| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
17,763.43 |
17,827.00 |
63.57 |
0.4% |
17,011.59 |
| High |
18,335.40 |
17,871.12 |
-464.28 |
-2.5% |
17,400.10 |
| Low |
17,706.25 |
17,338.10 |
-368.15 |
-2.1% |
16,726.35 |
| Close |
17,827.00 |
17,394.29 |
-432.71 |
-2.4% |
17,110.47 |
| Range |
629.15 |
533.02 |
-96.13 |
-15.3% |
673.75 |
| ATR |
645.60 |
637.56 |
-8.04 |
-1.2% |
0.00 |
| Volume |
89,166 |
66,352 |
-22,814 |
-25.6% |
177,050 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,133.56 |
18,796.95 |
17,687.45 |
|
| R3 |
18,600.54 |
18,263.93 |
17,540.87 |
|
| R2 |
18,067.52 |
18,067.52 |
17,492.01 |
|
| R1 |
17,730.91 |
17,730.91 |
17,443.15 |
17,632.71 |
| PP |
17,534.50 |
17,534.50 |
17,534.50 |
17,485.40 |
| S1 |
17,197.89 |
17,197.89 |
17,345.43 |
17,099.69 |
| S2 |
17,001.48 |
17,001.48 |
17,296.57 |
|
| S3 |
16,468.46 |
16,664.87 |
17,247.71 |
|
| S4 |
15,935.44 |
16,131.85 |
17,101.13 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,100.22 |
18,779.10 |
17,481.03 |
|
| R3 |
18,426.47 |
18,105.35 |
17,295.75 |
|
| R2 |
17,752.72 |
17,752.72 |
17,233.99 |
|
| R1 |
17,431.60 |
17,431.60 |
17,172.23 |
17,592.16 |
| PP |
17,078.97 |
17,078.97 |
17,078.97 |
17,159.26 |
| S1 |
16,757.85 |
16,757.85 |
17,048.71 |
16,918.41 |
| S2 |
16,405.22 |
16,405.22 |
16,986.95 |
|
| S3 |
15,731.47 |
16,084.10 |
16,925.19 |
|
| S4 |
15,057.72 |
15,410.35 |
16,739.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,335.40 |
16,884.32 |
1,451.08 |
8.3% |
514.94 |
3.0% |
35% |
False |
False |
55,317 |
| 10 |
18,335.40 |
16,726.35 |
1,609.05 |
9.3% |
448.58 |
2.6% |
42% |
False |
False |
46,204 |
| 20 |
18,335.40 |
15,516.53 |
2,818.87 |
16.2% |
505.05 |
2.9% |
67% |
False |
False |
46,037 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
34.2% |
794.55 |
4.6% |
32% |
False |
False |
60,237 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
34.2% |
786.98 |
4.5% |
32% |
False |
False |
61,202 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
41.4% |
854.79 |
4.9% |
26% |
False |
False |
58,678 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
55.7% |
914.52 |
5.3% |
19% |
False |
False |
56,298 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
55.7% |
986.45 |
5.7% |
19% |
False |
False |
56,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,136.46 |
|
2.618 |
19,266.57 |
|
1.618 |
18,733.55 |
|
1.000 |
18,404.14 |
|
0.618 |
18,200.53 |
|
HIGH |
17,871.12 |
|
0.618 |
17,667.51 |
|
0.500 |
17,604.61 |
|
0.382 |
17,541.71 |
|
LOW |
17,338.10 |
|
0.618 |
17,008.69 |
|
1.000 |
16,805.08 |
|
1.618 |
16,475.67 |
|
2.618 |
15,942.65 |
|
4.250 |
15,072.77 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
17,604.61 |
17,718.64 |
| PP |
17,534.50 |
17,610.52 |
| S1 |
17,464.40 |
17,502.41 |
|