| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,818.7 |
1,786.9 |
-31.8 |
-1.7% |
1,808.0 |
| High |
1,819.7 |
1,804.2 |
-15.5 |
-0.9% |
1,836.9 |
| Low |
1,782.0 |
1,783.9 |
1.9 |
0.1% |
1,782.0 |
| Close |
1,787.8 |
1,800.2 |
12.4 |
0.7% |
1,800.2 |
| Range |
37.7 |
20.3 |
-17.4 |
-46.2% |
54.9 |
| ATR |
27.2 |
26.7 |
-0.5 |
-1.8% |
0.0 |
| Volume |
185,317 |
128,751 |
-56,566 |
-30.5% |
796,565 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,857.0 |
1,848.9 |
1,811.4 |
|
| R3 |
1,836.7 |
1,828.6 |
1,805.8 |
|
| R2 |
1,816.4 |
1,816.4 |
1,803.9 |
|
| R1 |
1,808.3 |
1,808.3 |
1,802.1 |
1,812.4 |
| PP |
1,796.1 |
1,796.1 |
1,796.1 |
1,798.1 |
| S1 |
1,788.0 |
1,788.0 |
1,798.3 |
1,792.1 |
| S2 |
1,775.8 |
1,775.8 |
1,796.5 |
|
| S3 |
1,755.5 |
1,767.7 |
1,794.6 |
|
| S4 |
1,735.2 |
1,747.4 |
1,789.0 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.1 |
1,940.5 |
1,830.4 |
|
| R3 |
1,916.2 |
1,885.6 |
1,815.3 |
|
| R2 |
1,861.3 |
1,861.3 |
1,810.3 |
|
| R1 |
1,830.7 |
1,830.7 |
1,805.2 |
1,818.6 |
| PP |
1,806.4 |
1,806.4 |
1,806.4 |
1,800.3 |
| S1 |
1,775.8 |
1,775.8 |
1,795.2 |
1,763.7 |
| S2 |
1,751.5 |
1,751.5 |
1,790.1 |
|
| S3 |
1,696.6 |
1,720.9 |
1,785.1 |
|
| S4 |
1,641.7 |
1,666.0 |
1,770.0 |
|
|
| 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 |
1,782.0 |
54.9 |
3.0% |
28.5 |
1.6% |
33% |
False |
False |
159,313 |
| 10 |
1,836.9 |
1,778.1 |
58.8 |
3.3% |
25.7 |
1.4% |
38% |
False |
False |
152,701 |
| 20 |
1,836.9 |
1,733.5 |
103.4 |
5.7% |
24.9 |
1.4% |
65% |
False |
False |
133,978 |
| 40 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.5 |
1.5% |
82% |
False |
False |
82,835 |
| 60 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.8 |
1.5% |
82% |
False |
False |
56,915 |
| 80 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.1 |
1.5% |
82% |
False |
False |
43,382 |
| 100 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
24.9 |
1.4% |
82% |
False |
False |
35,134 |
| 120 |
1,866.8 |
1,632.3 |
234.5 |
13.0% |
24.7 |
1.4% |
72% |
False |
False |
29,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.5 |
|
2.618 |
1,857.3 |
|
1.618 |
1,837.0 |
|
1.000 |
1,824.5 |
|
0.618 |
1,816.7 |
|
HIGH |
1,804.2 |
|
0.618 |
1,796.4 |
|
0.500 |
1,794.1 |
|
0.382 |
1,791.7 |
|
LOW |
1,783.9 |
|
0.618 |
1,771.4 |
|
1.000 |
1,763.6 |
|
1.618 |
1,751.1 |
|
2.618 |
1,730.8 |
|
4.250 |
1,697.6 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.2 |
1,803.7 |
| PP |
1,796.1 |
1,802.5 |
| S1 |
1,794.1 |
1,801.4 |
|