| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,796.8 |
1,827.9 |
31.1 |
1.7% |
1,808.0 |
| High |
1,832.4 |
1,833.8 |
1.4 |
0.1% |
1,836.9 |
| Low |
1,793.7 |
1,821.3 |
27.6 |
1.5% |
1,782.0 |
| Close |
1,825.4 |
1,825.4 |
0.0 |
0.0% |
1,800.2 |
| Range |
38.7 |
12.5 |
-26.2 |
-67.7% |
54.9 |
| ATR |
26.8 |
25.8 |
-1.0 |
-3.8% |
0.0 |
| Volume |
197,496 |
110,177 |
-87,319 |
-44.2% |
796,565 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,864.3 |
1,857.4 |
1,832.3 |
|
| R3 |
1,851.8 |
1,844.9 |
1,828.8 |
|
| R2 |
1,839.3 |
1,839.3 |
1,827.7 |
|
| R1 |
1,832.4 |
1,832.4 |
1,826.5 |
1,829.6 |
| PP |
1,826.8 |
1,826.8 |
1,826.8 |
1,825.5 |
| S1 |
1,819.9 |
1,819.9 |
1,824.3 |
1,817.1 |
| S2 |
1,814.3 |
1,814.3 |
1,823.1 |
|
| S3 |
1,801.8 |
1,807.4 |
1,822.0 |
|
| S4 |
1,789.3 |
1,794.9 |
1,818.5 |
|
|
| 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 |
1,833.8 |
1,782.0 |
51.8 |
2.8% |
24.9 |
1.4% |
84% |
True |
False |
141,566 |
| 10 |
1,836.9 |
1,782.0 |
54.9 |
3.0% |
24.2 |
1.3% |
79% |
False |
False |
145,754 |
| 20 |
1,836.9 |
1,733.5 |
103.4 |
5.7% |
25.5 |
1.4% |
89% |
False |
False |
145,739 |
| 40 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
25.8 |
1.4% |
94% |
False |
False |
91,863 |
| 60 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
26.5 |
1.5% |
94% |
False |
False |
63,366 |
| 80 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
26.1 |
1.4% |
94% |
False |
False |
48,266 |
| 100 |
1,836.9 |
1,632.3 |
204.6 |
11.2% |
25.0 |
1.4% |
94% |
False |
False |
39,034 |
| 120 |
1,843.2 |
1,632.3 |
210.9 |
11.6% |
24.7 |
1.4% |
92% |
False |
False |
32,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,886.9 |
|
2.618 |
1,866.5 |
|
1.618 |
1,854.0 |
|
1.000 |
1,846.3 |
|
0.618 |
1,841.5 |
|
HIGH |
1,833.8 |
|
0.618 |
1,829.0 |
|
0.500 |
1,827.6 |
|
0.382 |
1,826.1 |
|
LOW |
1,821.3 |
|
0.618 |
1,813.6 |
|
1.000 |
1,808.8 |
|
1.618 |
1,801.1 |
|
2.618 |
1,788.6 |
|
4.250 |
1,768.2 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,827.6 |
1,821.4 |
| PP |
1,826.8 |
1,817.5 |
| S1 |
1,826.1 |
1,813.5 |
|