| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
16,484.50 |
16,431.00 |
-53.50 |
-0.3% |
16,304.25 |
| High |
16,567.50 |
16,464.00 |
-103.50 |
-0.6% |
16,659.50 |
| Low |
16,411.25 |
16,313.75 |
-97.50 |
-0.6% |
16,304.25 |
| Close |
16,430.25 |
16,320.75 |
-109.50 |
-0.7% |
16,320.75 |
| Range |
156.25 |
150.25 |
-6.00 |
-3.8% |
355.25 |
| ATR |
306.42 |
295.27 |
-11.16 |
-3.6% |
0.00 |
| Volume |
304,259 |
363,720 |
59,461 |
19.5% |
1,828,905 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,817.00 |
16,719.00 |
16,403.50 |
|
| R3 |
16,666.75 |
16,568.75 |
16,362.00 |
|
| R2 |
16,516.50 |
16,516.50 |
16,348.25 |
|
| R1 |
16,418.50 |
16,418.50 |
16,334.50 |
16,392.50 |
| PP |
16,366.25 |
16,366.25 |
16,366.25 |
16,353.00 |
| S1 |
16,268.25 |
16,268.25 |
16,307.00 |
16,242.00 |
| S2 |
16,216.00 |
16,216.00 |
16,293.25 |
|
| S3 |
16,065.75 |
16,118.00 |
16,279.50 |
|
| S4 |
15,915.50 |
15,967.75 |
16,238.00 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,494.00 |
17,262.50 |
16,516.25 |
|
| R3 |
17,138.75 |
16,907.25 |
16,418.50 |
|
| R2 |
16,783.50 |
16,783.50 |
16,386.00 |
|
| R1 |
16,552.00 |
16,552.00 |
16,353.25 |
16,667.75 |
| PP |
16,428.25 |
16,428.25 |
16,428.25 |
16,486.00 |
| S1 |
16,196.75 |
16,196.75 |
16,288.25 |
16,312.50 |
| S2 |
16,073.00 |
16,073.00 |
16,255.50 |
|
| S3 |
15,717.75 |
15,841.50 |
16,223.00 |
|
| S4 |
15,362.50 |
15,486.25 |
16,125.25 |
|
|
| 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 |
16,304.25 |
355.25 |
2.2% |
193.50 |
1.2% |
5% |
False |
False |
365,781 |
| 10 |
16,659.50 |
15,492.00 |
1,167.50 |
7.2% |
252.50 |
1.5% |
71% |
False |
False |
466,176 |
| 20 |
16,659.50 |
15,492.00 |
1,167.50 |
7.2% |
332.25 |
2.0% |
71% |
False |
False |
398,423 |
| 40 |
16,769.00 |
15,492.00 |
1,277.00 |
7.8% |
303.50 |
1.9% |
65% |
False |
False |
200,206 |
| 60 |
16,769.00 |
14,587.25 |
2,181.75 |
13.4% |
270.50 |
1.7% |
79% |
False |
False |
133,732 |
| 80 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
269.00 |
1.6% |
81% |
False |
False |
100,497 |
| 100 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
243.00 |
1.5% |
81% |
False |
False |
80,405 |
| 120 |
16,769.00 |
14,366.75 |
2,402.25 |
14.7% |
229.00 |
1.4% |
81% |
False |
False |
67,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,102.50 |
|
2.618 |
16,857.25 |
|
1.618 |
16,707.00 |
|
1.000 |
16,614.25 |
|
0.618 |
16,556.75 |
|
HIGH |
16,464.00 |
|
0.618 |
16,406.50 |
|
0.500 |
16,389.00 |
|
0.382 |
16,371.25 |
|
LOW |
16,313.75 |
|
0.618 |
16,221.00 |
|
1.000 |
16,163.50 |
|
1.618 |
16,070.75 |
|
2.618 |
15,920.50 |
|
4.250 |
15,675.25 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
16,389.00 |
16,440.50 |
| PP |
16,366.25 |
16,400.75 |
| S1 |
16,343.50 |
16,360.75 |
|