Trading Metrics calculated at close of trading on 20-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,874.00 |
3,842.75 |
-31.25 |
-0.8% |
3,965.75 |
High |
3,899.00 |
3,866.50 |
-32.50 |
-0.8% |
4,180.00 |
Low |
3,827.25 |
3,803.50 |
-23.75 |
-0.6% |
3,855.25 |
Close |
3,845.50 |
3,849.25 |
3.75 |
0.1% |
3,879.00 |
Range |
71.75 |
63.00 |
-8.75 |
-12.2% |
324.75 |
ATR |
85.37 |
83.78 |
-1.60 |
-1.9% |
0.00 |
Volume |
1,405,774 |
1,541,868 |
136,094 |
9.7% |
11,143,643 |
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,028.75 |
4,002.00 |
3,884.00 |
|
R3 |
3,965.75 |
3,939.00 |
3,866.50 |
|
R2 |
3,902.75 |
3,902.75 |
3,860.75 |
|
R1 |
3,876.00 |
3,876.00 |
3,855.00 |
3,889.50 |
PP |
3,839.75 |
3,839.75 |
3,839.75 |
3,846.50 |
S1 |
3,813.00 |
3,813.00 |
3,843.50 |
3,826.50 |
S2 |
3,776.75 |
3,776.75 |
3,837.75 |
|
S3 |
3,713.75 |
3,750.00 |
3,832.00 |
|
S4 |
3,650.75 |
3,687.00 |
3,814.50 |
|
|
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 |
4,090.75 |
3,803.50 |
287.25 |
7.5% |
88.50 |
2.3% |
16% |
False |
True |
1,816,287 |
10 |
4,180.00 |
3,803.50 |
376.50 |
9.8% |
85.00 |
2.2% |
12% |
False |
True |
1,590,623 |
20 |
4,180.00 |
3,803.50 |
376.50 |
9.8% |
78.75 |
2.0% |
12% |
False |
True |
804,737 |
40 |
4,180.00 |
3,735.00 |
445.00 |
11.6% |
83.50 |
2.2% |
26% |
False |
False |
405,089 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.9% |
90.75 |
2.4% |
49% |
False |
False |
271,340 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.3% |
90.00 |
2.3% |
48% |
False |
False |
203,962 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
84.50 |
2.2% |
38% |
False |
False |
163,254 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
82.75 |
2.2% |
38% |
False |
False |
136,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,134.25 |
2.618 |
4,031.50 |
1.618 |
3,968.50 |
1.000 |
3,929.50 |
0.618 |
3,905.50 |
HIGH |
3,866.50 |
0.618 |
3,842.50 |
0.500 |
3,835.00 |
0.382 |
3,827.50 |
LOW |
3,803.50 |
0.618 |
3,764.50 |
1.000 |
3,740.50 |
1.618 |
3,701.50 |
2.618 |
3,638.50 |
4.250 |
3,535.75 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,844.50 |
3,869.00 |
PP |
3,839.75 |
3,862.50 |
S1 |
3,835.00 |
3,855.75 |
|