| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,175.3860 |
1,216.0350 |
40.6490 |
3.5% |
1,259.7240 |
| High |
1,227.4730 |
1,220.6610 |
-6.8120 |
-0.6% |
1,347.9160 |
| Low |
1,152.4650 |
1,204.5210 |
52.0560 |
4.5% |
1,186.5350 |
| Close |
1,216.0270 |
1,211.8350 |
-4.1920 |
-0.3% |
1,194.9960 |
| Range |
75.0080 |
16.1400 |
-58.8680 |
-78.5% |
161.3810 |
| ATR |
69.7878 |
65.9558 |
-3.8320 |
-5.5% |
0.0000 |
| Volume |
633,195 |
386,273 |
-246,922 |
-39.0% |
2,870,610 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.7590 |
1,252.4370 |
1,220.7120 |
|
| R3 |
1,244.6190 |
1,236.2970 |
1,216.2735 |
|
| R2 |
1,228.4790 |
1,228.4790 |
1,214.7940 |
|
| R1 |
1,220.1570 |
1,220.1570 |
1,213.3145 |
1,216.2480 |
| PP |
1,212.3390 |
1,212.3390 |
1,212.3390 |
1,210.3845 |
| S1 |
1,204.0170 |
1,204.0170 |
1,210.3555 |
1,200.1080 |
| S2 |
1,196.1990 |
1,196.1990 |
1,208.8760 |
|
| S3 |
1,180.0590 |
1,187.8770 |
1,207.3965 |
|
| S4 |
1,163.9190 |
1,171.7370 |
1,202.9580 |
|
|
| 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 |
1,314.2170 |
1,152.4650 |
161.7520 |
13.3% |
55.3120 |
4.6% |
37% |
False |
False |
496,201 |
| 10 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.1% |
55.3307 |
4.6% |
30% |
False |
False |
493,960 |
| 20 |
1,347.9160 |
1,125.8440 |
222.0720 |
18.3% |
54.6593 |
4.5% |
39% |
False |
False |
475,032 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
87.3904 |
7.2% |
23% |
False |
False |
697,060 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
78.6848 |
6.5% |
23% |
False |
False |
646,885 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
58.6% |
86.2021 |
7.1% |
19% |
False |
False |
661,979 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
78.5% |
92.9252 |
7.7% |
14% |
False |
False |
654,510 |
| 120 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
83.9% |
100.8003 |
8.3% |
20% |
False |
False |
671,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.2560 |
|
2.618 |
1,262.9155 |
|
1.618 |
1,246.7755 |
|
1.000 |
1,236.8010 |
|
0.618 |
1,230.6355 |
|
HIGH |
1,220.6610 |
|
0.618 |
1,214.4955 |
|
0.500 |
1,212.5910 |
|
0.382 |
1,210.6865 |
|
LOW |
1,204.5210 |
|
0.618 |
1,194.5465 |
|
1.000 |
1,188.3810 |
|
1.618 |
1,178.4065 |
|
2.618 |
1,162.2665 |
|
4.250 |
1,135.9260 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.5910 |
1,204.5463 |
| PP |
1,212.3390 |
1,197.2577 |
| S1 |
1,212.0870 |
1,189.9690 |
|