| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,207.2 |
2,180.6 |
-26.6 |
-1.2% |
2,163.5 |
| High |
2,224.5 |
2,191.6 |
-32.9 |
-1.5% |
2,277.3 |
| Low |
2,163.3 |
2,148.5 |
-14.8 |
-0.7% |
2,148.2 |
| Close |
2,176.5 |
2,157.5 |
-19.0 |
-0.9% |
2,209.4 |
| Range |
61.2 |
43.1 |
-18.1 |
-29.6% |
129.1 |
| ATR |
57.2 |
56.2 |
-1.0 |
-1.8% |
0.0 |
| Volume |
365,130 |
333,136 |
-31,994 |
-8.8% |
378,214 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.2 |
2,269.4 |
2,181.2 |
|
| R3 |
2,252.1 |
2,226.3 |
2,169.4 |
|
| R2 |
2,209.0 |
2,209.0 |
2,165.4 |
|
| R1 |
2,183.2 |
2,183.2 |
2,161.5 |
2,174.6 |
| PP |
2,165.9 |
2,165.9 |
2,165.9 |
2,161.5 |
| S1 |
2,140.1 |
2,140.1 |
2,153.5 |
2,131.5 |
| S2 |
2,122.8 |
2,122.8 |
2,149.6 |
|
| S3 |
2,079.7 |
2,097.0 |
2,145.6 |
|
| S4 |
2,036.6 |
2,053.9 |
2,133.8 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,598.9 |
2,533.3 |
2,280.4 |
|
| R3 |
2,469.8 |
2,404.2 |
2,244.9 |
|
| R2 |
2,340.7 |
2,340.7 |
2,233.1 |
|
| R1 |
2,275.1 |
2,275.1 |
2,221.2 |
2,307.9 |
| PP |
2,211.6 |
2,211.6 |
2,211.6 |
2,228.1 |
| S1 |
2,146.0 |
2,146.0 |
2,197.6 |
2,178.8 |
| S2 |
2,082.5 |
2,082.5 |
2,185.7 |
|
| S3 |
1,953.4 |
2,016.9 |
2,173.9 |
|
| S4 |
1,824.3 |
1,887.8 |
2,138.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.3 |
2,148.5 |
128.8 |
6.0% |
49.7 |
2.3% |
7% |
False |
True |
213,234 |
| 10 |
2,277.3 |
2,136.3 |
141.0 |
6.5% |
65.7 |
3.0% |
15% |
False |
False |
108,145 |
| 20 |
2,407.3 |
2,136.3 |
271.0 |
12.6% |
60.4 |
2.8% |
8% |
False |
False |
54,640 |
| 40 |
2,458.2 |
2,136.3 |
321.9 |
14.9% |
49.3 |
2.3% |
7% |
False |
False |
27,379 |
| 60 |
2,458.2 |
2,136.3 |
321.9 |
14.9% |
46.2 |
2.1% |
7% |
False |
False |
18,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,374.8 |
|
2.618 |
2,304.4 |
|
1.618 |
2,261.3 |
|
1.000 |
2,234.7 |
|
0.618 |
2,218.2 |
|
HIGH |
2,191.6 |
|
0.618 |
2,175.1 |
|
0.500 |
2,170.1 |
|
0.382 |
2,165.0 |
|
LOW |
2,148.5 |
|
0.618 |
2,121.9 |
|
1.000 |
2,105.4 |
|
1.618 |
2,078.8 |
|
2.618 |
2,035.7 |
|
4.250 |
1,965.3 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,170.1 |
2,194.9 |
| PP |
2,165.9 |
2,182.4 |
| S1 |
2,161.7 |
2,170.0 |
|