| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,835.5 |
1,826.0 |
-9.5 |
-0.5% |
1,892.0 |
| High |
1,849.5 |
1,828.4 |
-21.1 |
-1.1% |
1,894.9 |
| Low |
1,807.9 |
1,768.2 |
-39.7 |
-2.2% |
1,795.8 |
| Close |
1,821.5 |
1,775.1 |
-46.4 |
-2.5% |
1,797.2 |
| Range |
41.6 |
60.2 |
18.6 |
44.7% |
99.1 |
| ATR |
44.3 |
45.4 |
1.1 |
2.6% |
0.0 |
| Volume |
69,888 |
64,824 |
-5,064 |
-7.2% |
938,852 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.2 |
1,933.3 |
1,808.2 |
|
| R3 |
1,911.0 |
1,873.1 |
1,791.7 |
|
| R2 |
1,850.8 |
1,850.8 |
1,786.1 |
|
| R1 |
1,812.9 |
1,812.9 |
1,780.6 |
1,801.8 |
| PP |
1,790.6 |
1,790.6 |
1,790.6 |
1,785.0 |
| S1 |
1,752.7 |
1,752.7 |
1,769.6 |
1,741.6 |
| S2 |
1,730.4 |
1,730.4 |
1,764.1 |
|
| S3 |
1,670.2 |
1,692.5 |
1,758.5 |
|
| S4 |
1,610.0 |
1,632.3 |
1,742.0 |
|
|
| 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 |
1,768.2 |
123.1 |
6.9% |
48.3 |
2.7% |
6% |
False |
True |
169,411 |
| 10 |
1,902.3 |
1,768.2 |
134.1 |
7.6% |
46.9 |
2.6% |
5% |
False |
True |
177,986 |
| 20 |
1,906.1 |
1,768.2 |
137.9 |
7.8% |
40.5 |
2.3% |
5% |
False |
True |
170,843 |
| 40 |
1,913.3 |
1,695.3 |
218.0 |
12.3% |
45.6 |
2.6% |
37% |
False |
False |
201,062 |
| 60 |
1,913.3 |
1,643.8 |
269.5 |
15.2% |
50.4 |
2.8% |
49% |
False |
False |
221,127 |
| 80 |
1,979.6 |
1,643.8 |
335.8 |
18.9% |
49.6 |
2.8% |
39% |
False |
False |
196,281 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
22.3% |
47.3 |
2.7% |
33% |
False |
False |
157,064 |
| 120 |
2,038.8 |
1,643.8 |
395.0 |
22.3% |
46.0 |
2.6% |
33% |
False |
False |
130,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.3 |
|
2.618 |
1,986.0 |
|
1.618 |
1,925.8 |
|
1.000 |
1,888.6 |
|
0.618 |
1,865.6 |
|
HIGH |
1,828.4 |
|
0.618 |
1,805.4 |
|
0.500 |
1,798.3 |
|
0.382 |
1,791.2 |
|
LOW |
1,768.2 |
|
0.618 |
1,731.0 |
|
1.000 |
1,708.0 |
|
1.618 |
1,670.8 |
|
2.618 |
1,610.6 |
|
4.250 |
1,512.4 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.3 |
1,829.8 |
| PP |
1,790.6 |
1,811.5 |
| S1 |
1,782.8 |
1,793.3 |
|