| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
3,915.00 |
3,850.00 |
-65.00 |
-1.7% |
3,874.00 |
| High |
3,919.75 |
3,872.50 |
-47.25 |
-1.2% |
3,919.75 |
| Low |
3,788.50 |
3,821.25 |
32.75 |
0.9% |
3,788.50 |
| Close |
3,849.25 |
3,869.75 |
20.50 |
0.5% |
3,869.75 |
| Range |
131.25 |
51.25 |
-80.00 |
-61.0% |
131.25 |
| ATR |
86.22 |
83.72 |
-2.50 |
-2.9% |
0.00 |
| Volume |
1,842,326 |
1,374,913 |
-467,413 |
-25.4% |
7,686,950 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,008.25 |
3,990.25 |
3,898.00 |
|
| R3 |
3,957.00 |
3,939.00 |
3,883.75 |
|
| R2 |
3,905.75 |
3,905.75 |
3,879.25 |
|
| R1 |
3,887.75 |
3,887.75 |
3,874.50 |
3,896.75 |
| PP |
3,854.50 |
3,854.50 |
3,854.50 |
3,859.00 |
| S1 |
3,836.50 |
3,836.50 |
3,865.00 |
3,845.50 |
| S2 |
3,803.25 |
3,803.25 |
3,860.25 |
|
| S3 |
3,752.00 |
3,785.25 |
3,855.75 |
|
| S4 |
3,700.75 |
3,734.00 |
3,841.50 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,253.00 |
4,192.75 |
3,942.00 |
|
| R3 |
4,121.75 |
4,061.50 |
3,905.75 |
|
| R2 |
3,990.50 |
3,990.50 |
3,893.75 |
|
| R1 |
3,930.25 |
3,930.25 |
3,881.75 |
3,894.75 |
| PP |
3,859.25 |
3,859.25 |
3,859.25 |
3,841.50 |
| S1 |
3,799.00 |
3,799.00 |
3,857.75 |
3,763.50 |
| S2 |
3,728.00 |
3,728.00 |
3,845.75 |
|
| S3 |
3,596.75 |
3,667.75 |
3,833.75 |
|
| S4 |
3,465.50 |
3,536.50 |
3,797.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,919.75 |
3,788.50 |
131.25 |
3.4% |
76.00 |
2.0% |
62% |
False |
False |
1,537,390 |
| 10 |
4,180.00 |
3,788.50 |
391.50 |
10.1% |
92.00 |
2.4% |
21% |
False |
False |
1,883,059 |
| 20 |
4,180.00 |
3,788.50 |
391.50 |
10.1% |
84.00 |
2.2% |
21% |
False |
False |
1,040,775 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.5% |
82.75 |
2.1% |
30% |
False |
False |
523,383 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.8% |
89.25 |
2.3% |
52% |
False |
False |
350,132 |
| 80 |
4,194.25 |
3,530.25 |
664.00 |
17.2% |
90.25 |
2.3% |
51% |
False |
False |
263,179 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
85.00 |
2.2% |
40% |
False |
False |
210,636 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
82.75 |
2.1% |
40% |
False |
False |
175,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,090.25 |
|
2.618 |
4,006.75 |
|
1.618 |
3,955.50 |
|
1.000 |
3,923.75 |
|
0.618 |
3,904.25 |
|
HIGH |
3,872.50 |
|
0.618 |
3,853.00 |
|
0.500 |
3,847.00 |
|
0.382 |
3,840.75 |
|
LOW |
3,821.25 |
|
0.618 |
3,789.50 |
|
1.000 |
3,770.00 |
|
1.618 |
3,738.25 |
|
2.618 |
3,687.00 |
|
4.250 |
3,603.50 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,862.00 |
3,864.50 |
| PP |
3,854.50 |
3,859.25 |
| S1 |
3,847.00 |
3,854.00 |
|