Trading Metrics calculated at close of trading on 29-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,858.00 |
3,811.00 |
-47.00 |
-1.2% |
3,874.00 |
High |
3,875.00 |
3,882.75 |
7.75 |
0.2% |
3,919.75 |
Low |
3,804.50 |
3,806.25 |
1.75 |
0.0% |
3,788.50 |
Close |
3,807.50 |
3,871.75 |
64.25 |
1.7% |
3,869.75 |
Range |
70.50 |
76.50 |
6.00 |
8.5% |
131.25 |
ATR |
81.42 |
81.07 |
-0.35 |
-0.4% |
0.00 |
Volume |
1,282,810 |
1,146,984 |
-135,826 |
-10.6% |
7,686,950 |
|
Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.00 |
4,054.00 |
3,913.75 |
|
R3 |
4,006.50 |
3,977.50 |
3,892.75 |
|
R2 |
3,930.00 |
3,930.00 |
3,885.75 |
|
R1 |
3,901.00 |
3,901.00 |
3,878.75 |
3,915.50 |
PP |
3,853.50 |
3,853.50 |
3,853.50 |
3,861.00 |
S1 |
3,824.50 |
3,824.50 |
3,864.75 |
3,839.00 |
S2 |
3,777.00 |
3,777.00 |
3,857.75 |
|
S3 |
3,700.50 |
3,748.00 |
3,850.75 |
|
S4 |
3,624.00 |
3,671.50 |
3,829.75 |
|
|
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% |
78.50 |
2.0% |
63% |
False |
False |
1,330,689 |
10 |
4,043.00 |
3,788.50 |
254.50 |
6.6% |
80.50 |
2.1% |
33% |
False |
False |
1,530,548 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.1% |
81.25 |
2.1% |
21% |
False |
False |
1,210,566 |
40 |
4,180.00 |
3,735.00 |
445.00 |
11.5% |
81.50 |
2.1% |
31% |
False |
False |
609,012 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.8% |
86.75 |
2.2% |
53% |
False |
False |
407,280 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.1% |
89.75 |
2.3% |
51% |
False |
False |
306,105 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
85.75 |
2.2% |
40% |
False |
False |
244,994 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
83.00 |
2.1% |
40% |
False |
False |
204,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,208.00 |
2.618 |
4,083.00 |
1.618 |
4,006.50 |
1.000 |
3,959.25 |
0.618 |
3,930.00 |
HIGH |
3,882.75 |
0.618 |
3,853.50 |
0.500 |
3,844.50 |
0.382 |
3,835.50 |
LOW |
3,806.25 |
0.618 |
3,759.00 |
1.000 |
3,729.75 |
1.618 |
3,682.50 |
2.618 |
3,606.00 |
4.250 |
3,481.00 |
|
|
Fisher Pivots for day following 29-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,862.75 |
3,865.25 |
PP |
3,853.50 |
3,859.00 |
S1 |
3,844.50 |
3,852.50 |
|