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 |
3,989.25 |
4,021.75 |
32.50 |
0.8% |
4,074.00 |
High |
4,145.00 |
4,073.25 |
-71.75 |
-1.7% |
4,075.75 |
Low |
3,985.00 |
3,965.25 |
-19.75 |
-0.5% |
3,914.00 |
Close |
4,022.25 |
3,998.00 |
-24.25 |
-0.6% |
3,936.25 |
Range |
160.00 |
108.00 |
-52.00 |
-32.5% |
161.75 |
ATR |
81.44 |
83.33 |
1.90 |
2.3% |
0.00 |
Volume |
1,419,560 |
712,439 |
-707,121 |
-49.8% |
8,571,938 |
|
Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,336.25 |
4,275.00 |
4,057.50 |
|
R3 |
4,228.25 |
4,167.00 |
4,027.75 |
|
R2 |
4,120.25 |
4,120.25 |
4,017.75 |
|
R1 |
4,059.00 |
4,059.00 |
4,008.00 |
4,035.50 |
PP |
4,012.25 |
4,012.25 |
4,012.25 |
4,000.50 |
S1 |
3,951.00 |
3,951.00 |
3,988.00 |
3,927.50 |
S2 |
3,904.25 |
3,904.25 |
3,978.25 |
|
S3 |
3,796.25 |
3,843.00 |
3,968.25 |
|
S4 |
3,688.25 |
3,735.00 |
3,938.50 |
|
|
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 |
3,916.00 |
229.00 |
5.7% |
91.50 |
2.3% |
36% |
False |
False |
1,440,130 |
10 |
4,145.00 |
3,914.00 |
231.00 |
5.8% |
82.00 |
2.1% |
36% |
False |
False |
1,600,777 |
20 |
4,145.00 |
3,912.50 |
232.50 |
5.8% |
72.00 |
1.8% |
37% |
False |
False |
1,514,863 |
40 |
4,145.00 |
3,641.50 |
503.50 |
12.6% |
84.50 |
2.1% |
71% |
False |
False |
1,799,800 |
60 |
4,145.00 |
3,502.00 |
643.00 |
16.1% |
91.75 |
2.3% |
77% |
False |
False |
2,044,591 |
80 |
4,234.25 |
3,502.00 |
732.25 |
18.3% |
90.00 |
2.3% |
68% |
False |
False |
1,784,508 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
85.00 |
2.1% |
59% |
False |
False |
1,428,500 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
83.75 |
2.1% |
59% |
False |
False |
1,190,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.25 |
2.618 |
4,356.00 |
1.618 |
4,248.00 |
1.000 |
4,181.25 |
0.618 |
4,140.00 |
HIGH |
4,073.25 |
0.618 |
4,032.00 |
0.500 |
4,019.25 |
0.382 |
4,006.50 |
LOW |
3,965.25 |
0.618 |
3,898.50 |
1.000 |
3,857.25 |
1.618 |
3,790.50 |
2.618 |
3,682.50 |
4.250 |
3,506.25 |
|
|
Fisher Pivots for day following 14-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,019.25 |
4,034.75 |
PP |
4,012.25 |
4,022.50 |
S1 |
4,005.00 |
4,010.25 |
|