| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,513.50 |
16,484.50 |
-29.00 |
-0.2% |
15,809.50 |
| High |
16,564.25 |
16,567.50 |
3.25 |
0.0% |
16,356.00 |
| Low |
16,387.50 |
16,411.25 |
23.75 |
0.1% |
15,492.00 |
| Close |
16,490.50 |
16,430.25 |
-60.25 |
-0.4% |
16,299.00 |
| Range |
176.75 |
156.25 |
-20.50 |
-11.6% |
864.00 |
| ATR |
317.97 |
306.42 |
-11.55 |
-3.6% |
0.00 |
| Volume |
354,985 |
304,259 |
-50,726 |
-14.3% |
2,032,277 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,938.50 |
16,840.50 |
16,516.25 |
|
| R3 |
16,782.25 |
16,684.25 |
16,473.25 |
|
| R2 |
16,626.00 |
16,626.00 |
16,459.00 |
|
| R1 |
16,528.00 |
16,528.00 |
16,444.50 |
16,499.00 |
| PP |
16,469.75 |
16,469.75 |
16,469.75 |
16,455.00 |
| S1 |
16,371.75 |
16,371.75 |
16,416.00 |
16,342.50 |
| S2 |
16,313.50 |
16,313.50 |
16,401.50 |
|
| S3 |
16,157.25 |
16,215.50 |
16,387.25 |
|
| S4 |
16,001.00 |
16,059.25 |
16,344.25 |
|
|
| 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 |
16,145.25 |
514.25 |
3.1% |
205.50 |
1.3% |
55% |
False |
False |
362,873 |
| 10 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
304.00 |
1.9% |
80% |
False |
False |
508,769 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.1% |
339.75 |
2.1% |
80% |
False |
False |
380,501 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.8% |
305.00 |
1.9% |
73% |
False |
False |
191,150 |
| 60 |
16,769.00 |
14,429.25 |
2,339.75 |
14.2% |
273.75 |
1.7% |
86% |
False |
False |
127,694 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
268.75 |
1.6% |
86% |
False |
False |
95,951 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
242.75 |
1.5% |
86% |
False |
False |
76,768 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.6% |
229.25 |
1.4% |
86% |
False |
False |
63,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,231.50 |
|
2.618 |
16,976.50 |
|
1.618 |
16,820.25 |
|
1.000 |
16,723.75 |
|
0.618 |
16,664.00 |
|
HIGH |
16,567.50 |
|
0.618 |
16,507.75 |
|
0.500 |
16,489.50 |
|
0.382 |
16,471.00 |
|
LOW |
16,411.25 |
|
0.618 |
16,314.75 |
|
1.000 |
16,255.00 |
|
1.618 |
16,158.50 |
|
2.618 |
16,002.25 |
|
4.250 |
15,747.25 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,489.50 |
16,523.50 |
| PP |
16,469.75 |
16,492.50 |
| S1 |
16,450.00 |
16,461.25 |
|