| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,789.72 |
16,793.90 |
4.18 |
0.0% |
16,833.36 |
| High |
16,860.84 |
16,903.59 |
42.75 |
0.3% |
17,011.26 |
| Low |
16,570.52 |
16,772.97 |
202.45 |
1.2% |
16,331.29 |
| Close |
16,792.88 |
16,811.74 |
18.86 |
0.1% |
16,811.74 |
| Range |
290.32 |
130.62 |
-159.70 |
-55.0% |
679.97 |
| ATR |
573.33 |
541.71 |
-31.62 |
-5.5% |
0.00 |
| Volume |
37,136 |
37,310 |
174 |
0.5% |
174,009 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,221.29 |
17,147.14 |
16,883.58 |
|
| R3 |
17,090.67 |
17,016.52 |
16,847.66 |
|
| R2 |
16,960.05 |
16,960.05 |
16,835.69 |
|
| R1 |
16,885.90 |
16,885.90 |
16,823.71 |
16,922.98 |
| PP |
16,829.43 |
16,829.43 |
16,829.43 |
16,847.97 |
| S1 |
16,755.28 |
16,755.28 |
16,799.77 |
16,792.36 |
| S2 |
16,698.81 |
16,698.81 |
16,787.79 |
|
| S3 |
16,568.19 |
16,624.66 |
16,775.82 |
|
| S4 |
16,437.57 |
16,494.04 |
16,739.90 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,758.01 |
18,464.84 |
17,185.72 |
|
| R3 |
18,078.04 |
17,784.87 |
16,998.73 |
|
| R2 |
17,398.07 |
17,398.07 |
16,936.40 |
|
| R1 |
17,104.90 |
17,104.90 |
16,874.07 |
16,911.50 |
| PP |
16,718.10 |
16,718.10 |
16,718.10 |
16,621.40 |
| S1 |
16,424.93 |
16,424.93 |
16,749.41 |
16,231.53 |
| S2 |
16,038.13 |
16,038.13 |
16,687.08 |
|
| S3 |
15,358.16 |
15,744.96 |
16,624.75 |
|
| S4 |
14,678.19 |
15,064.99 |
16,437.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,011.26 |
16,331.29 |
679.97 |
4.0% |
323.28 |
1.9% |
71% |
False |
False |
34,801 |
| 10 |
18,335.40 |
16,331.29 |
2,004.11 |
11.9% |
473.27 |
2.8% |
24% |
False |
False |
49,166 |
| 20 |
18,335.40 |
16,014.95 |
2,320.45 |
13.8% |
449.31 |
2.7% |
34% |
False |
False |
45,128 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
749.09 |
4.5% |
22% |
False |
False |
58,512 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
719.05 |
4.3% |
22% |
False |
False |
57,510 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
42.8% |
818.90 |
4.9% |
18% |
False |
False |
58,263 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
57.6% |
857.33 |
5.1% |
13% |
False |
False |
56,108 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
57.6% |
946.31 |
5.6% |
13% |
False |
False |
55,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,458.73 |
|
2.618 |
17,245.55 |
|
1.618 |
17,114.93 |
|
1.000 |
17,034.21 |
|
0.618 |
16,984.31 |
|
HIGH |
16,903.59 |
|
0.618 |
16,853.69 |
|
0.500 |
16,838.28 |
|
0.382 |
16,822.87 |
|
LOW |
16,772.97 |
|
0.618 |
16,692.25 |
|
1.000 |
16,642.35 |
|
1.618 |
16,561.63 |
|
2.618 |
16,431.01 |
|
4.250 |
16,217.84 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,838.28 |
16,789.97 |
| PP |
16,829.43 |
16,768.19 |
| S1 |
16,820.59 |
16,746.42 |
|