| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,182.50 |
11,206.50 |
24.00 |
0.2% |
11,671.50 |
| High |
11,247.00 |
11,389.75 |
142.75 |
1.3% |
12,354.75 |
| Low |
11,043.50 |
11,181.00 |
137.50 |
1.2% |
11,275.50 |
| Close |
11,175.75 |
11,334.50 |
158.75 |
1.4% |
11,344.75 |
| Range |
203.50 |
208.75 |
5.25 |
2.6% |
1,079.25 |
| ATR |
303.43 |
297.04 |
-6.39 |
-2.1% |
0.00 |
| Volume |
625,090 |
631,322 |
6,232 |
1.0% |
3,094,865 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,928.00 |
11,840.00 |
11,449.25 |
|
| R3 |
11,719.25 |
11,631.25 |
11,392.00 |
|
| R2 |
11,510.50 |
11,510.50 |
11,372.75 |
|
| R1 |
11,422.50 |
11,422.50 |
11,353.75 |
11,466.50 |
| PP |
11,301.75 |
11,301.75 |
11,301.75 |
11,323.75 |
| S1 |
11,213.75 |
11,213.75 |
11,315.25 |
11,257.75 |
| S2 |
11,093.00 |
11,093.00 |
11,296.25 |
|
| S3 |
10,884.25 |
11,005.00 |
11,277.00 |
|
| S4 |
10,675.50 |
10,796.25 |
11,219.75 |
|
|
| 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 |
11,898.00 |
11,043.50 |
854.50 |
7.5% |
280.25 |
2.5% |
34% |
False |
False |
630,971 |
| 10 |
12,354.75 |
11,043.50 |
1,311.25 |
11.6% |
298.25 |
2.6% |
22% |
False |
False |
522,568 |
| 20 |
12,354.75 |
11,043.50 |
1,311.25 |
11.6% |
282.50 |
2.5% |
22% |
False |
False |
265,373 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.2% |
316.00 |
2.8% |
37% |
False |
False |
133,271 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.5% |
336.50 |
3.0% |
42% |
False |
False |
89,151 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
21.7% |
332.75 |
2.9% |
30% |
False |
False |
66,950 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
29.4% |
308.25 |
2.7% |
22% |
False |
False |
53,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,277.00 |
|
2.618 |
11,936.25 |
|
1.618 |
11,727.50 |
|
1.000 |
11,598.50 |
|
0.618 |
11,518.75 |
|
HIGH |
11,389.75 |
|
0.618 |
11,310.00 |
|
0.500 |
11,285.50 |
|
0.382 |
11,260.75 |
|
LOW |
11,181.00 |
|
0.618 |
11,052.00 |
|
1.000 |
10,972.25 |
|
1.618 |
10,843.25 |
|
2.618 |
10,634.50 |
|
4.250 |
10,293.75 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,318.00 |
11,298.75 |
| PP |
11,301.75 |
11,263.00 |
| S1 |
11,285.50 |
11,227.25 |
|