| 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 |
3,842.75 |
3,857.25 |
14.50 |
0.4% |
3,965.75 |
| High |
3,866.50 |
3,918.75 |
52.25 |
1.4% |
4,180.00 |
| Low |
3,803.50 |
3,855.50 |
52.00 |
1.4% |
3,855.25 |
| Close |
3,849.25 |
3,905.75 |
56.50 |
1.5% |
3,879.00 |
| Range |
63.00 |
63.25 |
0.25 |
0.4% |
324.75 |
| ATR |
83.78 |
82.76 |
-1.02 |
-1.2% |
0.00 |
| Volume |
1,541,868 |
1,522,069 |
-19,799 |
-1.3% |
11,143,643 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,083.00 |
4,057.75 |
3,940.50 |
|
| R3 |
4,019.75 |
3,994.50 |
3,923.25 |
|
| R2 |
3,956.50 |
3,956.50 |
3,917.25 |
|
| R1 |
3,931.25 |
3,931.25 |
3,911.50 |
3,944.00 |
| PP |
3,893.25 |
3,893.25 |
3,893.25 |
3,899.75 |
| S1 |
3,868.00 |
3,868.00 |
3,900.00 |
3,880.50 |
| S2 |
3,830.00 |
3,830.00 |
3,894.25 |
|
| S3 |
3,766.75 |
3,804.75 |
3,888.25 |
|
| S4 |
3,703.50 |
3,741.50 |
3,871.00 |
|
|
| 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 |
4,043.00 |
3,803.50 |
239.50 |
6.1% |
82.50 |
2.1% |
43% |
False |
False |
1,730,406 |
| 10 |
4,180.00 |
3,803.50 |
376.50 |
9.6% |
86.75 |
2.2% |
27% |
False |
False |
1,733,761 |
| 20 |
4,180.00 |
3,803.50 |
376.50 |
9.6% |
78.50 |
2.0% |
27% |
False |
False |
880,667 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.4% |
83.00 |
2.1% |
38% |
False |
False |
443,080 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
90.25 |
2.3% |
58% |
False |
False |
296,673 |
| 80 |
4,194.25 |
3,530.25 |
664.00 |
17.0% |
90.00 |
2.3% |
57% |
False |
False |
222,972 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
84.75 |
2.2% |
45% |
False |
False |
178,473 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
82.50 |
2.1% |
45% |
False |
False |
148,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,187.50 |
|
2.618 |
4,084.25 |
|
1.618 |
4,021.00 |
|
1.000 |
3,982.00 |
|
0.618 |
3,957.75 |
|
HIGH |
3,918.75 |
|
0.618 |
3,894.50 |
|
0.500 |
3,887.00 |
|
0.382 |
3,879.75 |
|
LOW |
3,855.50 |
|
0.618 |
3,816.50 |
|
1.000 |
3,792.25 |
|
1.618 |
3,753.25 |
|
2.618 |
3,690.00 |
|
4.250 |
3,586.75 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,899.50 |
3,891.00 |
| PP |
3,893.25 |
3,876.00 |
| S1 |
3,887.00 |
3,861.00 |
|