| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
13,990.0 |
14,019.0 |
29.0 |
0.2% |
14,366.0 |
| High |
14,021.0 |
14,171.0 |
150.0 |
1.1% |
14,761.0 |
| Low |
13,765.0 |
13,975.0 |
210.0 |
1.5% |
13,889.0 |
| Close |
13,939.0 |
14,159.0 |
220.0 |
1.6% |
13,956.0 |
| Range |
256.0 |
196.0 |
-60.0 |
-23.4% |
872.0 |
| ATR |
197.4 |
199.9 |
2.5 |
1.2% |
0.0 |
| Volume |
51,089 |
42,520 |
-8,569 |
-16.8% |
291,022 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,689.7 |
14,620.3 |
14,266.8 |
|
| R3 |
14,493.7 |
14,424.3 |
14,212.9 |
|
| R2 |
14,297.7 |
14,297.7 |
14,194.9 |
|
| R1 |
14,228.3 |
14,228.3 |
14,177.0 |
14,263.0 |
| PP |
14,101.7 |
14,101.7 |
14,101.7 |
14,119.0 |
| S1 |
14,032.3 |
14,032.3 |
14,141.0 |
14,067.0 |
| S2 |
13,905.7 |
13,905.7 |
14,123.1 |
|
| S3 |
13,709.7 |
13,836.3 |
14,105.1 |
|
| S4 |
13,513.7 |
13,640.3 |
14,051.2 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,818.0 |
16,259.0 |
14,435.6 |
|
| R3 |
15,946.0 |
15,387.0 |
14,195.8 |
|
| R2 |
15,074.0 |
15,074.0 |
14,115.9 |
|
| R1 |
14,515.0 |
14,515.0 |
14,035.9 |
14,358.5 |
| PP |
14,202.0 |
14,202.0 |
14,202.0 |
14,123.8 |
| S1 |
13,643.0 |
13,643.0 |
13,876.1 |
13,486.5 |
| S2 |
13,330.0 |
13,330.0 |
13,796.1 |
|
| S3 |
12,458.0 |
12,771.0 |
13,716.2 |
|
| S4 |
11,586.0 |
11,899.0 |
13,476.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,530.0 |
13,765.0 |
765.0 |
5.4% |
259.0 |
1.8% |
52% |
False |
False |
58,440 |
| 10 |
14,761.0 |
13,765.0 |
996.0 |
7.0% |
219.8 |
1.6% |
40% |
False |
False |
43,470 |
| 20 |
14,761.0 |
13,765.0 |
996.0 |
7.0% |
176.0 |
1.2% |
40% |
False |
False |
21,912 |
| 40 |
14,761.0 |
13,176.0 |
1,585.0 |
11.2% |
156.9 |
1.1% |
62% |
False |
False |
10,996 |
| 60 |
14,761.0 |
11,934.0 |
2,827.0 |
20.0% |
174.5 |
1.2% |
79% |
False |
False |
7,350 |
| 80 |
14,761.0 |
11,934.0 |
2,827.0 |
20.0% |
176.3 |
1.2% |
79% |
False |
False |
5,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,004.0 |
|
2.618 |
14,684.1 |
|
1.618 |
14,488.1 |
|
1.000 |
14,367.0 |
|
0.618 |
14,292.1 |
|
HIGH |
14,171.0 |
|
0.618 |
14,096.1 |
|
0.500 |
14,073.0 |
|
0.382 |
14,049.9 |
|
LOW |
13,975.0 |
|
0.618 |
13,853.9 |
|
1.000 |
13,779.0 |
|
1.618 |
13,657.9 |
|
2.618 |
13,461.9 |
|
4.250 |
13,142.0 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
14,130.3 |
14,095.3 |
| PP |
14,101.7 |
14,031.7 |
| S1 |
14,073.0 |
13,968.0 |
|