| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,275.2630 |
1,319.2900 |
44.0270 |
3.5% |
1,291.2980 |
| High |
1,343.8190 |
1,347.9160 |
4.0970 |
0.3% |
1,304.1970 |
| Low |
1,256.1850 |
1,302.3270 |
46.1420 |
3.7% |
1,221.1010 |
| Close |
1,319.3560 |
1,311.0730 |
-8.2830 |
-0.6% |
1,259.7240 |
| Range |
87.6340 |
45.5890 |
-42.0450 |
-48.0% |
83.0960 |
| ATR |
73.3332 |
71.3514 |
-1.9817 |
-2.7% |
0.0000 |
| Volume |
652,180 |
757,110 |
104,930 |
16.1% |
1,986,929 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,457.2057 |
1,429.7283 |
1,336.1470 |
|
| R3 |
1,411.6167 |
1,384.1393 |
1,323.6100 |
|
| R2 |
1,366.0277 |
1,366.0277 |
1,319.4310 |
|
| R1 |
1,338.5503 |
1,338.5503 |
1,315.2520 |
1,329.4945 |
| PP |
1,320.4387 |
1,320.4387 |
1,320.4387 |
1,315.9108 |
| S1 |
1,292.9613 |
1,292.9613 |
1,306.8940 |
1,283.9055 |
| S2 |
1,274.8497 |
1,274.8497 |
1,302.7150 |
|
| S3 |
1,229.2607 |
1,247.3723 |
1,298.5360 |
|
| S4 |
1,183.6717 |
1,201.7833 |
1,285.9991 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.9620 |
1,468.4390 |
1,305.4268 |
|
| R3 |
1,427.8660 |
1,385.3430 |
1,282.5754 |
|
| R2 |
1,344.7700 |
1,344.7700 |
1,274.9583 |
|
| R1 |
1,302.2470 |
1,302.2470 |
1,267.3411 |
1,281.9605 |
| PP |
1,261.6740 |
1,261.6740 |
1,261.6740 |
1,251.5308 |
| S1 |
1,219.1510 |
1,219.1510 |
1,252.1069 |
1,198.8645 |
| S2 |
1,178.5780 |
1,178.5780 |
1,244.4897 |
|
| S3 |
1,095.4820 |
1,136.0550 |
1,236.8726 |
|
| S4 |
1,012.3860 |
1,052.9590 |
1,214.0212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.9160 |
1,223.3640 |
124.5520 |
9.5% |
55.3494 |
4.2% |
70% |
True |
False |
491,719 |
| 10 |
1,347.9160 |
1,221.1010 |
126.8150 |
9.7% |
49.5037 |
3.8% |
71% |
True |
False |
449,060 |
| 20 |
1,347.9160 |
1,077.4100 |
270.5060 |
20.6% |
59.0347 |
4.5% |
86% |
True |
False |
489,439 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
45.1% |
89.6591 |
6.8% |
40% |
False |
False |
701,247 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
45.1% |
81.6912 |
6.2% |
40% |
False |
False |
672,829 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
54.1% |
89.7403 |
6.8% |
33% |
False |
False |
670,488 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
72.6% |
98.7030 |
7.5% |
25% |
False |
False |
668,475 |
| 120 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
78.3% |
102.4660 |
7.8% |
30% |
False |
False |
681,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,541.6693 |
|
2.618 |
1,467.2680 |
|
1.618 |
1,421.6790 |
|
1.000 |
1,393.5050 |
|
0.618 |
1,376.0900 |
|
HIGH |
1,347.9160 |
|
0.618 |
1,330.5010 |
|
0.500 |
1,325.1215 |
|
0.382 |
1,319.7420 |
|
LOW |
1,302.3270 |
|
0.618 |
1,274.1530 |
|
1.000 |
1,256.7380 |
|
1.618 |
1,228.5640 |
|
2.618 |
1,182.9750 |
|
4.250 |
1,108.5738 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.1215 |
1,305.6568 |
| PP |
1,320.4387 |
1,300.2407 |
| S1 |
1,315.7558 |
1,294.8245 |
|