Trading Metrics calculated at close of trading on 19-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,848.0 |
3,821.0 |
-27.0 |
-0.7% |
3,926.0 |
High |
3,858.0 |
3,840.0 |
-18.0 |
-0.5% |
4,043.0 |
Low |
3,788.0 |
3,795.0 |
7.0 |
0.2% |
3,788.0 |
Close |
3,808.0 |
3,818.0 |
10.0 |
0.3% |
3,808.0 |
Range |
70.0 |
45.0 |
-25.0 |
-35.7% |
255.0 |
ATR |
58.9 |
57.9 |
-1.0 |
-1.7% |
0.0 |
Volume |
1,339,974 |
520,193 |
-819,781 |
-61.2% |
7,977,543 |
|
Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,952.7 |
3,930.3 |
3,842.8 |
|
R3 |
3,907.7 |
3,885.3 |
3,830.4 |
|
R2 |
3,862.7 |
3,862.7 |
3,826.3 |
|
R1 |
3,840.3 |
3,840.3 |
3,822.1 |
3,829.0 |
PP |
3,817.7 |
3,817.7 |
3,817.7 |
3,812.0 |
S1 |
3,795.3 |
3,795.3 |
3,813.9 |
3,784.0 |
S2 |
3,772.7 |
3,772.7 |
3,809.8 |
|
S3 |
3,727.7 |
3,750.3 |
3,805.6 |
|
S4 |
3,682.7 |
3,705.3 |
3,793.3 |
|
|
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% |
83.6 |
2.2% |
12% |
False |
False |
1,379,151 |
10 |
4,043.0 |
3,788.0 |
255.0 |
6.7% |
61.5 |
1.6% |
12% |
False |
False |
955,583 |
20 |
4,043.0 |
3,788.0 |
255.0 |
6.7% |
49.4 |
1.3% |
12% |
False |
False |
493,055 |
40 |
4,043.0 |
3,513.0 |
530.0 |
13.9% |
51.7 |
1.4% |
58% |
False |
False |
248,448 |
60 |
4,043.0 |
3,250.0 |
793.0 |
20.8% |
56.4 |
1.5% |
72% |
False |
False |
166,108 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.8% |
51.8 |
1.4% |
72% |
False |
False |
124,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,031.3 |
2.618 |
3,957.8 |
1.618 |
3,912.8 |
1.000 |
3,885.0 |
0.618 |
3,867.8 |
HIGH |
3,840.0 |
0.618 |
3,822.8 |
0.500 |
3,817.5 |
0.382 |
3,812.2 |
LOW |
3,795.0 |
0.618 |
3,767.2 |
1.000 |
3,750.0 |
1.618 |
3,722.2 |
2.618 |
3,677.2 |
4.250 |
3,603.8 |
|
|
Fisher Pivots for day following 19-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,817.8 |
3,882.5 |
PP |
3,817.7 |
3,861.0 |
S1 |
3,817.5 |
3,839.5 |
|