Trading Metrics calculated at close of trading on 30-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,811.00 |
3,869.75 |
58.75 |
1.5% |
3,878.00 |
High |
3,882.75 |
3,871.00 |
-11.75 |
-0.3% |
3,900.50 |
Low |
3,806.25 |
3,821.50 |
15.25 |
0.4% |
3,804.50 |
Close |
3,871.75 |
3,861.00 |
-10.75 |
-0.3% |
3,861.00 |
Range |
76.50 |
49.50 |
-27.00 |
-35.3% |
96.00 |
ATR |
81.07 |
78.87 |
-2.20 |
-2.7% |
0.00 |
Volume |
1,146,984 |
1,401,810 |
254,826 |
22.2% |
4,838,018 |
|
Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,999.75 |
3,979.75 |
3,888.25 |
|
R3 |
3,950.25 |
3,930.25 |
3,874.50 |
|
R2 |
3,900.75 |
3,900.75 |
3,870.00 |
|
R1 |
3,880.75 |
3,880.75 |
3,865.50 |
3,866.00 |
PP |
3,851.25 |
3,851.25 |
3,851.25 |
3,843.75 |
S1 |
3,831.25 |
3,831.25 |
3,856.50 |
3,816.50 |
S2 |
3,801.75 |
3,801.75 |
3,852.00 |
|
S3 |
3,752.25 |
3,781.75 |
3,847.50 |
|
S4 |
3,702.75 |
3,732.25 |
3,833.75 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,143.25 |
4,098.25 |
3,913.75 |
|
R3 |
4,047.25 |
4,002.25 |
3,887.50 |
|
R2 |
3,951.25 |
3,951.25 |
3,878.50 |
|
R1 |
3,906.25 |
3,906.25 |
3,869.75 |
3,880.75 |
PP |
3,855.25 |
3,855.25 |
3,855.25 |
3,842.50 |
S1 |
3,810.25 |
3,810.25 |
3,852.25 |
3,784.75 |
S2 |
3,759.25 |
3,759.25 |
3,843.50 |
|
S3 |
3,663.25 |
3,714.25 |
3,834.50 |
|
S4 |
3,567.25 |
3,618.25 |
3,808.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,900.50 |
3,804.50 |
96.00 |
2.5% |
62.25 |
1.6% |
59% |
False |
False |
1,242,586 |
10 |
3,934.50 |
3,788.50 |
146.00 |
3.8% |
72.00 |
1.9% |
50% |
False |
False |
1,449,066 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.1% |
81.00 |
2.1% |
19% |
False |
False |
1,279,180 |
40 |
4,180.00 |
3,735.00 |
445.00 |
11.5% |
79.00 |
2.0% |
28% |
False |
False |
643,880 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.8% |
86.00 |
2.2% |
51% |
False |
False |
430,568 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.2% |
89.00 |
2.3% |
50% |
False |
False |
323,620 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
85.75 |
2.2% |
39% |
False |
False |
259,001 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
83.00 |
2.1% |
39% |
False |
False |
215,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,081.50 |
2.618 |
4,000.50 |
1.618 |
3,951.00 |
1.000 |
3,920.50 |
0.618 |
3,901.50 |
HIGH |
3,871.00 |
0.618 |
3,852.00 |
0.500 |
3,846.25 |
0.382 |
3,840.50 |
LOW |
3,821.50 |
0.618 |
3,791.00 |
1.000 |
3,772.00 |
1.618 |
3,741.50 |
2.618 |
3,692.00 |
4.250 |
3,611.00 |
|
|
Fisher Pivots for day following 30-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,856.00 |
3,855.25 |
PP |
3,851.25 |
3,849.50 |
S1 |
3,846.25 |
3,843.50 |
|