| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
15,566.83 |
15,776.84 |
210.01 |
1.3% |
16,332.63 |
| High |
15,655.69 |
15,991.88 |
336.19 |
2.1% |
16,332.64 |
| Low |
15,508.74 |
15,617.48 |
108.74 |
0.7% |
15,664.10 |
| Close |
15,627.64 |
15,986.28 |
358.64 |
2.3% |
15,801.46 |
| Range |
146.95 |
374.40 |
227.45 |
154.8% |
668.54 |
| ATR |
319.16 |
323.10 |
3.95 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,988.41 |
16,861.75 |
16,192.20 |
|
| R3 |
16,614.01 |
16,487.35 |
16,089.24 |
|
| R2 |
16,239.61 |
16,239.61 |
16,054.92 |
|
| R1 |
16,112.95 |
16,112.95 |
16,020.60 |
16,176.28 |
| PP |
15,865.21 |
15,865.21 |
15,865.21 |
15,896.88 |
| S1 |
15,738.55 |
15,738.55 |
15,951.96 |
15,801.88 |
| S2 |
15,490.81 |
15,490.81 |
15,917.64 |
|
| S3 |
15,116.41 |
15,364.15 |
15,883.32 |
|
| S4 |
14,742.01 |
14,989.75 |
15,780.36 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,938.35 |
17,538.45 |
16,169.16 |
|
| R3 |
17,269.81 |
16,869.91 |
15,985.31 |
|
| R2 |
16,601.27 |
16,601.27 |
15,924.03 |
|
| R1 |
16,201.37 |
16,201.37 |
15,862.74 |
16,067.05 |
| PP |
15,932.73 |
15,932.73 |
15,932.73 |
15,865.58 |
| S1 |
15,532.83 |
15,532.83 |
15,740.18 |
15,398.51 |
| S2 |
15,264.19 |
15,264.19 |
15,678.89 |
|
| S3 |
14,595.65 |
14,864.29 |
15,617.61 |
|
| S4 |
13,927.11 |
14,195.75 |
15,433.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,332.64 |
15,508.74 |
823.90 |
5.2% |
380.37 |
2.4% |
58% |
False |
False |
|
| 10 |
16,413.28 |
15,508.74 |
904.54 |
5.7% |
302.68 |
1.9% |
53% |
False |
False |
|
| 20 |
16,454.22 |
15,508.74 |
945.48 |
5.9% |
322.77 |
2.0% |
51% |
False |
False |
|
| 40 |
16,764.86 |
15,508.74 |
1,256.12 |
7.9% |
250.72 |
1.6% |
38% |
False |
False |
|
| 60 |
16,764.86 |
14,384.93 |
2,379.93 |
14.9% |
230.32 |
1.4% |
67% |
False |
False |
|
| 80 |
16,764.86 |
14,384.93 |
2,379.93 |
14.9% |
212.85 |
1.3% |
67% |
False |
False |
|
| 100 |
16,764.86 |
14,384.93 |
2,379.93 |
14.9% |
197.47 |
1.2% |
67% |
False |
False |
|
| 120 |
16,764.86 |
14,384.93 |
2,379.93 |
14.9% |
190.30 |
1.2% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,583.08 |
|
2.618 |
16,972.06 |
|
1.618 |
16,597.66 |
|
1.000 |
16,366.28 |
|
0.618 |
16,223.26 |
|
HIGH |
15,991.88 |
|
0.618 |
15,848.86 |
|
0.500 |
15,804.68 |
|
0.382 |
15,760.50 |
|
LOW |
15,617.48 |
|
0.618 |
15,386.10 |
|
1.000 |
15,243.08 |
|
1.618 |
15,011.70 |
|
2.618 |
14,637.30 |
|
4.250 |
14,026.28 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,925.75 |
15,907.62 |
| PP |
15,865.21 |
15,828.97 |
| S1 |
15,804.68 |
15,750.31 |
|