Trading Metrics calculated at close of trading on 13-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,919.0 |
3,943.0 |
24.0 |
0.6% |
3,983.0 |
High |
3,945.0 |
4,037.0 |
92.0 |
2.3% |
3,984.0 |
Low |
3,911.0 |
3,924.0 |
13.0 |
0.3% |
3,903.0 |
Close |
3,927.0 |
3,982.0 |
55.0 |
1.4% |
3,942.0 |
Range |
34.0 |
113.0 |
79.0 |
232.4% |
81.0 |
ATR |
53.2 |
57.5 |
4.3 |
8.0% |
0.0 |
Volume |
2,132,022 |
3,213,100 |
1,081,078 |
50.7% |
4,480,978 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.0 |
4,264.0 |
4,044.2 |
|
R3 |
4,207.0 |
4,151.0 |
4,013.1 |
|
R2 |
4,094.0 |
4,094.0 |
4,002.7 |
|
R1 |
4,038.0 |
4,038.0 |
3,992.4 |
4,066.0 |
PP |
3,981.0 |
3,981.0 |
3,981.0 |
3,995.0 |
S1 |
3,925.0 |
3,925.0 |
3,971.6 |
3,953.0 |
S2 |
3,868.0 |
3,868.0 |
3,961.3 |
|
S3 |
3,755.0 |
3,812.0 |
3,950.9 |
|
S4 |
3,642.0 |
3,699.0 |
3,919.9 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,186.0 |
4,145.0 |
3,986.6 |
|
R3 |
4,105.0 |
4,064.0 |
3,964.3 |
|
R2 |
4,024.0 |
4,024.0 |
3,956.9 |
|
R1 |
3,983.0 |
3,983.0 |
3,949.4 |
3,963.0 |
PP |
3,943.0 |
3,943.0 |
3,943.0 |
3,933.0 |
S1 |
3,902.0 |
3,902.0 |
3,934.6 |
3,882.0 |
S2 |
3,862.0 |
3,862.0 |
3,927.2 |
|
S3 |
3,781.0 |
3,821.0 |
3,919.7 |
|
S4 |
3,700.0 |
3,740.0 |
3,897.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,037.0 |
3,903.0 |
134.0 |
3.4% |
53.2 |
1.3% |
59% |
True |
False |
1,683,381 |
10 |
4,037.0 |
3,903.0 |
134.0 |
3.4% |
53.7 |
1.3% |
59% |
True |
False |
1,275,157 |
20 |
4,037.0 |
3,840.0 |
197.0 |
4.9% |
50.4 |
1.3% |
72% |
True |
False |
1,047,097 |
40 |
4,037.0 |
3,418.0 |
619.0 |
15.5% |
60.0 |
1.5% |
91% |
True |
False |
995,016 |
60 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
70.9 |
1.8% |
93% |
True |
False |
1,025,707 |
80 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
71.1 |
1.8% |
93% |
True |
False |
894,118 |
100 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
65.3 |
1.6% |
93% |
True |
False |
716,180 |
120 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
63.7 |
1.6% |
93% |
True |
False |
598,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,517.3 |
2.618 |
4,332.8 |
1.618 |
4,219.8 |
1.000 |
4,150.0 |
0.618 |
4,106.8 |
HIGH |
4,037.0 |
0.618 |
3,993.8 |
0.500 |
3,980.5 |
0.382 |
3,967.2 |
LOW |
3,924.0 |
0.618 |
3,854.2 |
1.000 |
3,811.0 |
1.618 |
3,741.2 |
2.618 |
3,628.2 |
4.250 |
3,443.8 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,981.5 |
3,978.2 |
PP |
3,981.0 |
3,974.3 |
S1 |
3,980.5 |
3,970.5 |
|