Trading Metrics calculated at close of trading on 20-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
1,795.29 |
1,787.73 |
-7.56 |
-0.4% |
1,799.40 |
High |
1,798.02 |
1,820.06 |
22.04 |
1.2% |
1,823.77 |
Low |
1,784.34 |
1,784.91 |
0.57 |
0.0% |
1,774.92 |
Close |
1,787.77 |
1,817.84 |
30.07 |
1.7% |
1,793.09 |
Range |
13.68 |
35.15 |
21.47 |
156.9% |
48.85 |
ATR |
22.80 |
23.68 |
0.88 |
3.9% |
0.00 |
Volume |
10,902 |
10,871 |
-31 |
-0.3% |
54,024 |
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.05 |
1,900.60 |
1,837.17 |
|
R3 |
1,877.90 |
1,865.45 |
1,827.51 |
|
R2 |
1,842.75 |
1,842.75 |
1,824.28 |
|
R1 |
1,830.30 |
1,830.30 |
1,821.06 |
1,836.53 |
PP |
1,807.60 |
1,807.60 |
1,807.60 |
1,810.72 |
S1 |
1,795.15 |
1,795.15 |
1,814.62 |
1,801.38 |
S2 |
1,772.45 |
1,772.45 |
1,811.40 |
|
S3 |
1,737.30 |
1,760.00 |
1,808.17 |
|
S4 |
1,702.15 |
1,724.85 |
1,798.51 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.81 |
1,917.30 |
1,819.96 |
|
R3 |
1,894.96 |
1,868.45 |
1,806.52 |
|
R2 |
1,846.11 |
1,846.11 |
1,802.05 |
|
R1 |
1,819.60 |
1,819.60 |
1,797.57 |
1,808.43 |
PP |
1,797.26 |
1,797.26 |
1,797.26 |
1,791.68 |
S1 |
1,770.75 |
1,770.75 |
1,788.61 |
1,759.58 |
S2 |
1,748.41 |
1,748.41 |
1,784.13 |
|
S3 |
1,699.56 |
1,721.90 |
1,779.66 |
|
S4 |
1,650.71 |
1,673.05 |
1,766.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,820.06 |
1,774.92 |
45.14 |
2.5% |
23.02 |
1.3% |
95% |
True |
False |
10,863 |
10 |
1,823.77 |
1,768.70 |
55.07 |
3.0% |
23.00 |
1.3% |
89% |
False |
False |
10,397 |
20 |
1,823.77 |
1,732.99 |
90.78 |
5.0% |
22.66 |
1.2% |
93% |
False |
False |
9,375 |
40 |
1,823.77 |
1,617.06 |
206.71 |
11.4% |
23.76 |
1.3% |
97% |
False |
False |
8,530 |
60 |
1,823.77 |
1,616.14 |
207.63 |
11.4% |
24.50 |
1.3% |
97% |
False |
False |
8,436 |
80 |
1,823.77 |
1,616.14 |
207.63 |
11.4% |
24.37 |
1.3% |
97% |
False |
False |
8,335 |
100 |
1,823.77 |
1,616.14 |
207.63 |
11.4% |
23.22 |
1.3% |
97% |
False |
False |
7,853 |
120 |
1,823.77 |
1,616.14 |
207.63 |
11.4% |
23.12 |
1.3% |
97% |
False |
False |
7,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.45 |
2.618 |
1,912.08 |
1.618 |
1,876.93 |
1.000 |
1,855.21 |
0.618 |
1,841.78 |
HIGH |
1,820.06 |
0.618 |
1,806.63 |
0.500 |
1,802.49 |
0.382 |
1,798.34 |
LOW |
1,784.91 |
0.618 |
1,763.19 |
1.000 |
1,749.76 |
1.618 |
1,728.04 |
2.618 |
1,692.89 |
4.250 |
1,635.52 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1,812.72 |
1,811.09 |
PP |
1,807.60 |
1,804.33 |
S1 |
1,802.49 |
1,797.58 |
|