Trading Metrics calculated at close of trading on 29-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,831.0 |
3,800.0 |
-31.0 |
-0.8% |
3,821.0 |
High |
3,846.0 |
3,861.0 |
15.0 |
0.4% |
3,895.0 |
Low |
3,798.0 |
3,793.0 |
-5.0 |
-0.1% |
3,753.0 |
Close |
3,812.0 |
3,853.0 |
41.0 |
1.1% |
3,820.0 |
Range |
48.0 |
68.0 |
20.0 |
41.7% |
142.0 |
ATR |
59.4 |
60.0 |
0.6 |
1.0% |
0.0 |
Volume |
335,201 |
719,764 |
384,563 |
114.7% |
2,547,684 |
|
Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,039.7 |
4,014.3 |
3,890.4 |
|
R3 |
3,971.7 |
3,946.3 |
3,871.7 |
|
R2 |
3,903.7 |
3,903.7 |
3,865.5 |
|
R1 |
3,878.3 |
3,878.3 |
3,859.2 |
3,891.0 |
PP |
3,835.7 |
3,835.7 |
3,835.7 |
3,842.0 |
S1 |
3,810.3 |
3,810.3 |
3,846.8 |
3,823.0 |
S2 |
3,767.7 |
3,767.7 |
3,840.5 |
|
S3 |
3,699.7 |
3,742.3 |
3,834.3 |
|
S4 |
3,631.7 |
3,674.3 |
3,815.6 |
|
|
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 |
3,793.0 |
102.0 |
2.6% |
58.2 |
1.5% |
59% |
False |
True |
430,596 |
10 |
3,977.0 |
3,753.0 |
224.0 |
5.8% |
69.3 |
1.8% |
45% |
False |
False |
670,974 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.5% |
59.4 |
1.5% |
34% |
False |
False |
651,300 |
40 |
4,043.0 |
3,580.0 |
463.0 |
12.0% |
53.7 |
1.4% |
59% |
False |
False |
332,011 |
60 |
4,043.0 |
3,268.0 |
775.0 |
20.1% |
54.6 |
1.4% |
75% |
False |
False |
221,804 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.6% |
55.5 |
1.4% |
76% |
False |
False |
166,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,150.0 |
2.618 |
4,039.0 |
1.618 |
3,971.0 |
1.000 |
3,929.0 |
0.618 |
3,903.0 |
HIGH |
3,861.0 |
0.618 |
3,835.0 |
0.500 |
3,827.0 |
0.382 |
3,819.0 |
LOW |
3,793.0 |
0.618 |
3,751.0 |
1.000 |
3,725.0 |
1.618 |
3,683.0 |
2.618 |
3,615.0 |
4.250 |
3,504.0 |
|
|
Fisher Pivots for day following 29-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,844.3 |
3,844.3 |
PP |
3,835.7 |
3,835.7 |
S1 |
3,827.0 |
3,827.0 |
|