Trading Metrics calculated at close of trading on 13-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,965.75 |
4,022.25 |
56.50 |
1.4% |
4,102.50 |
High |
4,026.00 |
4,180.00 |
154.00 |
3.8% |
4,108.50 |
Low |
3,956.00 |
4,017.50 |
61.50 |
1.6% |
3,945.75 |
Close |
4,025.00 |
4,055.25 |
30.25 |
0.8% |
3,968.25 |
Range |
70.00 |
162.50 |
92.50 |
132.1% |
162.75 |
ATR |
76.32 |
82.47 |
6.16 |
8.1% |
0.00 |
Volume |
2,145,805 |
2,864,043 |
718,238 |
33.5% |
1,887,358 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,571.75 |
4,476.00 |
4,144.50 |
|
R3 |
4,409.25 |
4,313.50 |
4,100.00 |
|
R2 |
4,246.75 |
4,246.75 |
4,085.00 |
|
R1 |
4,151.00 |
4,151.00 |
4,070.25 |
4,199.00 |
PP |
4,084.25 |
4,084.25 |
4,084.25 |
4,108.25 |
S1 |
3,988.50 |
3,988.50 |
4,040.25 |
4,036.50 |
S2 |
3,921.75 |
3,921.75 |
4,025.50 |
|
S3 |
3,759.25 |
3,826.00 |
4,010.50 |
|
S4 |
3,596.75 |
3,663.50 |
3,966.00 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.75 |
4,394.75 |
4,057.75 |
|
R3 |
4,333.00 |
4,232.00 |
4,013.00 |
|
R2 |
4,170.25 |
4,170.25 |
3,998.00 |
|
R1 |
4,069.25 |
4,069.25 |
3,983.25 |
4,038.50 |
PP |
4,007.50 |
4,007.50 |
4,007.50 |
3,992.00 |
S1 |
3,906.50 |
3,906.50 |
3,953.25 |
3,875.50 |
S2 |
3,844.75 |
3,844.75 |
3,938.50 |
|
S3 |
3,682.00 |
3,743.75 |
3,923.50 |
|
S4 |
3,519.25 |
3,581.00 |
3,878.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,180.00 |
3,945.75 |
234.25 |
5.8% |
81.50 |
2.0% |
47% |
True |
False |
1,364,959 |
10 |
4,180.00 |
3,945.75 |
234.25 |
5.8% |
87.50 |
2.2% |
47% |
True |
False |
697,809 |
20 |
4,180.00 |
3,945.50 |
234.50 |
5.8% |
72.50 |
1.8% |
47% |
True |
False |
352,794 |
40 |
4,180.00 |
3,670.00 |
510.00 |
12.6% |
84.25 |
2.1% |
76% |
True |
False |
178,582 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.0% |
91.50 |
2.3% |
81% |
True |
False |
120,356 |
80 |
4,265.75 |
3,530.25 |
735.50 |
18.1% |
89.50 |
2.2% |
71% |
False |
False |
90,468 |
100 |
4,373.50 |
3,530.25 |
843.25 |
20.8% |
83.75 |
2.1% |
62% |
False |
False |
72,449 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.8% |
82.75 |
2.0% |
62% |
False |
False |
60,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,870.50 |
2.618 |
4,605.50 |
1.618 |
4,443.00 |
1.000 |
4,342.50 |
0.618 |
4,280.50 |
HIGH |
4,180.00 |
0.618 |
4,118.00 |
0.500 |
4,098.75 |
0.382 |
4,079.50 |
LOW |
4,017.50 |
0.618 |
3,917.00 |
1.000 |
3,855.00 |
1.618 |
3,754.50 |
2.618 |
3,592.00 |
4.250 |
3,327.00 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,098.75 |
4,068.00 |
PP |
4,084.25 |
4,063.75 |
S1 |
4,069.75 |
4,059.50 |
|