| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,695.40 |
16,520.62 |
-174.78 |
-1.0% |
16,833.36 |
| High |
16,769.85 |
16,652.69 |
-117.16 |
-0.7% |
17,011.26 |
| Low |
16,470.82 |
16,477.17 |
6.35 |
0.0% |
16,331.29 |
| Close |
16,520.62 |
16,593.34 |
72.72 |
0.4% |
16,811.74 |
| Range |
299.03 |
175.52 |
-123.51 |
-41.3% |
679.97 |
| ATR |
511.51 |
487.51 |
-24.00 |
-4.7% |
0.00 |
| Volume |
40,284 |
34,563 |
-5,721 |
-14.2% |
174,009 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,100.96 |
17,022.67 |
16,689.88 |
|
| R3 |
16,925.44 |
16,847.15 |
16,641.61 |
|
| R2 |
16,749.92 |
16,749.92 |
16,625.52 |
|
| R1 |
16,671.63 |
16,671.63 |
16,609.43 |
16,710.78 |
| PP |
16,574.40 |
16,574.40 |
16,574.40 |
16,593.97 |
| S1 |
16,496.11 |
16,496.11 |
16,577.25 |
16,535.26 |
| S2 |
16,398.88 |
16,398.88 |
16,561.16 |
|
| S3 |
16,223.36 |
16,320.59 |
16,545.07 |
|
| S4 |
16,047.84 |
16,145.07 |
16,496.80 |
|
|
| 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% |
248.63 |
1.5% |
25% |
False |
False |
37,035 |
| 10 |
17,871.12 |
16,331.29 |
1,539.83 |
9.3% |
371.32 |
2.2% |
17% |
False |
False |
43,093 |
| 20 |
18,335.40 |
16,331.29 |
2,004.11 |
12.1% |
401.03 |
2.4% |
13% |
False |
False |
44,678 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.9% |
725.83 |
4.4% |
18% |
False |
False |
58,754 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.9% |
690.62 |
4.2% |
18% |
False |
False |
56,703 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
43.4% |
794.48 |
4.8% |
15% |
False |
False |
57,536 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
58.4% |
832.67 |
5.0% |
11% |
False |
False |
55,863 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
58.4% |
916.28 |
5.5% |
11% |
False |
False |
55,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,398.65 |
|
2.618 |
17,112.20 |
|
1.618 |
16,936.68 |
|
1.000 |
16,828.21 |
|
0.618 |
16,761.16 |
|
HIGH |
16,652.69 |
|
0.618 |
16,585.64 |
|
0.500 |
16,564.93 |
|
0.382 |
16,544.22 |
|
LOW |
16,477.17 |
|
0.618 |
16,368.70 |
|
1.000 |
16,301.65 |
|
1.618 |
16,193.18 |
|
2.618 |
16,017.66 |
|
4.250 |
15,731.21 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,583.87 |
16,716.58 |
| PP |
16,574.40 |
16,675.50 |
| S1 |
16,564.93 |
16,634.42 |
|