| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,955.00 |
11,884.25 |
-70.75 |
-0.6% |
12,120.25 |
| High |
12,069.50 |
11,898.00 |
-171.50 |
-1.4% |
12,127.25 |
| Low |
11,729.00 |
11,404.00 |
-325.00 |
-2.8% |
11,535.50 |
| Close |
11,869.00 |
11,457.00 |
-412.00 |
-3.5% |
11,683.00 |
| Range |
340.50 |
494.00 |
153.50 |
45.1% |
591.75 |
| ATR |
307.77 |
321.07 |
13.30 |
4.3% |
0.00 |
| Volume |
613,152 |
670,390 |
57,238 |
9.3% |
372,898 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,068.25 |
12,756.75 |
11,728.75 |
|
| R3 |
12,574.25 |
12,262.75 |
11,592.75 |
|
| R2 |
12,080.25 |
12,080.25 |
11,547.50 |
|
| R1 |
11,768.75 |
11,768.75 |
11,502.25 |
11,677.50 |
| PP |
11,586.25 |
11,586.25 |
11,586.25 |
11,540.75 |
| S1 |
11,274.75 |
11,274.75 |
11,411.75 |
11,183.50 |
| S2 |
11,092.25 |
11,092.25 |
11,366.50 |
|
| S3 |
10,598.25 |
10,780.75 |
11,321.25 |
|
| S4 |
10,104.25 |
10,286.75 |
11,185.25 |
|
|
| 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 |
11,404.00 |
950.75 |
8.3% |
364.50 |
3.2% |
6% |
False |
True |
535,415 |
| 10 |
12,354.75 |
11,404.00 |
950.75 |
8.3% |
318.25 |
2.8% |
6% |
False |
True |
280,743 |
| 20 |
12,354.75 |
11,404.00 |
950.75 |
8.3% |
285.25 |
2.5% |
6% |
False |
True |
141,305 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.0% |
327.75 |
2.9% |
44% |
False |
False |
71,251 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.4% |
342.50 |
3.0% |
49% |
False |
False |
47,793 |
| 80 |
13,369.50 |
10,595.25 |
2,774.25 |
24.2% |
334.75 |
2.9% |
31% |
False |
False |
35,896 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
29.1% |
310.25 |
2.7% |
26% |
False |
False |
28,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,997.50 |
|
2.618 |
13,191.25 |
|
1.618 |
12,697.25 |
|
1.000 |
12,392.00 |
|
0.618 |
12,203.25 |
|
HIGH |
11,898.00 |
|
0.618 |
11,709.25 |
|
0.500 |
11,651.00 |
|
0.382 |
11,592.75 |
|
LOW |
11,404.00 |
|
0.618 |
11,098.75 |
|
1.000 |
10,910.00 |
|
1.618 |
10,604.75 |
|
2.618 |
10,110.75 |
|
4.250 |
9,304.50 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,651.00 |
11,879.50 |
| PP |
11,586.25 |
11,738.50 |
| S1 |
11,521.75 |
11,597.75 |
|