| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
3,878.00 |
3,858.00 |
-20.00 |
-0.5% |
3,874.00 |
| High |
3,900.50 |
3,875.00 |
-25.50 |
-0.7% |
3,919.75 |
| Low |
3,837.25 |
3,804.50 |
-32.75 |
-0.9% |
3,788.50 |
| Close |
3,855.00 |
3,807.50 |
-47.50 |
-1.2% |
3,869.75 |
| Range |
63.25 |
70.50 |
7.25 |
11.5% |
131.25 |
| ATR |
82.26 |
81.42 |
-0.84 |
-1.0% |
0.00 |
| Volume |
1,006,414 |
1,282,810 |
276,396 |
27.5% |
7,686,950 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,040.50 |
3,994.50 |
3,846.25 |
|
| R3 |
3,970.00 |
3,924.00 |
3,827.00 |
|
| R2 |
3,899.50 |
3,899.50 |
3,820.50 |
|
| R1 |
3,853.50 |
3,853.50 |
3,814.00 |
3,841.25 |
| PP |
3,829.00 |
3,829.00 |
3,829.00 |
3,823.00 |
| S1 |
3,783.00 |
3,783.00 |
3,801.00 |
3,770.75 |
| S2 |
3,758.50 |
3,758.50 |
3,794.50 |
|
| S3 |
3,688.00 |
3,712.50 |
3,788.00 |
|
| S4 |
3,617.50 |
3,642.00 |
3,768.75 |
|
|
| 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% |
14% |
False |
False |
1,405,706 |
| 10 |
4,090.75 |
3,788.50 |
302.25 |
7.9% |
82.25 |
2.2% |
6% |
False |
False |
1,610,996 |
| 20 |
4,180.00 |
3,788.50 |
391.50 |
10.3% |
85.00 |
2.2% |
5% |
False |
False |
1,154,403 |
| 40 |
4,180.00 |
3,735.00 |
445.00 |
11.7% |
81.50 |
2.1% |
16% |
False |
False |
580,404 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
17.1% |
87.50 |
2.3% |
43% |
False |
False |
388,210 |
| 80 |
4,194.25 |
3,530.25 |
664.00 |
17.4% |
89.50 |
2.4% |
42% |
False |
False |
291,782 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
22.1% |
85.50 |
2.2% |
33% |
False |
False |
233,526 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
22.1% |
82.75 |
2.2% |
33% |
False |
False |
194,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,174.50 |
|
2.618 |
4,059.50 |
|
1.618 |
3,989.00 |
|
1.000 |
3,945.50 |
|
0.618 |
3,918.50 |
|
HIGH |
3,875.00 |
|
0.618 |
3,848.00 |
|
0.500 |
3,839.75 |
|
0.382 |
3,831.50 |
|
LOW |
3,804.50 |
|
0.618 |
3,761.00 |
|
1.000 |
3,734.00 |
|
1.618 |
3,690.50 |
|
2.618 |
3,620.00 |
|
4.250 |
3,505.00 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,839.75 |
3,852.50 |
| PP |
3,829.00 |
3,837.50 |
| S1 |
3,818.25 |
3,822.50 |
|