| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,816.75 |
11,955.00 |
138.25 |
1.2% |
12,120.25 |
| High |
12,354.75 |
12,069.50 |
-285.25 |
-2.3% |
12,127.25 |
| Low |
11,797.25 |
11,729.00 |
-68.25 |
-0.6% |
11,535.50 |
| Close |
11,958.75 |
11,869.00 |
-89.75 |
-0.8% |
11,683.00 |
| Range |
557.50 |
340.50 |
-217.00 |
-38.9% |
591.75 |
| ATR |
305.25 |
307.77 |
2.52 |
0.8% |
0.00 |
| Volume |
759,557 |
613,152 |
-146,405 |
-19.3% |
372,898 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,910.75 |
12,730.25 |
12,056.25 |
|
| R3 |
12,570.25 |
12,389.75 |
11,962.75 |
|
| R2 |
12,229.75 |
12,229.75 |
11,931.50 |
|
| R1 |
12,049.25 |
12,049.25 |
11,900.25 |
11,969.25 |
| PP |
11,889.25 |
11,889.25 |
11,889.25 |
11,849.00 |
| S1 |
11,708.75 |
11,708.75 |
11,837.75 |
11,628.75 |
| S2 |
11,548.75 |
11,548.75 |
11,806.50 |
|
| S3 |
11,208.25 |
11,368.25 |
11,775.25 |
|
| S4 |
10,867.75 |
11,027.75 |
11,681.75 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,557.25 |
13,211.75 |
12,008.50 |
|
| R3 |
12,965.50 |
12,620.00 |
11,845.75 |
|
| R2 |
12,373.75 |
12,373.75 |
11,791.50 |
|
| R1 |
12,028.25 |
12,028.25 |
11,737.25 |
11,905.00 |
| PP |
11,782.00 |
11,782.00 |
11,782.00 |
11,720.25 |
| S1 |
11,436.50 |
11,436.50 |
11,628.75 |
11,313.50 |
| S2 |
11,190.25 |
11,190.25 |
11,574.50 |
|
| S3 |
10,598.50 |
10,844.75 |
11,520.25 |
|
| S4 |
10,006.75 |
10,253.00 |
11,357.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,354.75 |
11,547.50 |
807.25 |
6.8% |
316.25 |
2.7% |
40% |
False |
False |
414,164 |
| 10 |
12,354.75 |
11,535.50 |
819.25 |
6.9% |
288.50 |
2.4% |
41% |
False |
False |
214,354 |
| 20 |
12,354.75 |
11,535.50 |
819.25 |
6.9% |
273.25 |
2.3% |
41% |
False |
False |
107,850 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
13.5% |
323.50 |
2.7% |
70% |
False |
False |
54,504 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
14.8% |
342.50 |
2.9% |
72% |
False |
False |
36,629 |
| 80 |
13,369.50 |
10,595.25 |
2,774.25 |
23.4% |
330.50 |
2.8% |
46% |
False |
False |
27,516 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
28.1% |
306.50 |
2.6% |
38% |
False |
False |
22,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,516.50 |
|
2.618 |
12,961.00 |
|
1.618 |
12,620.50 |
|
1.000 |
12,410.00 |
|
0.618 |
12,280.00 |
|
HIGH |
12,069.50 |
|
0.618 |
11,939.50 |
|
0.500 |
11,899.25 |
|
0.382 |
11,859.00 |
|
LOW |
11,729.00 |
|
0.618 |
11,518.50 |
|
1.000 |
11,388.50 |
|
1.618 |
11,178.00 |
|
2.618 |
10,837.50 |
|
4.250 |
10,282.00 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,899.25 |
11,995.25 |
| PP |
11,889.25 |
11,953.25 |
| S1 |
11,879.00 |
11,911.00 |
|