| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,583.68 |
16,879.78 |
296.10 |
1.8% |
17,110.56 |
| High |
17,011.26 |
16,922.32 |
-88.94 |
-0.5% |
18,335.40 |
| Low |
16,331.29 |
16,734.94 |
403.65 |
2.5% |
16,773.11 |
| Close |
16,879.78 |
16,790.60 |
-89.18 |
-0.5% |
16,833.35 |
| Range |
679.97 |
187.38 |
-492.59 |
-72.4% |
1,562.29 |
| ATR |
626.47 |
595.10 |
-31.36 |
-5.0% |
0.00 |
| Volume |
66,519 |
32,618 |
-33,901 |
-51.0% |
317,658 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,378.09 |
17,271.73 |
16,893.66 |
|
| R3 |
17,190.71 |
17,084.35 |
16,842.13 |
|
| R2 |
17,003.33 |
17,003.33 |
16,824.95 |
|
| R1 |
16,896.97 |
16,896.97 |
16,807.78 |
16,856.46 |
| PP |
16,815.95 |
16,815.95 |
16,815.95 |
16,795.70 |
| S1 |
16,709.59 |
16,709.59 |
16,773.42 |
16,669.08 |
| S2 |
16,628.57 |
16,628.57 |
16,756.25 |
|
| S3 |
16,441.19 |
16,522.21 |
16,739.07 |
|
| S4 |
16,253.81 |
16,334.83 |
16,687.54 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,000.82 |
20,979.38 |
17,692.61 |
|
| R3 |
20,438.53 |
19,417.09 |
17,262.98 |
|
| R2 |
18,876.24 |
18,876.24 |
17,119.77 |
|
| R1 |
17,854.80 |
17,854.80 |
16,976.56 |
17,584.38 |
| PP |
17,313.95 |
17,313.95 |
17,313.95 |
17,178.74 |
| S1 |
16,292.51 |
16,292.51 |
16,690.14 |
16,022.09 |
| S2 |
15,751.66 |
15,751.66 |
16,546.93 |
|
| S3 |
14,189.37 |
14,730.22 |
16,403.72 |
|
| S4 |
12,627.08 |
13,167.93 |
15,974.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,871.12 |
16,331.29 |
1,539.83 |
9.2% |
494.01 |
2.9% |
30% |
False |
False |
49,151 |
| 10 |
18,335.40 |
16,331.29 |
2,004.11 |
11.9% |
503.21 |
3.0% |
23% |
False |
False |
50,121 |
| 20 |
18,335.40 |
16,014.95 |
2,320.45 |
13.8% |
468.46 |
2.8% |
33% |
False |
False |
46,382 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
777.30 |
4.6% |
21% |
False |
False |
60,638 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
745.32 |
4.4% |
21% |
False |
False |
59,201 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
42.9% |
834.46 |
5.0% |
18% |
False |
False |
59,026 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
57.7% |
869.59 |
5.2% |
13% |
False |
False |
56,197 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
57.7% |
960.19 |
5.7% |
13% |
False |
False |
55,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,718.69 |
|
2.618 |
17,412.88 |
|
1.618 |
17,225.50 |
|
1.000 |
17,109.70 |
|
0.618 |
17,038.12 |
|
HIGH |
16,922.32 |
|
0.618 |
16,850.74 |
|
0.500 |
16,828.63 |
|
0.382 |
16,806.52 |
|
LOW |
16,734.94 |
|
0.618 |
16,619.14 |
|
1.000 |
16,547.56 |
|
1.618 |
16,431.76 |
|
2.618 |
16,244.38 |
|
4.250 |
15,938.58 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,828.63 |
16,750.83 |
| PP |
16,815.95 |
16,711.05 |
| S1 |
16,803.28 |
16,671.28 |
|