| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,198.5 |
2,152.7 |
-45.8 |
-2.1% |
2,209.4 |
| High |
2,227.7 |
2,160.7 |
-67.0 |
-3.0% |
2,227.7 |
| Low |
2,141.3 |
2,132.0 |
-9.3 |
-0.4% |
2,130.1 |
| Close |
2,151.9 |
2,142.4 |
-9.5 |
-0.4% |
2,142.4 |
| Range |
86.4 |
28.7 |
-57.7 |
-66.8% |
97.6 |
| ATR |
60.2 |
57.9 |
-2.2 |
-3.7% |
0.0 |
| Volume |
56,533 |
1,928 |
-54,605 |
-96.6% |
554,947 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.1 |
2,215.5 |
2,158.2 |
|
| R3 |
2,202.4 |
2,186.8 |
2,150.3 |
|
| R2 |
2,173.7 |
2,173.7 |
2,147.7 |
|
| R1 |
2,158.1 |
2,158.1 |
2,145.1 |
2,151.6 |
| PP |
2,145.0 |
2,145.0 |
2,145.0 |
2,141.8 |
| S1 |
2,129.4 |
2,129.4 |
2,139.8 |
2,122.9 |
| S2 |
2,116.3 |
2,116.3 |
2,137.2 |
|
| S3 |
2,087.6 |
2,100.7 |
2,134.5 |
|
| S4 |
2,058.9 |
2,072.0 |
2,126.6 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.5 |
2,398.6 |
2,196.1 |
|
| R3 |
2,361.9 |
2,301.0 |
2,169.3 |
|
| R2 |
2,264.3 |
2,264.3 |
2,160.3 |
|
| R1 |
2,203.4 |
2,203.4 |
2,151.4 |
2,185.1 |
| PP |
2,166.7 |
2,166.7 |
2,166.7 |
2,157.6 |
| S1 |
2,105.8 |
2,105.8 |
2,133.5 |
2,087.5 |
| S2 |
2,069.1 |
2,069.1 |
2,124.5 |
|
| S3 |
1,971.5 |
2,008.2 |
2,115.6 |
|
| S4 |
1,873.9 |
1,910.6 |
2,088.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,227.7 |
2,130.1 |
97.6 |
4.6% |
58.0 |
2.7% |
13% |
False |
False |
110,989 |
| 10 |
2,279.9 |
2,130.1 |
149.8 |
7.0% |
57.8 |
2.7% |
8% |
False |
False |
173,212 |
| 20 |
2,377.4 |
2,130.1 |
247.3 |
11.5% |
65.3 |
3.0% |
5% |
False |
False |
233,228 |
| 40 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
52.9 |
2.5% |
4% |
False |
False |
202,561 |
| 60 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
49.4 |
2.3% |
4% |
False |
False |
195,907 |
| 80 |
2,460.8 |
2,130.1 |
330.7 |
15.4% |
47.4 |
2.2% |
4% |
False |
False |
176,458 |
| 100 |
2,460.8 |
2,104.7 |
356.1 |
16.6% |
45.3 |
2.1% |
11% |
False |
False |
141,230 |
| 120 |
2,460.8 |
2,096.4 |
364.4 |
17.0% |
45.8 |
2.1% |
13% |
False |
False |
117,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,282.7 |
|
2.618 |
2,235.8 |
|
1.618 |
2,207.1 |
|
1.000 |
2,189.4 |
|
0.618 |
2,178.4 |
|
HIGH |
2,160.7 |
|
0.618 |
2,149.7 |
|
0.500 |
2,146.4 |
|
0.382 |
2,143.0 |
|
LOW |
2,132.0 |
|
0.618 |
2,114.3 |
|
1.000 |
2,103.3 |
|
1.618 |
2,085.6 |
|
2.618 |
2,056.9 |
|
4.250 |
2,010.0 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.4 |
2,178.9 |
| PP |
2,145.0 |
2,166.7 |
| S1 |
2,143.7 |
2,154.6 |
|