| 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 |
1,792.3 |
1,822.6 |
30.3 |
1.7% |
1,810.5 |
| High |
1,836.9 |
1,825.4 |
-11.5 |
-0.6% |
1,822.9 |
| Low |
1,791.8 |
1,806.2 |
14.4 |
0.8% |
1,778.1 |
| Close |
1,825.5 |
1,818.7 |
-6.8 |
-0.4% |
1,810.7 |
| Range |
45.1 |
19.2 |
-25.9 |
-57.4% |
44.8 |
| ATR |
27.0 |
26.4 |
-0.5 |
-2.0% |
0.0 |
| Volume |
230,911 |
143,804 |
-87,107 |
-37.7% |
730,454 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.4 |
1,865.7 |
1,829.3 |
|
| R3 |
1,855.2 |
1,846.5 |
1,824.0 |
|
| R2 |
1,836.0 |
1,836.0 |
1,822.2 |
|
| R1 |
1,827.3 |
1,827.3 |
1,820.5 |
1,822.1 |
| PP |
1,816.8 |
1,816.8 |
1,816.8 |
1,814.1 |
| S1 |
1,808.1 |
1,808.1 |
1,816.9 |
1,802.9 |
| S2 |
1,797.6 |
1,797.6 |
1,815.2 |
|
| S3 |
1,778.4 |
1,788.9 |
1,813.4 |
|
| S4 |
1,759.2 |
1,769.7 |
1,808.1 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.3 |
1,919.3 |
1,835.3 |
|
| R3 |
1,893.5 |
1,874.5 |
1,823.0 |
|
| R2 |
1,848.7 |
1,848.7 |
1,818.9 |
|
| R1 |
1,829.7 |
1,829.7 |
1,814.8 |
1,839.2 |
| PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,808.7 |
| S1 |
1,784.9 |
1,784.9 |
1,806.6 |
1,794.4 |
| S2 |
1,759.1 |
1,759.1 |
1,802.5 |
|
| S3 |
1,714.3 |
1,740.1 |
1,798.4 |
|
| S4 |
1,669.5 |
1,695.3 |
1,786.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,836.9 |
1,789.0 |
47.9 |
2.6% |
23.4 |
1.3% |
62% |
False |
False |
149,941 |
| 10 |
1,836.9 |
1,778.1 |
58.8 |
3.2% |
26.1 |
1.4% |
69% |
False |
False |
162,282 |
| 20 |
1,836.9 |
1,733.5 |
103.4 |
5.7% |
23.7 |
1.3% |
82% |
False |
False |
122,118 |
| 40 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
26.3 |
1.4% |
91% |
False |
False |
75,168 |
| 60 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
26.9 |
1.5% |
91% |
False |
False |
51,720 |
| 80 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
25.9 |
1.4% |
91% |
False |
False |
39,484 |
| 100 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
24.7 |
1.4% |
91% |
False |
False |
32,007 |
| 120 |
1,872.8 |
1,632.3 |
240.5 |
13.2% |
24.5 |
1.3% |
78% |
False |
False |
26,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,907.0 |
|
2.618 |
1,875.7 |
|
1.618 |
1,856.5 |
|
1.000 |
1,844.6 |
|
0.618 |
1,837.3 |
|
HIGH |
1,825.4 |
|
0.618 |
1,818.1 |
|
0.500 |
1,815.8 |
|
0.382 |
1,813.5 |
|
LOW |
1,806.2 |
|
0.618 |
1,794.3 |
|
1.000 |
1,787.0 |
|
1.618 |
1,775.1 |
|
2.618 |
1,755.9 |
|
4.250 |
1,724.6 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,817.7 |
1,816.8 |
| PP |
1,816.8 |
1,814.9 |
| S1 |
1,815.8 |
1,813.0 |
|