| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,446.50 |
11,328.75 |
-117.75 |
-1.0% |
11,671.50 |
| High |
11,491.50 |
11,411.00 |
-80.50 |
-0.7% |
12,354.75 |
| Low |
11,275.50 |
11,131.75 |
-143.75 |
-1.3% |
11,275.50 |
| Close |
11,344.75 |
11,193.25 |
-151.50 |
-1.3% |
11,344.75 |
| Range |
216.00 |
279.25 |
63.25 |
29.3% |
1,079.25 |
| ATR |
313.56 |
311.11 |
-2.45 |
-0.8% |
0.00 |
| Volume |
665,526 |
562,529 |
-102,997 |
-15.5% |
3,094,865 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,083.00 |
11,917.50 |
11,346.75 |
|
| R3 |
11,803.75 |
11,638.25 |
11,270.00 |
|
| R2 |
11,524.50 |
11,524.50 |
11,244.50 |
|
| R1 |
11,359.00 |
11,359.00 |
11,218.75 |
11,302.00 |
| PP |
11,245.25 |
11,245.25 |
11,245.25 |
11,217.00 |
| S1 |
11,079.75 |
11,079.75 |
11,167.75 |
11,023.00 |
| S2 |
10,966.00 |
10,966.00 |
11,142.00 |
|
| S3 |
10,686.75 |
10,800.50 |
11,116.50 |
|
| S4 |
10,407.50 |
10,521.25 |
11,039.75 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,896.00 |
14,199.75 |
11,938.25 |
|
| R3 |
13,816.75 |
13,120.50 |
11,641.50 |
|
| R2 |
12,737.50 |
12,737.50 |
11,542.50 |
|
| R1 |
12,041.25 |
12,041.25 |
11,443.75 |
11,849.75 |
| PP |
11,658.25 |
11,658.25 |
11,658.25 |
11,562.50 |
| S1 |
10,962.00 |
10,962.00 |
11,245.75 |
10,770.50 |
| S2 |
10,579.00 |
10,579.00 |
11,147.00 |
|
| S3 |
9,499.75 |
9,882.75 |
11,048.00 |
|
| S4 |
8,420.50 |
8,803.50 |
10,751.25 |
|
|
| 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 |
11,131.75 |
1,223.00 |
10.9% |
377.50 |
3.4% |
5% |
False |
True |
654,230 |
| 10 |
12,354.75 |
11,131.75 |
1,223.00 |
10.9% |
308.50 |
2.8% |
5% |
False |
True |
402,312 |
| 20 |
12,354.75 |
11,131.75 |
1,223.00 |
10.9% |
283.25 |
2.5% |
5% |
False |
True |
202,620 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.4% |
321.25 |
2.9% |
28% |
False |
False |
101,921 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.7% |
339.75 |
3.0% |
34% |
False |
False |
68,237 |
| 80 |
13,369.50 |
10,595.25 |
2,774.25 |
24.8% |
337.50 |
3.0% |
22% |
False |
False |
51,246 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
29.8% |
307.75 |
2.7% |
18% |
False |
False |
40,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,597.75 |
|
2.618 |
12,142.00 |
|
1.618 |
11,862.75 |
|
1.000 |
11,690.25 |
|
0.618 |
11,583.50 |
|
HIGH |
11,411.00 |
|
0.618 |
11,304.25 |
|
0.500 |
11,271.50 |
|
0.382 |
11,238.50 |
|
LOW |
11,131.75 |
|
0.618 |
10,959.25 |
|
1.000 |
10,852.50 |
|
1.618 |
10,680.00 |
|
2.618 |
10,400.75 |
|
4.250 |
9,945.00 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,271.50 |
11,515.00 |
| PP |
11,245.25 |
11,407.75 |
| S1 |
11,219.25 |
11,300.50 |
|