| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,210.8610 |
1,186.6840 |
-24.1770 |
-2.0% |
1,195.0040 |
| High |
1,214.4760 |
1,205.0380 |
-9.4380 |
-0.8% |
1,231.1170 |
| Low |
1,184.2720 |
1,183.8930 |
-0.3790 |
0.0% |
1,152.4650 |
| Close |
1,186.7150 |
1,194.2550 |
7.5400 |
0.6% |
1,221.9410 |
| Range |
30.2040 |
21.1450 |
-9.0590 |
-30.0% |
78.6520 |
| ATR |
56.6835 |
54.1451 |
-2.5385 |
-4.5% |
0.0000 |
| Volume |
484,262 |
375,012 |
-109,250 |
-22.6% |
2,005,983 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.8303 |
1,247.1877 |
1,205.8848 |
|
| R3 |
1,236.6853 |
1,226.0427 |
1,200.0699 |
|
| R2 |
1,215.5403 |
1,215.5403 |
1,198.1316 |
|
| R1 |
1,204.8977 |
1,204.8977 |
1,196.1933 |
1,210.2190 |
| PP |
1,194.3953 |
1,194.3953 |
1,194.3953 |
1,197.0560 |
| S1 |
1,183.7527 |
1,183.7527 |
1,192.3167 |
1,189.0740 |
| S2 |
1,173.2503 |
1,173.2503 |
1,190.3784 |
|
| S3 |
1,152.1053 |
1,162.6077 |
1,188.4401 |
|
| S4 |
1,130.9603 |
1,141.4627 |
1,182.6253 |
|
|
| 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 |
1,183.8930 |
48.8060 |
4.1% |
28.3026 |
2.4% |
21% |
False |
True |
437,753 |
| 10 |
1,314.2170 |
1,152.4650 |
161.7520 |
13.5% |
41.8073 |
3.5% |
26% |
False |
False |
466,977 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.4% |
45.6555 |
3.8% |
21% |
False |
False |
458,018 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
49.5% |
79.3837 |
6.6% |
20% |
False |
False |
635,233 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
49.5% |
75.5672 |
6.3% |
20% |
False |
False |
631,431 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
59.4% |
81.4776 |
6.8% |
16% |
False |
False |
635,666 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
79.7% |
88.6654 |
7.4% |
12% |
False |
False |
648,098 |
| 120 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
85.1% |
98.3015 |
8.2% |
18% |
False |
False |
663,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.9043 |
|
2.618 |
1,260.3956 |
|
1.618 |
1,239.2506 |
|
1.000 |
1,226.1830 |
|
0.618 |
1,218.1056 |
|
HIGH |
1,205.0380 |
|
0.618 |
1,196.9606 |
|
0.500 |
1,194.4655 |
|
0.382 |
1,191.9704 |
|
LOW |
1,183.8930 |
|
0.618 |
1,170.8254 |
|
1.000 |
1,162.7480 |
|
1.618 |
1,149.6804 |
|
2.618 |
1,128.5354 |
|
4.250 |
1,094.0268 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.4655 |
1,208.2960 |
| PP |
1,194.3953 |
1,203.6157 |
| S1 |
1,194.3252 |
1,198.9353 |
|