| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,565.75 |
16,513.50 |
-52.25 |
-0.3% |
15,809.50 |
| High |
16,659.50 |
16,564.25 |
-95.25 |
-0.6% |
16,356.00 |
| Low |
16,452.25 |
16,387.50 |
-64.75 |
-0.4% |
15,492.00 |
| Close |
16,488.00 |
16,490.50 |
2.50 |
0.0% |
16,299.00 |
| Range |
207.25 |
176.75 |
-30.50 |
-14.7% |
864.00 |
| ATR |
328.84 |
317.97 |
-10.86 |
-3.3% |
0.00 |
| Volume |
454,633 |
354,985 |
-99,648 |
-21.9% |
2,032,277 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,011.00 |
16,927.50 |
16,587.75 |
|
| R3 |
16,834.25 |
16,750.75 |
16,539.00 |
|
| R2 |
16,657.50 |
16,657.50 |
16,523.00 |
|
| R1 |
16,574.00 |
16,574.00 |
16,506.75 |
16,527.50 |
| PP |
16,480.75 |
16,480.75 |
16,480.75 |
16,457.50 |
| S1 |
16,397.25 |
16,397.25 |
16,474.25 |
16,350.50 |
| S2 |
16,304.00 |
16,304.00 |
16,458.00 |
|
| S3 |
16,127.25 |
16,220.50 |
16,442.00 |
|
| S4 |
15,950.50 |
16,043.75 |
16,393.25 |
|
|
| 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 |
15,881.50 |
778.00 |
4.7% |
234.50 |
1.4% |
78% |
False |
False |
397,355 |
| 10 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
344.25 |
2.1% |
86% |
False |
False |
551,923 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
361.75 |
2.2% |
86% |
False |
False |
365,522 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.7% |
304.25 |
1.8% |
78% |
False |
False |
183,562 |
| 60 |
16,769.00 |
14,416.00 |
2,353.00 |
14.3% |
276.75 |
1.7% |
88% |
False |
False |
122,639 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
268.00 |
1.6% |
88% |
False |
False |
92,148 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
242.50 |
1.5% |
88% |
False |
False |
73,725 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
228.50 |
1.4% |
88% |
False |
False |
61,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,315.50 |
|
2.618 |
17,027.00 |
|
1.618 |
16,850.25 |
|
1.000 |
16,741.00 |
|
0.618 |
16,673.50 |
|
HIGH |
16,564.25 |
|
0.618 |
16,496.75 |
|
0.500 |
16,476.00 |
|
0.382 |
16,455.00 |
|
LOW |
16,387.50 |
|
0.618 |
16,278.25 |
|
1.000 |
16,210.75 |
|
1.618 |
16,101.50 |
|
2.618 |
15,924.75 |
|
4.250 |
15,636.25 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,485.50 |
16,487.50 |
| PP |
16,480.75 |
16,484.75 |
| S1 |
16,476.00 |
16,482.00 |
|