Trading Metrics calculated at close of trading on 28-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,845.0 |
3,831.0 |
-14.0 |
-0.4% |
3,821.0 |
High |
3,860.0 |
3,846.0 |
-14.0 |
-0.4% |
3,895.0 |
Low |
3,827.0 |
3,798.0 |
-29.0 |
-0.8% |
3,753.0 |
Close |
3,837.0 |
3,812.0 |
-25.0 |
-0.7% |
3,820.0 |
Range |
33.0 |
48.0 |
15.0 |
45.5% |
142.0 |
ATR |
60.3 |
59.4 |
-0.9 |
-1.5% |
0.0 |
Volume |
260,457 |
335,201 |
74,744 |
28.7% |
2,547,684 |
|
Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,962.7 |
3,935.3 |
3,838.4 |
|
R3 |
3,914.7 |
3,887.3 |
3,825.2 |
|
R2 |
3,866.7 |
3,866.7 |
3,820.8 |
|
R1 |
3,839.3 |
3,839.3 |
3,816.4 |
3,829.0 |
PP |
3,818.7 |
3,818.7 |
3,818.7 |
3,813.5 |
S1 |
3,791.3 |
3,791.3 |
3,807.6 |
3,781.0 |
S2 |
3,770.7 |
3,770.7 |
3,803.2 |
|
S3 |
3,722.7 |
3,743.3 |
3,798.8 |
|
S4 |
3,674.7 |
3,695.3 |
3,785.6 |
|
|
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 |
3,798.0 |
97.0 |
2.5% |
58.4 |
1.5% |
14% |
False |
True |
413,927 |
10 |
3,994.0 |
3,753.0 |
241.0 |
6.3% |
66.8 |
1.8% |
24% |
False |
False |
711,289 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.6% |
59.7 |
1.6% |
20% |
False |
False |
616,718 |
40 |
4,043.0 |
3,580.0 |
463.0 |
12.1% |
53.9 |
1.4% |
50% |
False |
False |
314,019 |
60 |
4,043.0 |
3,268.0 |
775.0 |
20.3% |
54.1 |
1.4% |
70% |
False |
False |
209,808 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.8% |
55.2 |
1.4% |
71% |
False |
False |
157,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,050.0 |
2.618 |
3,971.7 |
1.618 |
3,923.7 |
1.000 |
3,894.0 |
0.618 |
3,875.7 |
HIGH |
3,846.0 |
0.618 |
3,827.7 |
0.500 |
3,822.0 |
0.382 |
3,816.3 |
LOW |
3,798.0 |
0.618 |
3,768.3 |
1.000 |
3,750.0 |
1.618 |
3,720.3 |
2.618 |
3,672.3 |
4.250 |
3,594.0 |
|
|
Fisher Pivots for day following 28-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,822.0 |
3,829.0 |
PP |
3,818.7 |
3,823.3 |
S1 |
3,815.3 |
3,817.7 |
|