| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,786.4 |
1,779.1 |
-7.3 |
-0.4% |
1,790.0 |
| High |
1,790.4 |
1,793.1 |
2.7 |
0.2% |
1,796.2 |
| Low |
1,775.4 |
1,772.9 |
-2.5 |
-0.1% |
1,772.9 |
| Close |
1,778.9 |
1,787.0 |
8.1 |
0.5% |
1,787.0 |
| Range |
15.0 |
20.2 |
5.2 |
34.7% |
23.3 |
| ATR |
22.2 |
22.1 |
-0.1 |
-0.6% |
0.0 |
| Volume |
5,155 |
6,464 |
1,309 |
25.4% |
22,455 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,844.9 |
1,836.2 |
1,798.1 |
|
| R3 |
1,824.7 |
1,816.0 |
1,792.6 |
|
| R2 |
1,804.5 |
1,804.5 |
1,790.7 |
|
| R1 |
1,795.8 |
1,795.8 |
1,788.9 |
1,800.2 |
| PP |
1,784.3 |
1,784.3 |
1,784.3 |
1,786.5 |
| S1 |
1,775.6 |
1,775.6 |
1,785.1 |
1,780.0 |
| S2 |
1,764.1 |
1,764.1 |
1,783.3 |
|
| S3 |
1,743.9 |
1,755.4 |
1,781.4 |
|
| S4 |
1,723.7 |
1,735.2 |
1,775.9 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.3 |
1,844.4 |
1,799.8 |
|
| R3 |
1,832.0 |
1,821.1 |
1,793.4 |
|
| R2 |
1,808.7 |
1,808.7 |
1,791.3 |
|
| R1 |
1,797.8 |
1,797.8 |
1,789.1 |
1,791.6 |
| PP |
1,785.4 |
1,785.4 |
1,785.4 |
1,782.3 |
| S1 |
1,774.5 |
1,774.5 |
1,784.9 |
1,768.3 |
| S2 |
1,762.1 |
1,762.1 |
1,782.7 |
|
| S3 |
1,738.8 |
1,751.2 |
1,780.6 |
|
| S4 |
1,715.5 |
1,727.9 |
1,774.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,796.2 |
1,772.9 |
23.3 |
1.3% |
15.4 |
0.9% |
61% |
False |
True |
4,491 |
| 10 |
1,813.1 |
1,764.2 |
48.9 |
2.7% |
20.0 |
1.1% |
47% |
False |
False |
4,545 |
| 20 |
1,883.3 |
1,764.2 |
119.1 |
6.7% |
22.5 |
1.3% |
19% |
False |
False |
5,020 |
| 40 |
1,883.3 |
1,762.8 |
120.5 |
6.7% |
22.2 |
1.2% |
20% |
False |
False |
3,801 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
22.0 |
1.2% |
39% |
False |
False |
3,098 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.9% |
21.5 |
1.2% |
39% |
False |
False |
2,557 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
21.4 |
1.2% |
52% |
False |
False |
2,279 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
19.8 |
1.1% |
52% |
False |
False |
1,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,879.0 |
|
2.618 |
1,846.0 |
|
1.618 |
1,825.8 |
|
1.000 |
1,813.3 |
|
0.618 |
1,805.6 |
|
HIGH |
1,793.1 |
|
0.618 |
1,785.4 |
|
0.500 |
1,783.0 |
|
0.382 |
1,780.6 |
|
LOW |
1,772.9 |
|
0.618 |
1,760.4 |
|
1.000 |
1,752.7 |
|
1.618 |
1,740.2 |
|
2.618 |
1,720.0 |
|
4.250 |
1,687.1 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.7 |
1,786.2 |
| PP |
1,784.3 |
1,785.4 |
| S1 |
1,783.0 |
1,784.6 |
|