Trading Metrics calculated at close of trading on 21-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,813.0 |
3,820.0 |
7.0 |
0.2% |
3,926.0 |
High |
3,825.0 |
3,884.0 |
59.0 |
1.5% |
4,043.0 |
Low |
3,753.0 |
3,815.0 |
62.0 |
1.7% |
3,788.0 |
Close |
3,803.0 |
3,875.0 |
72.0 |
1.9% |
3,808.0 |
Range |
72.0 |
69.0 |
-3.0 |
-4.2% |
255.0 |
ATR |
58.9 |
60.5 |
1.6 |
2.7% |
0.0 |
Volume |
553,510 |
636,423 |
82,913 |
15.0% |
7,977,543 |
|
Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,065.0 |
4,039.0 |
3,913.0 |
|
R3 |
3,996.0 |
3,970.0 |
3,894.0 |
|
R2 |
3,927.0 |
3,927.0 |
3,887.7 |
|
R1 |
3,901.0 |
3,901.0 |
3,881.3 |
3,914.0 |
PP |
3,858.0 |
3,858.0 |
3,858.0 |
3,864.5 |
S1 |
3,832.0 |
3,832.0 |
3,868.7 |
3,845.0 |
S2 |
3,789.0 |
3,789.0 |
3,862.4 |
|
S3 |
3,720.0 |
3,763.0 |
3,856.0 |
|
S4 |
3,651.0 |
3,694.0 |
3,837.1 |
|
|
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 |
3,977.0 |
3,753.0 |
224.0 |
5.8% |
80.4 |
2.1% |
54% |
False |
False |
911,352 |
10 |
4,043.0 |
3,753.0 |
290.0 |
7.5% |
67.3 |
1.7% |
42% |
False |
False |
1,059,022 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.5% |
53.4 |
1.4% |
42% |
False |
False |
549,781 |
40 |
4,043.0 |
3,570.0 |
473.0 |
12.2% |
52.4 |
1.4% |
64% |
False |
False |
278,195 |
60 |
4,043.0 |
3,250.0 |
793.0 |
20.5% |
55.5 |
1.4% |
79% |
False |
False |
185,935 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.5% |
52.9 |
1.4% |
79% |
False |
False |
139,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,177.3 |
2.618 |
4,064.6 |
1.618 |
3,995.6 |
1.000 |
3,953.0 |
0.618 |
3,926.6 |
HIGH |
3,884.0 |
0.618 |
3,857.6 |
0.500 |
3,849.5 |
0.382 |
3,841.4 |
LOW |
3,815.0 |
0.618 |
3,772.4 |
1.000 |
3,746.0 |
1.618 |
3,703.4 |
2.618 |
3,634.4 |
4.250 |
3,521.8 |
|
|
Fisher Pivots for day following 21-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,866.5 |
3,856.2 |
PP |
3,858.0 |
3,837.3 |
S1 |
3,849.5 |
3,818.5 |
|