Trading Metrics calculated at close of trading on 27-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
1,214.9520 |
1,216.8250 |
1.8730 |
0.2% |
1,195.0040 |
High |
1,228.3500 |
1,232.6990 |
4.3490 |
0.4% |
1,231.1170 |
Low |
1,213.7020 |
1,203.2300 |
-10.4720 |
-0.9% |
1,152.4650 |
Close |
1,221.9410 |
1,210.8630 |
-11.0780 |
-0.9% |
1,221.9410 |
Range |
14.6480 |
29.4690 |
14.8210 |
101.2% |
78.6520 |
ATR |
60.9705 |
58.7204 |
-2.2501 |
-3.7% |
0.0000 |
Volume |
461,015 |
347,230 |
-113,785 |
-24.7% |
2,005,983 |
|
Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.0043 |
1,286.9027 |
1,227.0710 |
|
R3 |
1,274.5353 |
1,257.4337 |
1,218.9670 |
|
R2 |
1,245.0663 |
1,245.0663 |
1,216.2657 |
|
R1 |
1,227.9647 |
1,227.9647 |
1,213.5643 |
1,221.7810 |
PP |
1,215.5973 |
1,215.5973 |
1,215.5973 |
1,212.5055 |
S1 |
1,198.4957 |
1,198.4957 |
1,208.1617 |
1,192.3120 |
S2 |
1,186.1283 |
1,186.1283 |
1,205.4604 |
|
S3 |
1,156.6593 |
1,169.0267 |
1,202.7590 |
|
S4 |
1,127.1903 |
1,139.5577 |
1,194.6551 |
|
|
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 |
1,232.6990 |
1,152.4650 |
80.2340 |
6.6% |
36.2624 |
3.0% |
73% |
True |
False |
469,792 |
10 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.1% |
49.9947 |
4.1% |
30% |
False |
False |
521,979 |
20 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.1% |
50.6070 |
4.2% |
30% |
False |
False |
482,327 |
40 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
82.3271 |
6.8% |
23% |
False |
False |
630,500 |
60 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
76.7313 |
6.3% |
23% |
False |
False |
626,098 |
80 |
1,787.3340 |
1,077.4100 |
709.9240 |
58.6% |
83.6565 |
6.9% |
19% |
False |
False |
645,007 |
100 |
2,028.6500 |
1,077.4100 |
951.2400 |
78.6% |
90.9978 |
7.5% |
14% |
False |
False |
648,001 |
120 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
84.0% |
99.5061 |
8.2% |
20% |
False |
False |
663,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.9423 |
2.618 |
1,309.8488 |
1.618 |
1,280.3798 |
1.000 |
1,262.1680 |
0.618 |
1,250.9108 |
HIGH |
1,232.6990 |
0.618 |
1,221.4418 |
0.500 |
1,217.9645 |
0.382 |
1,214.4872 |
LOW |
1,203.2300 |
0.618 |
1,185.0182 |
1.000 |
1,173.7610 |
1.618 |
1,155.5492 |
2.618 |
1,126.0802 |
4.250 |
1,077.9868 |
|
|
Fisher Pivots for day following 27-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1,217.9645 |
1,210.2035 |
PP |
1,215.5973 |
1,209.5440 |
S1 |
1,213.2302 |
1,208.8845 |
|