Trading Metrics calculated at close of trading on 27-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,829.0 |
3,845.0 |
16.0 |
0.4% |
3,821.0 |
High |
3,850.0 |
3,860.0 |
10.0 |
0.3% |
3,895.0 |
Low |
3,800.0 |
3,827.0 |
27.0 |
0.7% |
3,753.0 |
Close |
3,820.0 |
3,837.0 |
17.0 |
0.4% |
3,820.0 |
Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
142.0 |
ATR |
61.8 |
60.3 |
-1.6 |
-2.5% |
0.0 |
Volume |
418,779 |
260,457 |
-158,322 |
-37.8% |
2,547,684 |
|
Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,940.3 |
3,921.7 |
3,855.2 |
|
R3 |
3,907.3 |
3,888.7 |
3,846.1 |
|
R2 |
3,874.3 |
3,874.3 |
3,843.1 |
|
R1 |
3,855.7 |
3,855.7 |
3,840.0 |
3,848.5 |
PP |
3,841.3 |
3,841.3 |
3,841.3 |
3,837.8 |
S1 |
3,822.7 |
3,822.7 |
3,834.0 |
3,815.5 |
S2 |
3,808.3 |
3,808.3 |
3,831.0 |
|
S3 |
3,775.3 |
3,789.7 |
3,827.9 |
|
S4 |
3,742.3 |
3,756.7 |
3,818.9 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.7 |
4,176.3 |
3,898.1 |
|
R3 |
4,106.7 |
4,034.3 |
3,859.1 |
|
R2 |
3,964.7 |
3,964.7 |
3,846.0 |
|
R1 |
3,892.3 |
3,892.3 |
3,833.0 |
3,857.5 |
PP |
3,822.7 |
3,822.7 |
3,822.7 |
3,805.3 |
S1 |
3,750.3 |
3,750.3 |
3,807.0 |
3,715.5 |
S2 |
3,680.7 |
3,680.7 |
3,794.0 |
|
S3 |
3,538.7 |
3,608.3 |
3,781.0 |
|
S4 |
3,396.7 |
3,466.3 |
3,741.9 |
|
|
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% |
63.2 |
1.6% |
59% |
False |
False |
457,589 |
10 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
73.4 |
1.9% |
29% |
False |
False |
918,370 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
58.9 |
1.5% |
29% |
False |
False |
601,389 |
40 |
4,043.0 |
3,580.0 |
463.0 |
12.1% |
53.4 |
1.4% |
56% |
False |
False |
305,642 |
60 |
4,043.0 |
3,268.0 |
775.0 |
20.2% |
54.9 |
1.4% |
73% |
False |
False |
204,229 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.7% |
54.6 |
1.4% |
74% |
False |
False |
153,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,000.3 |
2.618 |
3,946.4 |
1.618 |
3,913.4 |
1.000 |
3,893.0 |
0.618 |
3,880.4 |
HIGH |
3,860.0 |
0.618 |
3,847.4 |
0.500 |
3,843.5 |
0.382 |
3,839.6 |
LOW |
3,827.0 |
0.618 |
3,806.6 |
1.000 |
3,794.0 |
1.618 |
3,773.6 |
2.618 |
3,740.6 |
4.250 |
3,686.8 |
|
|
Fisher Pivots for day following 27-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,843.5 |
3,847.5 |
PP |
3,841.3 |
3,844.0 |
S1 |
3,839.2 |
3,840.5 |
|