| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,832.37 |
16,695.40 |
-136.97 |
-0.8% |
16,833.36 |
| High |
16,962.33 |
16,769.85 |
-192.48 |
-1.1% |
17,011.26 |
| Low |
16,614.66 |
16,470.82 |
-143.84 |
-0.9% |
16,331.29 |
| Close |
16,695.39 |
16,520.62 |
-174.77 |
-1.0% |
16,811.74 |
| Range |
347.67 |
299.03 |
-48.64 |
-14.0% |
679.97 |
| ATR |
527.85 |
511.51 |
-16.34 |
-3.1% |
0.00 |
| Volume |
35,886 |
40,284 |
4,398 |
12.3% |
174,009 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,484.19 |
17,301.43 |
16,685.09 |
|
| R3 |
17,185.16 |
17,002.40 |
16,602.85 |
|
| R2 |
16,886.13 |
16,886.13 |
16,575.44 |
|
| R1 |
16,703.37 |
16,703.37 |
16,548.03 |
16,645.24 |
| PP |
16,587.10 |
16,587.10 |
16,587.10 |
16,558.03 |
| S1 |
16,404.34 |
16,404.34 |
16,493.21 |
16,346.21 |
| S2 |
16,288.07 |
16,288.07 |
16,465.80 |
|
| S3 |
15,989.04 |
16,105.31 |
16,438.39 |
|
| S4 |
15,690.01 |
15,806.28 |
16,356.15 |
|
|
| 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 |
16,962.33 |
16,470.82 |
491.51 |
3.0% |
251.00 |
1.5% |
10% |
False |
True |
36,646 |
| 10 |
18,335.40 |
16,331.29 |
2,004.11 |
12.1% |
416.68 |
2.5% |
9% |
False |
False |
48,553 |
| 20 |
18,335.40 |
16,331.29 |
2,004.11 |
12.1% |
426.74 |
2.6% |
9% |
False |
False |
46,741 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
36.0% |
729.30 |
4.4% |
17% |
False |
False |
58,812 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
36.0% |
702.50 |
4.3% |
17% |
False |
False |
57,430 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
43.6% |
810.08 |
4.9% |
14% |
False |
False |
58,048 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
58.6% |
844.70 |
5.1% |
10% |
False |
False |
55,524 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
58.6% |
929.13 |
5.6% |
10% |
False |
False |
54,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,040.73 |
|
2.618 |
17,552.71 |
|
1.618 |
17,253.68 |
|
1.000 |
17,068.88 |
|
0.618 |
16,954.65 |
|
HIGH |
16,769.85 |
|
0.618 |
16,655.62 |
|
0.500 |
16,620.34 |
|
0.382 |
16,585.05 |
|
LOW |
16,470.82 |
|
0.618 |
16,286.02 |
|
1.000 |
16,171.79 |
|
1.618 |
15,986.99 |
|
2.618 |
15,687.96 |
|
4.250 |
15,199.94 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,620.34 |
16,716.58 |
| PP |
16,587.10 |
16,651.26 |
| S1 |
16,553.86 |
16,585.94 |
|