Trading Metrics calculated at close of trading on 30-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,800.0 |
3,848.0 |
48.0 |
1.3% |
3,845.0 |
High |
3,861.0 |
3,849.0 |
-12.0 |
-0.3% |
3,861.0 |
Low |
3,793.0 |
3,782.0 |
-11.0 |
-0.3% |
3,782.0 |
Close |
3,853.0 |
3,785.0 |
-68.0 |
-1.8% |
3,785.0 |
Range |
68.0 |
67.0 |
-1.0 |
-1.5% |
79.0 |
ATR |
60.0 |
60.8 |
0.8 |
1.3% |
0.0 |
Volume |
719,764 |
469,501 |
-250,263 |
-34.8% |
1,784,923 |
|
Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,006.3 |
3,962.7 |
3,821.9 |
|
R3 |
3,939.3 |
3,895.7 |
3,803.4 |
|
R2 |
3,872.3 |
3,872.3 |
3,797.3 |
|
R1 |
3,828.7 |
3,828.7 |
3,791.1 |
3,817.0 |
PP |
3,805.3 |
3,805.3 |
3,805.3 |
3,799.5 |
S1 |
3,761.7 |
3,761.7 |
3,778.9 |
3,750.0 |
S2 |
3,738.3 |
3,738.3 |
3,772.7 |
|
S3 |
3,671.3 |
3,694.7 |
3,766.6 |
|
S4 |
3,604.3 |
3,627.7 |
3,748.2 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,046.3 |
3,994.7 |
3,828.5 |
|
R3 |
3,967.3 |
3,915.7 |
3,806.7 |
|
R2 |
3,888.3 |
3,888.3 |
3,799.5 |
|
R1 |
3,836.7 |
3,836.7 |
3,792.2 |
3,823.0 |
PP |
3,809.3 |
3,809.3 |
3,809.3 |
3,802.5 |
S1 |
3,757.7 |
3,757.7 |
3,777.8 |
3,744.0 |
S2 |
3,730.3 |
3,730.3 |
3,770.5 |
|
S3 |
3,651.3 |
3,678.7 |
3,763.3 |
|
S4 |
3,572.3 |
3,599.7 |
3,741.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,861.0 |
3,782.0 |
79.0 |
2.1% |
53.2 |
1.4% |
4% |
False |
True |
440,740 |
10 |
3,895.0 |
3,753.0 |
142.0 |
3.8% |
61.4 |
1.6% |
23% |
False |
False |
567,258 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.7% |
60.4 |
1.6% |
11% |
False |
False |
673,410 |
40 |
4,043.0 |
3,586.0 |
457.0 |
12.1% |
54.8 |
1.4% |
44% |
False |
False |
343,747 |
60 |
4,043.0 |
3,268.0 |
775.0 |
20.5% |
55.2 |
1.5% |
67% |
False |
False |
229,628 |
80 |
4,043.0 |
3,250.0 |
793.0 |
21.0% |
55.9 |
1.5% |
67% |
False |
False |
172,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,133.8 |
2.618 |
4,024.4 |
1.618 |
3,957.4 |
1.000 |
3,916.0 |
0.618 |
3,890.4 |
HIGH |
3,849.0 |
0.618 |
3,823.4 |
0.500 |
3,815.5 |
0.382 |
3,807.6 |
LOW |
3,782.0 |
0.618 |
3,740.6 |
1.000 |
3,715.0 |
1.618 |
3,673.6 |
2.618 |
3,606.6 |
4.250 |
3,497.3 |
|
|
Fisher Pivots for day following 30-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,815.5 |
3,821.5 |
PP |
3,805.3 |
3,809.3 |
S1 |
3,795.2 |
3,797.2 |
|