| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1,774.3 |
1,781.2 |
6.9 |
0.4% |
1,790.0 |
| High |
1,783.3 |
1,803.1 |
19.8 |
1.1% |
1,796.2 |
| Low |
1,755.4 |
1,778.4 |
23.0 |
1.3% |
1,772.9 |
| Close |
1,766.9 |
1,800.7 |
33.8 |
1.9% |
1,787.0 |
| Range |
27.9 |
24.7 |
-3.2 |
-11.5% |
23.3 |
| ATR |
21.8 |
22.8 |
1.0 |
4.7% |
0.0 |
| Volume |
1,837 |
7,254 |
5,417 |
294.9% |
22,455 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.2 |
1,859.1 |
1,814.3 |
|
| R3 |
1,843.5 |
1,834.4 |
1,807.5 |
|
| R2 |
1,818.8 |
1,818.8 |
1,805.2 |
|
| R1 |
1,809.7 |
1,809.7 |
1,803.0 |
1,814.3 |
| PP |
1,794.1 |
1,794.1 |
1,794.1 |
1,796.3 |
| S1 |
1,785.0 |
1,785.0 |
1,798.4 |
1,789.6 |
| S2 |
1,769.4 |
1,769.4 |
1,796.2 |
|
| S3 |
1,744.7 |
1,760.3 |
1,793.9 |
|
| S4 |
1,720.0 |
1,735.6 |
1,787.1 |
|
|
| 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 |
1,803.1 |
1,755.4 |
47.7 |
2.6% |
21.0 |
1.2% |
95% |
True |
False |
5,443 |
| 10 |
1,803.1 |
1,755.4 |
47.7 |
2.6% |
18.3 |
1.0% |
95% |
True |
False |
4,998 |
| 20 |
1,875.8 |
1,755.4 |
120.4 |
6.7% |
22.6 |
1.3% |
38% |
False |
False |
5,065 |
| 40 |
1,883.3 |
1,755.4 |
127.9 |
7.1% |
22.3 |
1.2% |
35% |
False |
False |
4,194 |
| 60 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
22.0 |
1.2% |
48% |
False |
False |
3,369 |
| 80 |
1,883.3 |
1,725.0 |
158.3 |
8.8% |
21.7 |
1.2% |
48% |
False |
False |
2,781 |
| 100 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
21.8 |
1.2% |
59% |
False |
False |
2,472 |
| 120 |
1,883.3 |
1,682.4 |
200.9 |
11.2% |
20.3 |
1.1% |
59% |
False |
False |
2,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,908.1 |
|
2.618 |
1,867.8 |
|
1.618 |
1,843.1 |
|
1.000 |
1,827.8 |
|
0.618 |
1,818.4 |
|
HIGH |
1,803.1 |
|
0.618 |
1,793.7 |
|
0.500 |
1,790.8 |
|
0.382 |
1,787.8 |
|
LOW |
1,778.4 |
|
0.618 |
1,763.1 |
|
1.000 |
1,753.7 |
|
1.618 |
1,738.4 |
|
2.618 |
1,713.7 |
|
4.250 |
1,673.4 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,797.4 |
1,793.6 |
| PP |
1,794.1 |
1,786.4 |
| S1 |
1,790.8 |
1,779.3 |
|