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 |
4,021.75 |
4,004.25 |
-17.50 |
-0.4% |
4,074.00 |
High |
4,073.25 |
4,010.25 |
-63.00 |
-1.5% |
4,075.75 |
Low |
3,965.25 |
3,878.50 |
-86.75 |
-2.2% |
3,914.00 |
Close |
3,998.00 |
3,897.00 |
-101.00 |
-2.5% |
3,936.25 |
Range |
108.00 |
131.75 |
23.75 |
22.0% |
161.75 |
ATR |
83.33 |
86.79 |
3.46 |
4.1% |
0.00 |
Volume |
712,439 |
560,669 |
-151,770 |
-21.3% |
8,571,938 |
|
Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,323.75 |
4,242.25 |
3,969.50 |
|
R3 |
4,192.00 |
4,110.50 |
3,933.25 |
|
R2 |
4,060.25 |
4,060.25 |
3,921.25 |
|
R1 |
3,978.75 |
3,978.75 |
3,909.00 |
3,953.50 |
PP |
3,928.50 |
3,928.50 |
3,928.50 |
3,916.00 |
S1 |
3,847.00 |
3,847.00 |
3,885.00 |
3,822.00 |
S2 |
3,796.75 |
3,796.75 |
3,872.75 |
|
S3 |
3,665.00 |
3,715.25 |
3,860.75 |
|
S4 |
3,533.25 |
3,583.50 |
3,824.50 |
|
|
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 |
3,878.50 |
266.50 |
6.8% |
105.50 |
2.7% |
7% |
False |
True |
1,210,481 |
10 |
4,145.00 |
3,878.50 |
266.50 |
6.8% |
89.75 |
2.3% |
7% |
False |
True |
1,473,436 |
20 |
4,145.00 |
3,878.50 |
266.50 |
6.8% |
76.00 |
1.9% |
7% |
False |
True |
1,467,772 |
40 |
4,145.00 |
3,641.50 |
503.50 |
12.9% |
85.25 |
2.2% |
51% |
False |
False |
1,755,096 |
60 |
4,145.00 |
3,502.00 |
643.00 |
16.5% |
91.75 |
2.4% |
61% |
False |
False |
2,013,265 |
80 |
4,234.25 |
3,502.00 |
732.25 |
18.8% |
91.25 |
2.3% |
54% |
False |
False |
1,791,420 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
86.00 |
2.2% |
47% |
False |
False |
1,434,095 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
84.50 |
2.2% |
47% |
False |
False |
1,195,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,570.25 |
2.618 |
4,355.25 |
1.618 |
4,223.50 |
1.000 |
4,142.00 |
0.618 |
4,091.75 |
HIGH |
4,010.25 |
0.618 |
3,960.00 |
0.500 |
3,944.50 |
0.382 |
3,928.75 |
LOW |
3,878.50 |
0.618 |
3,797.00 |
1.000 |
3,746.75 |
1.618 |
3,665.25 |
2.618 |
3,533.50 |
4.250 |
3,318.50 |
|
|
Fisher Pivots for day following 15-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,944.50 |
4,011.75 |
PP |
3,928.50 |
3,973.50 |
S1 |
3,912.75 |
3,935.25 |
|