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 |
3,960.0 |
3,848.0 |
-112.0 |
-2.8% |
3,926.0 |
High |
3,977.0 |
3,858.0 |
-119.0 |
-3.0% |
4,043.0 |
Low |
3,831.0 |
3,788.0 |
-43.0 |
-1.1% |
3,788.0 |
Close |
3,839.0 |
3,808.0 |
-31.0 |
-0.8% |
3,808.0 |
Range |
146.0 |
70.0 |
-76.0 |
-52.1% |
255.0 |
ATR |
58.0 |
58.9 |
0.9 |
1.5% |
0.0 |
Volume |
1,506,661 |
1,339,974 |
-166,687 |
-11.1% |
7,977,543 |
|
Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,028.0 |
3,988.0 |
3,846.5 |
|
R3 |
3,958.0 |
3,918.0 |
3,827.3 |
|
R2 |
3,888.0 |
3,888.0 |
3,820.8 |
|
R1 |
3,848.0 |
3,848.0 |
3,814.4 |
3,833.0 |
PP |
3,818.0 |
3,818.0 |
3,818.0 |
3,810.5 |
S1 |
3,778.0 |
3,778.0 |
3,801.6 |
3,763.0 |
S2 |
3,748.0 |
3,748.0 |
3,795.2 |
|
S3 |
3,678.0 |
3,708.0 |
3,788.8 |
|
S4 |
3,608.0 |
3,638.0 |
3,769.5 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.7 |
4,481.3 |
3,948.3 |
|
R3 |
4,389.7 |
4,226.3 |
3,878.1 |
|
R2 |
4,134.7 |
4,134.7 |
3,854.8 |
|
R1 |
3,971.3 |
3,971.3 |
3,831.4 |
3,925.5 |
PP |
3,879.7 |
3,879.7 |
3,879.7 |
3,856.8 |
S1 |
3,716.3 |
3,716.3 |
3,784.6 |
3,670.5 |
S2 |
3,624.7 |
3,624.7 |
3,761.3 |
|
S3 |
3,369.7 |
3,461.3 |
3,737.9 |
|
S4 |
3,114.7 |
3,206.3 |
3,667.8 |
|
|
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 |
3,788.0 |
255.0 |
6.7% |
81.4 |
2.1% |
8% |
False |
True |
1,595,508 |
10 |
4,043.0 |
3,788.0 |
255.0 |
6.7% |
61.0 |
1.6% |
8% |
False |
True |
908,307 |
20 |
4,043.0 |
3,788.0 |
255.0 |
6.7% |
48.0 |
1.3% |
8% |
False |
True |
467,388 |
40 |
4,043.0 |
3,485.0 |
558.0 |
14.7% |
52.2 |
1.4% |
58% |
False |
False |
235,444 |
60 |
4,043.0 |
3,250.0 |
793.0 |
20.8% |
56.5 |
1.5% |
70% |
False |
False |
157,440 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.8% |
51.2 |
1.3% |
70% |
False |
False |
118,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,155.5 |
2.618 |
4,041.3 |
1.618 |
3,971.3 |
1.000 |
3,928.0 |
0.618 |
3,901.3 |
HIGH |
3,858.0 |
0.618 |
3,831.3 |
0.500 |
3,823.0 |
0.382 |
3,814.7 |
LOW |
3,788.0 |
0.618 |
3,744.7 |
1.000 |
3,718.0 |
1.618 |
3,674.7 |
2.618 |
3,604.7 |
4.250 |
3,490.5 |
|
|
Fisher Pivots for day following 16-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,823.0 |
3,891.0 |
PP |
3,818.0 |
3,863.3 |
S1 |
3,813.0 |
3,835.7 |
|