| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,793.90 |
16,832.37 |
38.47 |
0.2% |
16,833.36 |
| High |
16,903.59 |
16,962.33 |
58.74 |
0.3% |
17,011.26 |
| Low |
16,772.97 |
16,614.66 |
-158.31 |
-0.9% |
16,331.29 |
| Close |
16,811.74 |
16,695.39 |
-116.35 |
-0.7% |
16,811.74 |
| Range |
130.62 |
347.67 |
217.05 |
166.2% |
679.97 |
| ATR |
541.71 |
527.85 |
-13.86 |
-2.6% |
0.00 |
| Volume |
37,310 |
35,886 |
-1,424 |
-3.8% |
174,009 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,800.47 |
17,595.60 |
16,886.61 |
|
| R3 |
17,452.80 |
17,247.93 |
16,791.00 |
|
| R2 |
17,105.13 |
17,105.13 |
16,759.13 |
|
| R1 |
16,900.26 |
16,900.26 |
16,727.26 |
16,828.86 |
| PP |
16,757.46 |
16,757.46 |
16,757.46 |
16,721.76 |
| S1 |
16,552.59 |
16,552.59 |
16,663.52 |
16,481.19 |
| S2 |
16,409.79 |
16,409.79 |
16,631.65 |
|
| S3 |
16,062.12 |
16,204.92 |
16,599.78 |
|
| S4 |
15,714.45 |
15,857.25 |
16,504.17 |
|
|
| 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 |
4.1% |
327.19 |
2.0% |
54% |
False |
False |
41,893 |
| 10 |
18,335.40 |
16,331.29 |
2,004.11 |
12.0% |
470.90 |
2.8% |
18% |
False |
False |
52,715 |
| 20 |
18,335.40 |
16,099.23 |
2,236.17 |
13.4% |
433.29 |
2.6% |
27% |
False |
False |
46,894 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.6% |
741.06 |
4.4% |
20% |
False |
False |
57,816 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.6% |
709.27 |
4.2% |
20% |
False |
False |
56,770 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
43.1% |
814.61 |
4.9% |
16% |
False |
False |
58,108 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
58.0% |
851.65 |
5.1% |
12% |
False |
False |
55,868 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
58.0% |
936.25 |
5.6% |
12% |
False |
False |
55,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,439.93 |
|
2.618 |
17,872.53 |
|
1.618 |
17,524.86 |
|
1.000 |
17,310.00 |
|
0.618 |
17,177.19 |
|
HIGH |
16,962.33 |
|
0.618 |
16,829.52 |
|
0.500 |
16,788.50 |
|
0.382 |
16,747.47 |
|
LOW |
16,614.66 |
|
0.618 |
16,399.80 |
|
1.000 |
16,266.99 |
|
1.618 |
16,052.13 |
|
2.618 |
15,704.46 |
|
4.250 |
15,137.06 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,788.50 |
16,766.43 |
| PP |
16,757.46 |
16,742.75 |
| S1 |
16,726.43 |
16,719.07 |
|