| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
2,247.1 |
2,244.4 |
-2.7 |
-0.1% |
2,169.0 |
| High |
2,252.6 |
2,272.3 |
19.7 |
0.9% |
2,245.0 |
| Low |
2,229.8 |
2,237.6 |
7.8 |
0.3% |
2,102.3 |
| Close |
2,247.8 |
2,246.9 |
-0.9 |
0.0% |
2,236.9 |
| Range |
22.8 |
34.7 |
11.9 |
52.2% |
142.7 |
| ATR |
52.2 |
50.9 |
-1.2 |
-2.4% |
0.0 |
| Volume |
132,269 |
122,020 |
-10,249 |
-7.7% |
812,612 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.4 |
2,336.3 |
2,266.0 |
|
| R3 |
2,321.7 |
2,301.6 |
2,256.4 |
|
| R2 |
2,287.0 |
2,287.0 |
2,253.3 |
|
| R1 |
2,266.9 |
2,266.9 |
2,250.1 |
2,277.0 |
| PP |
2,252.3 |
2,252.3 |
2,252.3 |
2,257.3 |
| S1 |
2,232.2 |
2,232.2 |
2,243.7 |
2,242.3 |
| S2 |
2,217.6 |
2,217.6 |
2,240.5 |
|
| S3 |
2,182.9 |
2,197.5 |
2,237.4 |
|
| S4 |
2,148.2 |
2,162.8 |
2,227.8 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,622.8 |
2,572.6 |
2,315.4 |
|
| R3 |
2,480.1 |
2,429.9 |
2,276.1 |
|
| R2 |
2,337.4 |
2,337.4 |
2,263.1 |
|
| R1 |
2,287.2 |
2,287.2 |
2,250.0 |
2,312.3 |
| PP |
2,194.7 |
2,194.7 |
2,194.7 |
2,207.3 |
| S1 |
2,144.5 |
2,144.5 |
2,223.8 |
2,169.6 |
| S2 |
2,052.0 |
2,052.0 |
2,210.7 |
|
| S3 |
1,909.3 |
2,001.8 |
2,197.7 |
|
| S4 |
1,766.6 |
1,859.1 |
2,158.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,275.2 |
2,220.1 |
55.1 |
2.5% |
30.9 |
1.4% |
49% |
False |
False |
133,228 |
| 10 |
2,275.2 |
2,102.3 |
172.9 |
7.7% |
48.9 |
2.2% |
84% |
False |
False |
196,846 |
| 20 |
2,277.3 |
2,102.3 |
175.0 |
7.8% |
55.0 |
2.4% |
83% |
False |
False |
168,667 |
| 40 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
53.4 |
2.4% |
41% |
False |
False |
84,690 |
| 60 |
2,458.2 |
2,102.3 |
355.9 |
15.8% |
47.4 |
2.1% |
41% |
False |
False |
56,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,419.8 |
|
2.618 |
2,363.1 |
|
1.618 |
2,328.4 |
|
1.000 |
2,307.0 |
|
0.618 |
2,293.7 |
|
HIGH |
2,272.3 |
|
0.618 |
2,259.0 |
|
0.500 |
2,255.0 |
|
0.382 |
2,250.9 |
|
LOW |
2,237.6 |
|
0.618 |
2,216.2 |
|
1.000 |
2,202.9 |
|
1.618 |
2,181.5 |
|
2.618 |
2,146.8 |
|
4.250 |
2,090.1 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.0 |
2,252.5 |
| PP |
2,252.3 |
2,250.6 |
| S1 |
2,249.6 |
2,248.8 |
|