| 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 |
1,798.8 |
1,820.0 |
21.2 |
1.2% |
1,892.0 |
| High |
1,823.1 |
1,891.3 |
68.2 |
3.7% |
1,894.9 |
| Low |
1,791.1 |
1,816.6 |
25.5 |
1.4% |
1,795.8 |
| Close |
1,819.9 |
1,834.1 |
14.2 |
0.8% |
1,797.2 |
| Range |
32.0 |
74.7 |
42.7 |
133.4% |
99.1 |
| ATR |
42.2 |
44.5 |
2.3 |
5.5% |
0.0 |
| Volume |
281,623 |
218,694 |
-62,929 |
-22.3% |
938,852 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.4 |
2,027.5 |
1,875.2 |
|
| R3 |
1,996.7 |
1,952.8 |
1,854.6 |
|
| R2 |
1,922.0 |
1,922.0 |
1,847.8 |
|
| R1 |
1,878.1 |
1,878.1 |
1,840.9 |
1,900.1 |
| PP |
1,847.3 |
1,847.3 |
1,847.3 |
1,858.3 |
| S1 |
1,803.4 |
1,803.4 |
1,827.3 |
1,825.4 |
| S2 |
1,772.6 |
1,772.6 |
1,820.4 |
|
| S3 |
1,697.9 |
1,728.7 |
1,813.6 |
|
| S4 |
1,623.2 |
1,654.0 |
1,793.0 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.6 |
2,061.0 |
1,851.7 |
|
| R3 |
2,027.5 |
1,961.9 |
1,824.5 |
|
| R2 |
1,928.4 |
1,928.4 |
1,815.4 |
|
| R1 |
1,862.8 |
1,862.8 |
1,806.3 |
1,846.1 |
| PP |
1,829.3 |
1,829.3 |
1,829.3 |
1,820.9 |
| S1 |
1,763.7 |
1,763.7 |
1,788.1 |
1,747.0 |
| S2 |
1,730.2 |
1,730.2 |
1,779.0 |
|
| S3 |
1,631.1 |
1,664.6 |
1,769.9 |
|
| S4 |
1,532.0 |
1,565.5 |
1,742.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,891.3 |
1,791.1 |
100.2 |
5.5% |
40.8 |
2.2% |
43% |
True |
False |
212,316 |
| 10 |
1,906.1 |
1,791.1 |
115.0 |
6.3% |
47.5 |
2.6% |
37% |
False |
False |
212,671 |
| 20 |
1,913.3 |
1,791.1 |
122.2 |
6.7% |
40.1 |
2.2% |
35% |
False |
False |
185,111 |
| 40 |
1,913.3 |
1,695.3 |
218.0 |
11.9% |
45.9 |
2.5% |
64% |
False |
False |
210,546 |
| 60 |
1,913.3 |
1,643.8 |
269.5 |
14.7% |
50.6 |
2.8% |
71% |
False |
False |
225,802 |
| 80 |
1,979.6 |
1,643.8 |
335.8 |
18.3% |
49.3 |
2.7% |
57% |
False |
False |
194,601 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.5% |
46.7 |
2.5% |
48% |
False |
False |
155,725 |
| 120 |
2,038.8 |
1,643.8 |
395.0 |
21.5% |
45.9 |
2.5% |
48% |
False |
False |
129,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.8 |
|
2.618 |
2,086.9 |
|
1.618 |
2,012.2 |
|
1.000 |
1,966.0 |
|
0.618 |
1,937.5 |
|
HIGH |
1,891.3 |
|
0.618 |
1,862.8 |
|
0.500 |
1,854.0 |
|
0.382 |
1,845.1 |
|
LOW |
1,816.6 |
|
0.618 |
1,770.4 |
|
1.000 |
1,741.9 |
|
1.618 |
1,695.7 |
|
2.618 |
1,621.0 |
|
4.250 |
1,499.1 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,854.0 |
1,841.2 |
| PP |
1,847.3 |
1,838.8 |
| S1 |
1,840.7 |
1,836.5 |
|