Trading Metrics calculated at close of trading on 22-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,820.0 |
3,870.0 |
50.0 |
1.3% |
3,926.0 |
High |
3,884.0 |
3,895.0 |
11.0 |
0.3% |
4,043.0 |
Low |
3,815.0 |
3,803.0 |
-12.0 |
-0.3% |
3,788.0 |
Close |
3,875.0 |
3,822.0 |
-53.0 |
-1.4% |
3,808.0 |
Range |
69.0 |
92.0 |
23.0 |
33.3% |
255.0 |
ATR |
60.5 |
62.7 |
2.3 |
3.7% |
0.0 |
Volume |
636,423 |
418,779 |
-217,644 |
-34.2% |
7,977,543 |
|
Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,116.0 |
4,061.0 |
3,872.6 |
|
R3 |
4,024.0 |
3,969.0 |
3,847.3 |
|
R2 |
3,932.0 |
3,932.0 |
3,838.9 |
|
R1 |
3,877.0 |
3,877.0 |
3,830.4 |
3,858.5 |
PP |
3,840.0 |
3,840.0 |
3,840.0 |
3,830.8 |
S1 |
3,785.0 |
3,785.0 |
3,813.6 |
3,766.5 |
S2 |
3,748.0 |
3,748.0 |
3,805.1 |
|
S3 |
3,656.0 |
3,693.0 |
3,796.7 |
|
S4 |
3,564.0 |
3,601.0 |
3,771.4 |
|
|
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 |
3,895.0 |
3,753.0 |
142.0 |
3.7% |
69.6 |
1.8% |
49% |
True |
False |
693,775 |
10 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
73.1 |
1.9% |
24% |
False |
False |
1,068,733 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
57.0 |
1.5% |
24% |
False |
False |
569,052 |
40 |
4,043.0 |
3,570.0 |
473.0 |
12.4% |
53.5 |
1.4% |
53% |
False |
False |
288,662 |
60 |
4,043.0 |
3,257.0 |
786.0 |
20.6% |
55.9 |
1.5% |
72% |
False |
False |
192,911 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.7% |
53.6 |
1.4% |
72% |
False |
False |
144,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,286.0 |
2.618 |
4,135.9 |
1.618 |
4,043.9 |
1.000 |
3,987.0 |
0.618 |
3,951.9 |
HIGH |
3,895.0 |
0.618 |
3,859.9 |
0.500 |
3,849.0 |
0.382 |
3,838.1 |
LOW |
3,803.0 |
0.618 |
3,746.1 |
1.000 |
3,711.0 |
1.618 |
3,654.1 |
2.618 |
3,562.1 |
4.250 |
3,412.0 |
|
|
Fisher Pivots for day following 22-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,849.0 |
3,824.0 |
PP |
3,840.0 |
3,823.3 |
S1 |
3,831.0 |
3,822.7 |
|