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 |
1,792.33 |
1,806.85 |
14.52 |
0.8% |
1,795.29 |
High |
1,802.81 |
1,829.60 |
26.79 |
1.5% |
1,822.64 |
Low |
1,791.40 |
1,800.70 |
9.30 |
0.5% |
1,784.34 |
Close |
1,798.54 |
1,813.74 |
15.20 |
0.8% |
1,798.54 |
Range |
11.41 |
28.90 |
17.49 |
153.3% |
38.30 |
ATR |
22.74 |
23.33 |
0.59 |
2.6% |
0.00 |
Volume |
11,238 |
10,903 |
-335 |
-3.0% |
55,673 |
|
Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.38 |
1,886.46 |
1,829.64 |
|
R3 |
1,872.48 |
1,857.56 |
1,821.69 |
|
R2 |
1,843.58 |
1,843.58 |
1,819.04 |
|
R1 |
1,828.66 |
1,828.66 |
1,816.39 |
1,836.12 |
PP |
1,814.68 |
1,814.68 |
1,814.68 |
1,818.41 |
S1 |
1,799.76 |
1,799.76 |
1,811.09 |
1,807.22 |
S2 |
1,785.78 |
1,785.78 |
1,808.44 |
|
S3 |
1,756.88 |
1,770.86 |
1,805.79 |
|
S4 |
1,727.98 |
1,741.96 |
1,797.85 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.74 |
1,895.94 |
1,819.61 |
|
R3 |
1,878.44 |
1,857.64 |
1,809.07 |
|
R2 |
1,840.14 |
1,840.14 |
1,805.56 |
|
R1 |
1,819.34 |
1,819.34 |
1,802.05 |
1,829.74 |
PP |
1,801.84 |
1,801.84 |
1,801.84 |
1,807.04 |
S1 |
1,781.04 |
1,781.04 |
1,795.03 |
1,791.44 |
S2 |
1,763.54 |
1,763.54 |
1,791.52 |
|
S3 |
1,725.24 |
1,742.74 |
1,788.01 |
|
S4 |
1,686.94 |
1,704.44 |
1,777.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,829.60 |
1,784.91 |
44.69 |
2.5% |
24.17 |
1.3% |
65% |
True |
False |
11,134 |
10 |
1,829.60 |
1,774.92 |
54.68 |
3.0% |
24.34 |
1.3% |
71% |
True |
False |
10,988 |
20 |
1,829.60 |
1,739.86 |
89.74 |
4.9% |
23.53 |
1.3% |
82% |
True |
False |
9,905 |
40 |
1,829.60 |
1,617.06 |
212.54 |
11.7% |
23.74 |
1.3% |
93% |
True |
False |
8,870 |
60 |
1,829.60 |
1,617.06 |
212.54 |
11.7% |
24.23 |
1.3% |
93% |
True |
False |
8,653 |
80 |
1,829.60 |
1,616.14 |
213.46 |
11.8% |
24.44 |
1.3% |
93% |
True |
False |
8,599 |
100 |
1,829.60 |
1,616.14 |
213.46 |
11.8% |
23.20 |
1.3% |
93% |
True |
False |
8,068 |
120 |
1,829.60 |
1,616.14 |
213.46 |
11.8% |
22.83 |
1.3% |
93% |
True |
False |
7,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.43 |
2.618 |
1,905.26 |
1.618 |
1,876.36 |
1.000 |
1,858.50 |
0.618 |
1,847.46 |
HIGH |
1,829.60 |
0.618 |
1,818.56 |
0.500 |
1,815.15 |
0.382 |
1,811.74 |
LOW |
1,800.70 |
0.618 |
1,782.84 |
1.000 |
1,771.80 |
1.618 |
1,753.94 |
2.618 |
1,725.04 |
4.250 |
1,677.88 |
|
|
Fisher Pivots for day following 27-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1,815.15 |
1,811.66 |
PP |
1,814.68 |
1,809.57 |
S1 |
1,814.21 |
1,807.49 |
|