| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,304.25 |
16,565.75 |
261.50 |
1.6% |
15,809.50 |
| High |
16,580.75 |
16,659.50 |
78.75 |
0.5% |
16,356.00 |
| Low |
16,304.25 |
16,452.25 |
148.00 |
0.9% |
15,492.00 |
| Close |
16,560.00 |
16,488.00 |
-72.00 |
-0.4% |
16,299.00 |
| Range |
276.50 |
207.25 |
-69.25 |
-25.0% |
864.00 |
| ATR |
338.19 |
328.84 |
-9.35 |
-2.8% |
0.00 |
| Volume |
351,308 |
454,633 |
103,325 |
29.4% |
2,032,277 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,155.00 |
17,028.75 |
16,602.00 |
|
| R3 |
16,947.75 |
16,821.50 |
16,545.00 |
|
| R2 |
16,740.50 |
16,740.50 |
16,526.00 |
|
| R1 |
16,614.25 |
16,614.25 |
16,507.00 |
16,573.75 |
| PP |
16,533.25 |
16,533.25 |
16,533.25 |
16,513.00 |
| S1 |
16,407.00 |
16,407.00 |
16,469.00 |
16,366.50 |
| S2 |
16,326.00 |
16,326.00 |
16,450.00 |
|
| S3 |
16,118.75 |
16,199.75 |
16,431.00 |
|
| S4 |
15,911.50 |
15,992.50 |
16,374.00 |
|
|
| 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 |
16,659.50 |
15,605.00 |
1,054.50 |
6.4% |
275.75 |
1.7% |
84% |
True |
False |
432,404 |
| 10 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
366.50 |
2.2% |
85% |
True |
False |
585,351 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
372.00 |
2.3% |
85% |
True |
False |
347,936 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.7% |
307.75 |
1.9% |
78% |
False |
False |
174,703 |
| 60 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
281.50 |
1.7% |
88% |
False |
False |
116,747 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
267.00 |
1.6% |
88% |
False |
False |
87,711 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
241.75 |
1.5% |
88% |
False |
False |
70,176 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
228.50 |
1.4% |
88% |
False |
False |
58,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,540.25 |
|
2.618 |
17,202.00 |
|
1.618 |
16,994.75 |
|
1.000 |
16,866.75 |
|
0.618 |
16,787.50 |
|
HIGH |
16,659.50 |
|
0.618 |
16,580.25 |
|
0.500 |
16,556.00 |
|
0.382 |
16,531.50 |
|
LOW |
16,452.25 |
|
0.618 |
16,324.25 |
|
1.000 |
16,245.00 |
|
1.618 |
16,117.00 |
|
2.618 |
15,909.75 |
|
4.250 |
15,571.50 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,556.00 |
16,459.50 |
| PP |
16,533.25 |
16,431.00 |
| S1 |
16,510.50 |
16,402.50 |
|