Trading Metrics calculated at close of trading on 14-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,943.0 |
3,980.0 |
37.0 |
0.9% |
3,983.0 |
High |
4,037.0 |
3,988.0 |
-49.0 |
-1.2% |
3,984.0 |
Low |
3,924.0 |
3,945.0 |
21.0 |
0.5% |
3,903.0 |
Close |
3,982.0 |
3,977.0 |
-5.0 |
-0.1% |
3,942.0 |
Range |
113.0 |
43.0 |
-70.0 |
-61.9% |
81.0 |
ATR |
57.5 |
56.4 |
-1.0 |
-1.8% |
0.0 |
Volume |
3,213,100 |
1,385,777 |
-1,827,323 |
-56.9% |
4,480,978 |
|
Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,099.0 |
4,081.0 |
4,000.7 |
|
R3 |
4,056.0 |
4,038.0 |
3,988.8 |
|
R2 |
4,013.0 |
4,013.0 |
3,984.9 |
|
R1 |
3,995.0 |
3,995.0 |
3,980.9 |
3,982.5 |
PP |
3,970.0 |
3,970.0 |
3,970.0 |
3,963.8 |
S1 |
3,952.0 |
3,952.0 |
3,973.1 |
3,939.5 |
S2 |
3,927.0 |
3,927.0 |
3,969.1 |
|
S3 |
3,884.0 |
3,909.0 |
3,965.2 |
|
S4 |
3,841.0 |
3,866.0 |
3,953.4 |
|
|
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% |
53.8 |
1.4% |
55% |
False |
False |
1,783,936 |
10 |
4,037.0 |
3,903.0 |
134.0 |
3.4% |
50.8 |
1.3% |
55% |
False |
False |
1,301,663 |
20 |
4,037.0 |
3,840.0 |
197.0 |
5.0% |
48.3 |
1.2% |
70% |
False |
False |
1,059,879 |
40 |
4,037.0 |
3,418.0 |
619.0 |
15.6% |
59.3 |
1.5% |
90% |
False |
False |
1,003,837 |
60 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
69.8 |
1.8% |
93% |
False |
False |
1,032,436 |
80 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
70.6 |
1.8% |
93% |
False |
False |
911,222 |
100 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
65.3 |
1.6% |
93% |
False |
False |
730,033 |
120 |
4,037.0 |
3,236.0 |
801.0 |
20.1% |
63.5 |
1.6% |
93% |
False |
False |
609,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,170.8 |
2.618 |
4,100.6 |
1.618 |
4,057.6 |
1.000 |
4,031.0 |
0.618 |
4,014.6 |
HIGH |
3,988.0 |
0.618 |
3,971.6 |
0.500 |
3,966.5 |
0.382 |
3,961.4 |
LOW |
3,945.0 |
0.618 |
3,918.4 |
1.000 |
3,902.0 |
1.618 |
3,875.4 |
2.618 |
3,832.4 |
4.250 |
3,762.3 |
|
|
Fisher Pivots for day following 14-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,973.5 |
3,976.0 |
PP |
3,970.0 |
3,975.0 |
S1 |
3,966.5 |
3,974.0 |
|