| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
3,850.00 |
3,878.00 |
28.00 |
0.7% |
3,874.00 |
| High |
3,872.50 |
3,900.50 |
28.00 |
0.7% |
3,919.75 |
| Low |
3,821.25 |
3,837.25 |
16.00 |
0.4% |
3,788.50 |
| Close |
3,869.75 |
3,855.00 |
-14.75 |
-0.4% |
3,869.75 |
| Range |
51.25 |
63.25 |
12.00 |
23.4% |
131.25 |
| ATR |
83.72 |
82.26 |
-1.46 |
-1.7% |
0.00 |
| Volume |
1,374,913 |
1,006,414 |
-368,499 |
-26.8% |
7,686,950 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,054.00 |
4,017.75 |
3,889.75 |
|
| R3 |
3,990.75 |
3,954.50 |
3,872.50 |
|
| R2 |
3,927.50 |
3,927.50 |
3,866.50 |
|
| R1 |
3,891.25 |
3,891.25 |
3,860.75 |
3,877.75 |
| PP |
3,864.25 |
3,864.25 |
3,864.25 |
3,857.50 |
| S1 |
3,828.00 |
3,828.00 |
3,849.25 |
3,814.50 |
| S2 |
3,801.00 |
3,801.00 |
3,843.50 |
|
| S3 |
3,737.75 |
3,764.75 |
3,837.50 |
|
| S4 |
3,674.50 |
3,701.50 |
3,820.25 |
|
|
| 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% |
74.50 |
1.9% |
51% |
False |
False |
1,457,518 |
| 10 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
91.50 |
2.4% |
17% |
False |
False |
1,769,120 |
| 20 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
83.75 |
2.2% |
17% |
False |
False |
1,090,746 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.5% |
80.75 |
2.1% |
27% |
False |
False |
548,384 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.9% |
88.50 |
2.3% |
50% |
False |
False |
366,877 |
| 80 |
4,194.25 |
3,530.25 |
664.00 |
17.2% |
90.25 |
2.3% |
49% |
False |
False |
275,755 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
85.25 |
2.2% |
39% |
False |
False |
220,699 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
82.50 |
2.1% |
39% |
False |
False |
183,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,169.25 |
|
2.618 |
4,066.00 |
|
1.618 |
4,002.75 |
|
1.000 |
3,963.75 |
|
0.618 |
3,939.50 |
|
HIGH |
3,900.50 |
|
0.618 |
3,876.25 |
|
0.500 |
3,869.00 |
|
0.382 |
3,861.50 |
|
LOW |
3,837.25 |
|
0.618 |
3,798.25 |
|
1.000 |
3,774.00 |
|
1.618 |
3,735.00 |
|
2.618 |
3,671.75 |
|
4.250 |
3,568.50 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,869.00 |
3,854.75 |
| PP |
3,864.25 |
3,854.50 |
| S1 |
3,859.50 |
3,854.00 |
|