| Trading Metrics calculated at close of trading on 27-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,180.00 |
16,304.25 |
124.25 |
0.8% |
15,809.50 |
| High |
16,356.00 |
16,580.75 |
224.75 |
1.4% |
16,356.00 |
| Low |
16,145.25 |
16,304.25 |
159.00 |
1.0% |
15,492.00 |
| Close |
16,299.00 |
16,560.00 |
261.00 |
1.6% |
16,299.00 |
| Range |
210.75 |
276.50 |
65.75 |
31.2% |
864.00 |
| ATR |
342.53 |
338.19 |
-4.34 |
-1.3% |
0.00 |
| Volume |
349,182 |
351,308 |
2,126 |
0.6% |
2,032,277 |
|
| Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,311.25 |
17,212.00 |
16,712.00 |
|
| R3 |
17,034.75 |
16,935.50 |
16,636.00 |
|
| R2 |
16,758.25 |
16,758.25 |
16,610.75 |
|
| R1 |
16,659.00 |
16,659.00 |
16,585.25 |
16,708.50 |
| PP |
16,481.75 |
16,481.75 |
16,481.75 |
16,506.50 |
| S1 |
16,382.50 |
16,382.50 |
16,534.75 |
16,432.00 |
| S2 |
16,205.25 |
16,205.25 |
16,509.25 |
|
| S3 |
15,928.75 |
16,106.00 |
16,484.00 |
|
| S4 |
15,652.25 |
15,829.50 |
16,408.00 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,641.00 |
18,334.00 |
16,774.25 |
|
| R3 |
17,777.00 |
17,470.00 |
16,536.50 |
|
| R2 |
16,913.00 |
16,913.00 |
16,457.50 |
|
| R1 |
16,606.00 |
16,606.00 |
16,378.25 |
16,759.50 |
| PP |
16,049.00 |
16,049.00 |
16,049.00 |
16,125.75 |
| S1 |
15,742.00 |
15,742.00 |
16,219.75 |
15,895.50 |
| S2 |
15,185.00 |
15,185.00 |
16,140.50 |
|
| S3 |
14,321.00 |
14,878.00 |
16,061.50 |
|
| S4 |
13,457.00 |
14,014.00 |
15,823.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,580.75 |
15,492.00 |
1,088.75 |
6.6% |
306.25 |
1.8% |
98% |
True |
False |
476,717 |
| 10 |
16,580.75 |
15,492.00 |
1,088.75 |
6.6% |
380.75 |
2.3% |
98% |
True |
False |
594,838 |
| 20 |
16,580.75 |
15,492.00 |
1,088.75 |
6.6% |
381.00 |
2.3% |
98% |
True |
False |
325,310 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.7% |
309.00 |
1.9% |
84% |
False |
False |
163,355 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.5% |
282.75 |
1.7% |
91% |
False |
False |
109,188 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.5% |
265.75 |
1.6% |
91% |
False |
False |
82,028 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.5% |
240.75 |
1.5% |
91% |
False |
False |
65,630 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.5% |
228.75 |
1.4% |
91% |
False |
False |
54,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,756.00 |
|
2.618 |
17,304.75 |
|
1.618 |
17,028.25 |
|
1.000 |
16,857.25 |
|
0.618 |
16,751.75 |
|
HIGH |
16,580.75 |
|
0.618 |
16,475.25 |
|
0.500 |
16,442.50 |
|
0.382 |
16,409.75 |
|
LOW |
16,304.25 |
|
0.618 |
16,133.25 |
|
1.000 |
16,027.75 |
|
1.618 |
15,856.75 |
|
2.618 |
15,580.25 |
|
4.250 |
15,129.00 |
|
|
| Fisher Pivots for day following 27-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,520.75 |
16,450.50 |
| PP |
16,481.75 |
16,340.75 |
| S1 |
16,442.50 |
16,231.00 |
|