Trading Metrics calculated at close of trading on 15-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,987.0 |
3,960.0 |
-27.0 |
-0.7% |
3,988.0 |
High |
3,994.0 |
3,977.0 |
-17.0 |
-0.4% |
3,989.0 |
Low |
3,951.0 |
3,831.0 |
-120.0 |
-3.0% |
3,908.0 |
Close |
3,983.0 |
3,839.0 |
-144.0 |
-3.6% |
3,947.0 |
Range |
43.0 |
146.0 |
103.0 |
239.5% |
81.0 |
ATR |
50.8 |
58.0 |
7.2 |
14.2% |
0.0 |
Volume |
1,122,914 |
1,506,661 |
383,747 |
34.2% |
1,105,535 |
|
Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.3 |
4,225.7 |
3,919.3 |
|
R3 |
4,174.3 |
4,079.7 |
3,879.2 |
|
R2 |
4,028.3 |
4,028.3 |
3,865.8 |
|
R1 |
3,933.7 |
3,933.7 |
3,852.4 |
3,908.0 |
PP |
3,882.3 |
3,882.3 |
3,882.3 |
3,869.5 |
S1 |
3,787.7 |
3,787.7 |
3,825.6 |
3,762.0 |
S2 |
3,736.3 |
3,736.3 |
3,812.2 |
|
S3 |
3,590.3 |
3,641.7 |
3,798.9 |
|
S4 |
3,444.3 |
3,495.7 |
3,758.7 |
|
|
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 |
3,831.0 |
212.0 |
5.5% |
76.6 |
2.0% |
4% |
False |
True |
1,443,691 |
10 |
4,043.0 |
3,831.0 |
212.0 |
5.5% |
59.3 |
1.5% |
4% |
False |
True |
779,562 |
20 |
4,043.0 |
3,831.0 |
212.0 |
5.5% |
46.9 |
1.2% |
4% |
False |
True |
400,404 |
40 |
4,043.0 |
3,430.0 |
613.0 |
16.0% |
52.5 |
1.4% |
67% |
False |
False |
201,999 |
60 |
4,043.0 |
3,250.0 |
793.0 |
20.7% |
56.6 |
1.5% |
74% |
False |
False |
135,107 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.7% |
50.5 |
1.3% |
74% |
False |
False |
101,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.5 |
2.618 |
4,359.2 |
1.618 |
4,213.2 |
1.000 |
4,123.0 |
0.618 |
4,067.2 |
HIGH |
3,977.0 |
0.618 |
3,921.2 |
0.500 |
3,904.0 |
0.382 |
3,886.8 |
LOW |
3,831.0 |
0.618 |
3,740.8 |
1.000 |
3,685.0 |
1.618 |
3,594.8 |
2.618 |
3,448.8 |
4.250 |
3,210.5 |
|
|
Fisher Pivots for day following 15-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,904.0 |
3,937.0 |
PP |
3,882.3 |
3,904.3 |
S1 |
3,860.7 |
3,871.7 |
|