| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,264.1280 |
1,195.0040 |
-69.1240 |
-5.5% |
1,259.7240 |
| High |
1,279.0920 |
1,197.1880 |
-81.9040 |
-6.4% |
1,347.9160 |
| Low |
1,186.5350 |
1,156.4850 |
-30.0500 |
-2.5% |
1,186.5350 |
| Close |
1,194.9960 |
1,175.4930 |
-19.5030 |
-1.6% |
1,194.9960 |
| Range |
92.5570 |
40.7030 |
-51.8540 |
-56.0% |
161.3810 |
| ATR |
71.5927 |
69.3863 |
-2.2064 |
-3.1% |
0.0000 |
| Volume |
811,492 |
4,251 |
-807,241 |
-99.5% |
2,870,610 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.4977 |
1,277.6983 |
1,197.8797 |
|
| R3 |
1,257.7947 |
1,236.9953 |
1,186.6863 |
|
| R2 |
1,217.0917 |
1,217.0917 |
1,182.9552 |
|
| R1 |
1,196.2923 |
1,196.2923 |
1,179.2241 |
1,186.3405 |
| PP |
1,176.3887 |
1,176.3887 |
1,176.3887 |
1,171.4128 |
| S1 |
1,155.5893 |
1,155.5893 |
1,171.7619 |
1,145.6375 |
| S2 |
1,135.6857 |
1,135.6857 |
1,168.0308 |
|
| S3 |
1,094.9827 |
1,114.8863 |
1,164.2997 |
|
| S4 |
1,054.2797 |
1,074.1833 |
1,153.1064 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.2920 |
1,622.5250 |
1,283.7556 |
|
| R3 |
1,565.9110 |
1,461.1440 |
1,239.3758 |
|
| R2 |
1,404.5300 |
1,404.5300 |
1,224.5825 |
|
| R1 |
1,299.7630 |
1,299.7630 |
1,209.7893 |
1,271.4560 |
| PP |
1,243.1490 |
1,243.1490 |
1,243.1490 |
1,228.9955 |
| S1 |
1,138.3820 |
1,138.3820 |
1,180.2027 |
1,110.0750 |
| S2 |
1,081.7680 |
1,081.7680 |
1,165.4095 |
|
| S3 |
920.3870 |
977.0010 |
1,150.6162 |
|
| S4 |
759.0060 |
815.6200 |
1,106.2365 |
|
|
| 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 |
1,156.4850 |
191.4310 |
16.3% |
63.7270 |
5.4% |
10% |
False |
True |
574,165 |
| 10 |
1,347.9160 |
1,156.4850 |
191.4310 |
16.3% |
54.2788 |
4.6% |
10% |
False |
True |
485,618 |
| 20 |
1,347.9160 |
1,077.4100 |
270.5060 |
23.0% |
60.5808 |
5.2% |
36% |
False |
False |
470,827 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
50.3% |
91.5061 |
7.8% |
17% |
False |
False |
703,318 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
50.3% |
80.0366 |
6.8% |
17% |
False |
False |
644,826 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
60.4% |
88.8767 |
7.6% |
14% |
False |
False |
661,317 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
80.9% |
94.6159 |
8.0% |
10% |
False |
False |
653,524 |
| 120 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
87.4% |
101.8207 |
8.7% |
17% |
False |
False |
679,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,370.1758 |
|
2.618 |
1,303.7485 |
|
1.618 |
1,263.0455 |
|
1.000 |
1,237.8910 |
|
0.618 |
1,222.3425 |
|
HIGH |
1,197.1880 |
|
0.618 |
1,181.6395 |
|
0.500 |
1,176.8365 |
|
0.382 |
1,172.0335 |
|
LOW |
1,156.4850 |
|
0.618 |
1,131.3305 |
|
1.000 |
1,115.7820 |
|
1.618 |
1,090.6275 |
|
2.618 |
1,049.9245 |
|
4.250 |
983.4973 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,176.8365 |
1,235.3510 |
| PP |
1,176.3887 |
1,215.3983 |
| S1 |
1,175.9408 |
1,195.4457 |
|