| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,211.8350 |
1,214.9520 |
3.1170 |
0.3% |
1,195.0040 |
| High |
1,231.1170 |
1,228.3500 |
-2.7670 |
-0.2% |
1,231.1170 |
| Low |
1,185.0700 |
1,213.7020 |
28.6320 |
2.4% |
1,152.4650 |
| Close |
1,214.9780 |
1,221.9410 |
6.9630 |
0.6% |
1,221.9410 |
| Range |
46.0470 |
14.6480 |
-31.3990 |
-68.2% |
78.6520 |
| ATR |
64.5338 |
60.9705 |
-3.5633 |
-5.5% |
0.0000 |
| Volume |
521,249 |
461,015 |
-60,234 |
-11.6% |
2,005,983 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.2750 |
1,258.2560 |
1,229.9974 |
|
| R3 |
1,250.6270 |
1,243.6080 |
1,225.9692 |
|
| R2 |
1,235.9790 |
1,235.9790 |
1,224.6265 |
|
| R1 |
1,228.9600 |
1,228.9600 |
1,223.2837 |
1,232.4695 |
| PP |
1,221.3310 |
1,221.3310 |
1,221.3310 |
1,223.0858 |
| S1 |
1,214.3120 |
1,214.3120 |
1,220.5983 |
1,217.8215 |
| S2 |
1,206.6830 |
1,206.6830 |
1,219.2555 |
|
| S3 |
1,192.0350 |
1,199.6640 |
1,217.9128 |
|
| S4 |
1,177.3870 |
1,185.0160 |
1,213.8846 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.7970 |
1,408.5210 |
1,265.1996 |
|
| R3 |
1,359.1450 |
1,329.8690 |
1,243.5703 |
|
| R2 |
1,280.4930 |
1,280.4930 |
1,236.3605 |
|
| R1 |
1,251.2170 |
1,251.2170 |
1,229.1508 |
1,265.8550 |
| PP |
1,201.8410 |
1,201.8410 |
1,201.8410 |
1,209.1600 |
| S1 |
1,172.5650 |
1,172.5650 |
1,214.7312 |
1,187.2030 |
| S2 |
1,123.1890 |
1,123.1890 |
1,207.5215 |
|
| S3 |
1,044.5370 |
1,093.9130 |
1,200.3117 |
|
| S4 |
965.8850 |
1,015.2610 |
1,178.6824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,231.1170 |
1,152.4650 |
78.6520 |
6.4% |
38.5092 |
3.2% |
88% |
False |
False |
401,196 |
| 10 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.0% |
51.1974 |
4.2% |
36% |
False |
False |
487,659 |
| 20 |
1,347.9160 |
1,151.0730 |
196.8430 |
16.1% |
53.0568 |
4.3% |
36% |
False |
False |
465,253 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.4% |
83.6702 |
6.8% |
24% |
False |
False |
647,058 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.4% |
77.1477 |
6.3% |
24% |
False |
False |
634,464 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
58.1% |
84.1429 |
6.9% |
20% |
False |
False |
649,473 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
77.8% |
91.5130 |
7.5% |
15% |
False |
False |
651,220 |
| 120 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
83.2% |
100.0764 |
8.2% |
21% |
False |
False |
666,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.6040 |
|
2.618 |
1,266.6985 |
|
1.618 |
1,252.0505 |
|
1.000 |
1,242.9980 |
|
0.618 |
1,237.4025 |
|
HIGH |
1,228.3500 |
|
0.618 |
1,222.7545 |
|
0.500 |
1,221.0260 |
|
0.382 |
1,219.2975 |
|
LOW |
1,213.7020 |
|
0.618 |
1,204.6495 |
|
1.000 |
1,199.0540 |
|
1.618 |
1,190.0015 |
|
2.618 |
1,175.3535 |
|
4.250 |
1,151.4480 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,221.6360 |
1,217.3252 |
| PP |
1,221.3310 |
1,212.7093 |
| S1 |
1,221.0260 |
1,208.0935 |
|