| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
3,857.25 |
3,915.00 |
57.75 |
1.5% |
3,965.75 |
| High |
3,918.75 |
3,919.75 |
1.00 |
0.0% |
4,180.00 |
| Low |
3,855.50 |
3,788.50 |
-67.00 |
-1.7% |
3,855.25 |
| Close |
3,905.75 |
3,849.25 |
-56.50 |
-1.4% |
3,879.00 |
| Range |
63.25 |
131.25 |
68.00 |
107.5% |
324.75 |
| ATR |
82.76 |
86.22 |
3.46 |
4.2% |
0.00 |
| Volume |
1,522,069 |
1,842,326 |
320,257 |
21.0% |
11,143,643 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,246.25 |
4,179.00 |
3,921.50 |
|
| R3 |
4,115.00 |
4,047.75 |
3,885.25 |
|
| R2 |
3,983.75 |
3,983.75 |
3,873.25 |
|
| R1 |
3,916.50 |
3,916.50 |
3,861.25 |
3,884.50 |
| PP |
3,852.50 |
3,852.50 |
3,852.50 |
3,836.50 |
| S1 |
3,785.25 |
3,785.25 |
3,837.25 |
3,753.25 |
| S2 |
3,721.25 |
3,721.25 |
3,825.25 |
|
| S3 |
3,590.00 |
3,654.00 |
3,813.25 |
|
| S4 |
3,458.75 |
3,522.75 |
3,777.00 |
|
|
| 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 |
3,934.50 |
3,788.50 |
146.00 |
3.8% |
81.75 |
2.1% |
42% |
False |
True |
1,655,547 |
| 10 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
93.75 |
2.4% |
16% |
False |
True |
1,887,258 |
| 20 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
83.25 |
2.2% |
16% |
False |
True |
972,177 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.6% |
84.50 |
2.2% |
26% |
False |
False |
489,079 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.9% |
90.25 |
2.3% |
49% |
False |
False |
327,307 |
| 80 |
4,194.25 |
3,530.25 |
664.00 |
17.3% |
90.25 |
2.3% |
48% |
False |
False |
245,998 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
85.50 |
2.2% |
38% |
False |
False |
196,893 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
82.75 |
2.1% |
38% |
False |
False |
164,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,477.50 |
|
2.618 |
4,263.25 |
|
1.618 |
4,132.00 |
|
1.000 |
4,051.00 |
|
0.618 |
4,000.75 |
|
HIGH |
3,919.75 |
|
0.618 |
3,869.50 |
|
0.500 |
3,854.00 |
|
0.382 |
3,838.75 |
|
LOW |
3,788.50 |
|
0.618 |
3,707.50 |
|
1.000 |
3,657.25 |
|
1.618 |
3,576.25 |
|
2.618 |
3,445.00 |
|
4.250 |
3,230.75 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,854.00 |
3,854.00 |
| PP |
3,852.50 |
3,852.50 |
| S1 |
3,851.00 |
3,851.00 |
|