.5% |
80% |
False |
False |
62,118 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
227.75 |
1.4% |
80% |
False |
False |
51,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,251.75 |
|
2.618 |
16,907.75 |
|
1.618 |
16,697.00 |
|
1.000 |
16,566.75 |
|
0.618 |
16,486.25 |
|
HIGH |
16,356.00 |
|
0.618 |
16,275.50 |
|
0.500 |
16,250.50 |
|
0.382 |
16,225.75 |
|
LOW |
16,145.25 |
|
0.618 |
16,015.00 |
|
1.000 |
15,934.50 |
|
1.618 |
15,804.25 |
|
2.618 |
15,593.50 |
|
4.250 |
15,249.50 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,283.00 |
16,192.75 |
| PP |
16,266.75 |
16,086.75 |
| S1 |
16,250.50 |
15,980.50 |
|