| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
4,037.00 |
3,920.00 |
-117.00 |
-2.9% |
3,965.75 |
| High |
4,043.00 |
3,934.50 |
-108.50 |
-2.7% |
4,180.00 |
| Low |
3,908.00 |
3,855.25 |
-52.75 |
-1.3% |
3,855.25 |
| Close |
3,927.25 |
3,879.00 |
-48.25 |
-1.2% |
3,879.00 |
| Range |
135.00 |
79.25 |
-55.75 |
-41.3% |
324.75 |
| ATR |
86.97 |
86.42 |
-0.55 |
-0.6% |
0.00 |
| Volume |
2,216,621 |
1,965,701 |
-250,920 |
-11.3% |
11,143,643 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,127.25 |
4,082.50 |
3,922.50 |
|
| R3 |
4,048.00 |
4,003.25 |
3,900.75 |
|
| R2 |
3,968.75 |
3,968.75 |
3,893.50 |
|
| R1 |
3,924.00 |
3,924.00 |
3,886.25 |
3,906.75 |
| PP |
3,889.50 |
3,889.50 |
3,889.50 |
3,881.00 |
| S1 |
3,844.75 |
3,844.75 |
3,871.75 |
3,827.50 |
| S2 |
3,810.25 |
3,810.25 |
3,864.50 |
|
| S3 |
3,731.00 |
3,765.50 |
3,857.25 |
|
| S4 |
3,651.75 |
3,686.25 |
3,835.50 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,945.75 |
4,737.00 |
4,057.50 |
|
| R3 |
4,621.00 |
4,412.25 |
3,968.25 |
|
| R2 |
4,296.25 |
4,296.25 |
3,938.50 |
|
| R1 |
4,087.50 |
4,087.50 |
3,908.75 |
4,029.50 |
| PP |
3,971.50 |
3,971.50 |
3,971.50 |
3,942.50 |
| S1 |
3,762.75 |
3,762.75 |
3,849.25 |
3,704.75 |
| S2 |
3,646.75 |
3,646.75 |
3,819.50 |
|
| S3 |
3,322.00 |
3,438.00 |
3,789.75 |
|
| S4 |
2,997.25 |
3,113.25 |
3,700.50 |
|
|
| 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 |
3,855.25 |
324.75 |
8.4% |
108.00 |
2.8% |
7% |
False |
True |
2,228,728 |
| 10 |
4,180.00 |
3,855.25 |
324.75 |
8.4% |
90.00 |
2.3% |
7% |
False |
True |
1,303,100 |
| 20 |
4,180.00 |
3,855.25 |
324.75 |
8.4% |
76.75 |
2.0% |
7% |
False |
True |
657,748 |
| 40 |
4,180.00 |
3,670.00 |
510.00 |
13.1% |
85.50 |
2.2% |
41% |
False |
False |
331,735 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.8% |
91.75 |
2.4% |
54% |
False |
False |
222,455 |
| 80 |
4,262.25 |
3,530.25 |
732.00 |
18.9% |
91.00 |
2.3% |
48% |
False |
False |
167,127 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.7% |
85.00 |
2.2% |
41% |
False |
False |
133,783 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.7% |
82.50 |
2.1% |
41% |
False |
False |
111,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,271.25 |
|
2.618 |
4,142.00 |
|
1.618 |
4,062.75 |
|
1.000 |
4,013.75 |
|
0.618 |
3,983.50 |
|
HIGH |
3,934.50 |
|
0.618 |
3,904.25 |
|
0.500 |
3,895.00 |
|
0.382 |
3,885.50 |
|
LOW |
3,855.25 |
|
0.618 |
3,806.25 |
|
1.000 |
3,776.00 |
|
1.618 |
3,727.00 |
|
2.618 |
3,647.75 |
|
4.250 |
3,518.50 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,895.00 |
3,973.00 |
| PP |
3,889.50 |
3,941.75 |
| S1 |
3,884.25 |
3,910.25 |
|