Trading Metrics calculated at close of trading on 20-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,821.0 |
3,813.0 |
-8.0 |
-0.2% |
3,926.0 |
High |
3,840.0 |
3,825.0 |
-15.0 |
-0.4% |
4,043.0 |
Low |
3,795.0 |
3,753.0 |
-42.0 |
-1.1% |
3,788.0 |
Close |
3,818.0 |
3,803.0 |
-15.0 |
-0.4% |
3,808.0 |
Range |
45.0 |
72.0 |
27.0 |
60.0% |
255.0 |
ATR |
57.9 |
58.9 |
1.0 |
1.7% |
0.0 |
Volume |
520,193 |
553,510 |
33,317 |
6.4% |
7,977,543 |
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,009.7 |
3,978.3 |
3,842.6 |
|
R3 |
3,937.7 |
3,906.3 |
3,822.8 |
|
R2 |
3,865.7 |
3,865.7 |
3,816.2 |
|
R1 |
3,834.3 |
3,834.3 |
3,809.6 |
3,814.0 |
PP |
3,793.7 |
3,793.7 |
3,793.7 |
3,783.5 |
S1 |
3,762.3 |
3,762.3 |
3,796.4 |
3,742.0 |
S2 |
3,721.7 |
3,721.7 |
3,789.8 |
|
S3 |
3,649.7 |
3,690.3 |
3,783.2 |
|
S4 |
3,577.7 |
3,618.3 |
3,763.4 |
|
|
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 |
3,994.0 |
3,753.0 |
241.0 |
6.3% |
75.2 |
2.0% |
21% |
False |
True |
1,008,650 |
10 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
64.1 |
1.7% |
17% |
False |
True |
1,008,351 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
50.9 |
1.3% |
17% |
False |
True |
518,417 |
40 |
4,043.0 |
3,569.0 |
474.0 |
12.5% |
51.7 |
1.4% |
49% |
False |
False |
262,285 |
60 |
4,043.0 |
3,250.0 |
793.0 |
20.9% |
55.9 |
1.5% |
70% |
False |
False |
175,331 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.9% |
52.0 |
1.4% |
70% |
False |
False |
131,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,131.0 |
2.618 |
4,013.5 |
1.618 |
3,941.5 |
1.000 |
3,897.0 |
0.618 |
3,869.5 |
HIGH |
3,825.0 |
0.618 |
3,797.5 |
0.500 |
3,789.0 |
0.382 |
3,780.5 |
LOW |
3,753.0 |
0.618 |
3,708.5 |
1.000 |
3,681.0 |
1.618 |
3,636.5 |
2.618 |
3,564.5 |
4.250 |
3,447.0 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,798.3 |
3,805.5 |
PP |
3,793.7 |
3,804.7 |
S1 |
3,789.0 |
3,803.8 |
|