Trading Metrics calculated at close of trading on 13-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,926.0 |
3,945.0 |
19.0 |
0.5% |
3,988.0 |
High |
3,951.0 |
4,043.0 |
92.0 |
2.3% |
3,989.0 |
Low |
3,917.0 |
3,929.0 |
12.0 |
0.3% |
3,908.0 |
Close |
3,932.0 |
3,987.0 |
55.0 |
1.4% |
3,947.0 |
Range |
34.0 |
114.0 |
80.0 |
235.3% |
81.0 |
ATR |
46.6 |
51.4 |
4.8 |
10.3% |
0.0 |
Volume |
1,601,977 |
2,406,017 |
804,040 |
50.2% |
1,105,535 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,328.3 |
4,271.7 |
4,049.7 |
|
R3 |
4,214.3 |
4,157.7 |
4,018.4 |
|
R2 |
4,100.3 |
4,100.3 |
4,007.9 |
|
R1 |
4,043.7 |
4,043.7 |
3,997.5 |
4,072.0 |
PP |
3,986.3 |
3,986.3 |
3,986.3 |
4,000.5 |
S1 |
3,929.7 |
3,929.7 |
3,976.6 |
3,958.0 |
S2 |
3,872.3 |
3,872.3 |
3,966.1 |
|
S3 |
3,758.3 |
3,815.7 |
3,955.7 |
|
S4 |
3,644.3 |
3,701.7 |
3,924.3 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.0 |
4,150.0 |
3,991.6 |
|
R3 |
4,110.0 |
4,069.0 |
3,969.3 |
|
R2 |
4,029.0 |
4,029.0 |
3,961.9 |
|
R1 |
3,988.0 |
3,988.0 |
3,954.4 |
3,968.0 |
PP |
3,948.0 |
3,948.0 |
3,948.0 |
3,938.0 |
S1 |
3,907.0 |
3,907.0 |
3,939.6 |
3,887.0 |
S2 |
3,867.0 |
3,867.0 |
3,932.2 |
|
S3 |
3,786.0 |
3,826.0 |
3,924.7 |
|
S4 |
3,705.0 |
3,745.0 |
3,902.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,043.0 |
3,908.0 |
135.0 |
3.4% |
53.0 |
1.3% |
59% |
True |
False |
1,008,053 |
10 |
4,043.0 |
3,908.0 |
135.0 |
3.4% |
52.6 |
1.3% |
59% |
True |
False |
522,147 |
20 |
4,043.0 |
3,848.0 |
195.0 |
4.9% |
42.9 |
1.1% |
71% |
True |
False |
270,075 |
40 |
4,043.0 |
3,430.0 |
613.0 |
15.4% |
49.8 |
1.2% |
91% |
True |
False |
136,262 |
60 |
4,043.0 |
3,250.0 |
793.0 |
19.9% |
55.4 |
1.4% |
93% |
True |
False |
91,282 |
80 |
4,043.0 |
3,250.0 |
793.0 |
19.9% |
48.1 |
1.2% |
93% |
True |
False |
68,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,527.5 |
2.618 |
4,341.5 |
1.618 |
4,227.5 |
1.000 |
4,157.0 |
0.618 |
4,113.5 |
HIGH |
4,043.0 |
0.618 |
3,999.5 |
0.500 |
3,986.0 |
0.382 |
3,972.5 |
LOW |
3,929.0 |
0.618 |
3,858.5 |
1.000 |
3,815.0 |
1.618 |
3,744.5 |
2.618 |
3,630.5 |
4.250 |
3,444.5 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,986.7 |
3,983.2 |
PP |
3,986.3 |
3,979.3 |
S1 |
3,986.0 |
3,975.5 |
|