| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,812.3 |
1,821.8 |
9.5 |
0.5% |
1,808.2 |
| High |
1,827.3 |
1,832.4 |
5.1 |
0.3% |
1,841.9 |
| Low |
1,811.2 |
1,819.8 |
8.6 |
0.5% |
1,804.2 |
| Close |
1,826.0 |
1,826.2 |
0.2 |
0.0% |
1,826.2 |
| Range |
16.1 |
12.6 |
-3.5 |
-21.7% |
37.7 |
| ATR |
25.5 |
24.5 |
-0.9 |
-3.6% |
0.0 |
| Volume |
105,992 |
107,496 |
1,504 |
1.4% |
491,180 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.9 |
1,857.7 |
1,833.1 |
|
| R3 |
1,851.3 |
1,845.1 |
1,829.7 |
|
| R2 |
1,838.7 |
1,838.7 |
1,828.5 |
|
| R1 |
1,832.5 |
1,832.5 |
1,827.4 |
1,835.6 |
| PP |
1,826.1 |
1,826.1 |
1,826.1 |
1,827.7 |
| S1 |
1,819.9 |
1,819.9 |
1,825.0 |
1,823.0 |
| S2 |
1,813.5 |
1,813.5 |
1,823.9 |
|
| S3 |
1,800.9 |
1,807.3 |
1,822.7 |
|
| S4 |
1,788.3 |
1,794.7 |
1,819.3 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,937.2 |
1,919.4 |
1,846.9 |
|
| R3 |
1,899.5 |
1,881.7 |
1,836.6 |
|
| R2 |
1,861.8 |
1,861.8 |
1,833.1 |
|
| R1 |
1,844.0 |
1,844.0 |
1,829.7 |
1,852.9 |
| PP |
1,824.1 |
1,824.1 |
1,824.1 |
1,828.6 |
| S1 |
1,806.3 |
1,806.3 |
1,822.7 |
1,815.2 |
| S2 |
1,786.4 |
1,786.4 |
1,819.3 |
|
| S3 |
1,748.7 |
1,768.6 |
1,815.8 |
|
| S4 |
1,711.0 |
1,730.9 |
1,805.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,841.9 |
1,798.9 |
43.0 |
2.4% |
18.9 |
1.0% |
63% |
False |
False |
119,327 |
| 10 |
1,841.9 |
1,783.9 |
58.0 |
3.2% |
21.8 |
1.2% |
73% |
False |
False |
129,492 |
| 20 |
1,841.9 |
1,778.1 |
63.8 |
3.5% |
24.1 |
1.3% |
75% |
False |
False |
143,845 |
| 40 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
25.5 |
1.4% |
93% |
False |
False |
108,902 |
| 60 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
25.5 |
1.4% |
93% |
False |
False |
75,647 |
| 80 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
26.1 |
1.4% |
93% |
False |
False |
57,708 |
| 100 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
24.9 |
1.4% |
93% |
False |
False |
46,553 |
| 120 |
1,841.9 |
1,632.3 |
209.6 |
11.5% |
24.6 |
1.3% |
93% |
False |
False |
39,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,886.0 |
|
2.618 |
1,865.4 |
|
1.618 |
1,852.8 |
|
1.000 |
1,845.0 |
|
0.618 |
1,840.2 |
|
HIGH |
1,832.4 |
|
0.618 |
1,827.6 |
|
0.500 |
1,826.1 |
|
0.382 |
1,824.6 |
|
LOW |
1,819.8 |
|
0.618 |
1,812.0 |
|
1.000 |
1,807.2 |
|
1.618 |
1,799.4 |
|
2.618 |
1,786.8 |
|
4.250 |
1,766.3 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,826.2 |
1,823.6 |
| PP |
1,826.1 |
1,820.9 |
| S1 |
1,826.1 |
1,818.3 |
|