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 |
3,933.00 |
3,989.25 |
56.25 |
1.4% |
4,074.00 |
High |
3,992.75 |
4,145.00 |
152.25 |
3.8% |
4,075.75 |
Low |
3,924.50 |
3,985.00 |
60.50 |
1.5% |
3,914.00 |
Close |
3,991.75 |
4,022.25 |
30.50 |
0.8% |
3,936.25 |
Range |
68.25 |
160.00 |
91.75 |
134.4% |
161.75 |
ATR |
75.39 |
81.44 |
6.04 |
8.0% |
0.00 |
Volume |
1,619,977 |
1,419,560 |
-200,417 |
-12.4% |
8,571,938 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,530.75 |
4,436.50 |
4,110.25 |
|
R3 |
4,370.75 |
4,276.50 |
4,066.25 |
|
R2 |
4,210.75 |
4,210.75 |
4,051.50 |
|
R1 |
4,116.50 |
4,116.50 |
4,037.00 |
4,163.50 |
PP |
4,050.75 |
4,050.75 |
4,050.75 |
4,074.25 |
S1 |
3,956.50 |
3,956.50 |
4,007.50 |
4,003.50 |
S2 |
3,890.75 |
3,890.75 |
3,993.00 |
|
S3 |
3,730.75 |
3,796.50 |
3,978.25 |
|
S4 |
3,570.75 |
3,636.50 |
3,934.25 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.50 |
4,360.25 |
4,025.25 |
|
R3 |
4,298.75 |
4,198.50 |
3,980.75 |
|
R2 |
4,137.00 |
4,137.00 |
3,966.00 |
|
R1 |
4,036.75 |
4,036.75 |
3,951.00 |
4,006.00 |
PP |
3,975.25 |
3,975.25 |
3,975.25 |
3,960.00 |
S1 |
3,875.00 |
3,875.00 |
3,921.50 |
3,844.25 |
S2 |
3,813.50 |
3,813.50 |
3,906.50 |
|
S3 |
3,651.75 |
3,713.25 |
3,891.75 |
|
S4 |
3,490.00 |
3,551.50 |
3,847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,145.00 |
3,914.00 |
231.00 |
5.7% |
79.50 |
2.0% |
47% |
True |
False |
1,648,937 |
10 |
4,145.00 |
3,914.00 |
231.00 |
5.7% |
86.50 |
2.1% |
47% |
True |
False |
1,777,532 |
20 |
4,145.00 |
3,912.50 |
232.50 |
5.8% |
71.25 |
1.8% |
47% |
True |
False |
1,590,768 |
40 |
4,145.00 |
3,641.50 |
503.50 |
12.5% |
83.75 |
2.1% |
76% |
True |
False |
1,850,661 |
60 |
4,145.00 |
3,502.00 |
643.00 |
16.0% |
91.50 |
2.3% |
81% |
True |
False |
2,072,005 |
80 |
4,239.00 |
3,502.00 |
737.00 |
18.3% |
89.75 |
2.2% |
71% |
False |
False |
1,775,657 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.0% |
84.50 |
2.1% |
62% |
False |
False |
1,421,388 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.0% |
84.00 |
2.1% |
62% |
False |
False |
1,184,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,825.00 |
2.618 |
4,564.00 |
1.618 |
4,404.00 |
1.000 |
4,305.00 |
0.618 |
4,244.00 |
HIGH |
4,145.00 |
0.618 |
4,084.00 |
0.500 |
4,065.00 |
0.382 |
4,046.00 |
LOW |
3,985.00 |
0.618 |
3,886.00 |
1.000 |
3,825.00 |
1.618 |
3,726.00 |
2.618 |
3,566.00 |
4.250 |
3,305.00 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,065.00 |
4,034.75 |
PP |
4,050.75 |
4,030.50 |
S1 |
4,036.50 |
4,026.50 |
|