| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,520.62 |
16,593.35 |
72.73 |
0.4% |
16,832.37 |
| High |
16,652.69 |
16,643.39 |
-9.30 |
-0.1% |
16,962.33 |
| Low |
16,477.17 |
16,373.97 |
-103.20 |
-0.6% |
16,373.97 |
| Close |
16,593.34 |
16,581.61 |
-11.73 |
-0.1% |
16,581.61 |
| Range |
175.52 |
269.42 |
93.90 |
53.5% |
588.36 |
| ATR |
487.51 |
471.93 |
-15.58 |
-3.2% |
0.00 |
| Volume |
34,563 |
43,074 |
8,511 |
24.6% |
153,807 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,341.25 |
17,230.85 |
16,729.79 |
|
| R3 |
17,071.83 |
16,961.43 |
16,655.70 |
|
| R2 |
16,802.41 |
16,802.41 |
16,631.00 |
|
| R1 |
16,692.01 |
16,692.01 |
16,606.31 |
16,612.50 |
| PP |
16,532.99 |
16,532.99 |
16,532.99 |
16,493.24 |
| S1 |
16,422.59 |
16,422.59 |
16,556.91 |
16,343.08 |
| S2 |
16,263.57 |
16,263.57 |
16,532.22 |
|
| S3 |
15,994.15 |
16,153.17 |
16,507.52 |
|
| S4 |
15,724.73 |
15,883.75 |
16,433.43 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,404.38 |
18,081.36 |
16,905.21 |
|
| R3 |
17,816.02 |
17,493.00 |
16,743.41 |
|
| R2 |
17,227.66 |
17,227.66 |
16,689.48 |
|
| R1 |
16,904.64 |
16,904.64 |
16,635.54 |
16,771.97 |
| PP |
16,639.30 |
16,639.30 |
16,639.30 |
16,572.97 |
| S1 |
16,316.28 |
16,316.28 |
16,527.68 |
16,183.61 |
| S2 |
16,050.94 |
16,050.94 |
16,473.74 |
|
| S3 |
15,462.58 |
15,727.92 |
16,419.81 |
|
| S4 |
14,874.22 |
15,139.56 |
16,258.01 |
|
|
| 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 |
16,373.97 |
588.36 |
3.5% |
244.45 |
1.5% |
35% |
False |
True |
38,223 |
| 10 |
17,514.67 |
16,331.29 |
1,183.38 |
7.1% |
344.96 |
2.1% |
21% |
False |
False |
40,765 |
| 20 |
18,335.40 |
16,331.29 |
2,004.11 |
12.1% |
396.77 |
2.4% |
12% |
False |
False |
43,484 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.9% |
715.91 |
4.3% |
18% |
False |
False |
58,142 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.9% |
684.45 |
4.1% |
18% |
False |
False |
56,218 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
43.4% |
787.22 |
4.7% |
15% |
False |
False |
58,066 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
58.4% |
823.82 |
5.0% |
11% |
False |
False |
55,776 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
58.4% |
909.32 |
5.5% |
11% |
False |
False |
55,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,788.43 |
|
2.618 |
17,348.73 |
|
1.618 |
17,079.31 |
|
1.000 |
16,912.81 |
|
0.618 |
16,809.89 |
|
HIGH |
16,643.39 |
|
0.618 |
16,540.47 |
|
0.500 |
16,508.68 |
|
0.382 |
16,476.89 |
|
LOW |
16,373.97 |
|
0.618 |
16,207.47 |
|
1.000 |
16,104.55 |
|
1.618 |
15,938.05 |
|
2.618 |
15,668.63 |
|
4.250 |
15,228.94 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,557.30 |
16,578.38 |
| PP |
16,532.99 |
16,575.14 |
| S1 |
16,508.68 |
16,571.91 |
|