| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
3,920.00 |
3,874.00 |
-46.00 |
-1.2% |
3,965.75 |
| High |
3,934.50 |
3,899.00 |
-35.50 |
-0.9% |
4,180.00 |
| Low |
3,855.25 |
3,827.25 |
-28.00 |
-0.7% |
3,855.25 |
| Close |
3,879.00 |
3,845.50 |
-33.50 |
-0.9% |
3,879.00 |
| Range |
79.25 |
71.75 |
-7.50 |
-9.5% |
324.75 |
| ATR |
86.42 |
85.37 |
-1.05 |
-1.2% |
0.00 |
| Volume |
1,965,701 |
1,405,774 |
-559,927 |
-28.5% |
11,143,643 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,072.50 |
4,030.75 |
3,885.00 |
|
| R3 |
4,000.75 |
3,959.00 |
3,865.25 |
|
| R2 |
3,929.00 |
3,929.00 |
3,858.75 |
|
| R1 |
3,887.25 |
3,887.25 |
3,852.00 |
3,872.25 |
| PP |
3,857.25 |
3,857.25 |
3,857.25 |
3,849.75 |
| S1 |
3,815.50 |
3,815.50 |
3,839.00 |
3,800.50 |
| S2 |
3,785.50 |
3,785.50 |
3,832.25 |
|
| S3 |
3,713.75 |
3,743.75 |
3,825.75 |
|
| S4 |
3,642.00 |
3,672.00 |
3,806.00 |
|
|
| 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 |
3,827.25 |
352.75 |
9.2% |
108.50 |
2.8% |
5% |
False |
True |
2,080,722 |
| 10 |
4,180.00 |
3,827.25 |
352.75 |
9.2% |
88.25 |
2.3% |
5% |
False |
True |
1,441,310 |
| 20 |
4,180.00 |
3,827.25 |
352.75 |
9.2% |
77.75 |
2.0% |
5% |
False |
True |
727,769 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.6% |
84.00 |
2.2% |
25% |
False |
False |
366,686 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.9% |
91.00 |
2.4% |
49% |
False |
False |
245,695 |
| 80 |
4,262.25 |
3,530.25 |
732.00 |
19.0% |
91.25 |
2.4% |
43% |
False |
False |
184,698 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
84.50 |
2.2% |
37% |
False |
False |
147,839 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
83.00 |
2.2% |
37% |
False |
False |
123,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,204.00 |
|
2.618 |
4,086.75 |
|
1.618 |
4,015.00 |
|
1.000 |
3,970.75 |
|
0.618 |
3,943.25 |
|
HIGH |
3,899.00 |
|
0.618 |
3,871.50 |
|
0.500 |
3,863.00 |
|
0.382 |
3,854.75 |
|
LOW |
3,827.25 |
|
0.618 |
3,783.00 |
|
1.000 |
3,755.50 |
|
1.618 |
3,711.25 |
|
2.618 |
3,639.50 |
|
4.250 |
3,522.25 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,863.00 |
3,935.00 |
| PP |
3,857.25 |
3,905.25 |
| S1 |
3,851.50 |
3,875.50 |
|