| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,206.50 |
11,357.00 |
150.50 |
1.3% |
11,671.50 |
| High |
11,389.75 |
11,384.75 |
-5.00 |
0.0% |
12,354.75 |
| Low |
11,181.00 |
10,870.50 |
-310.50 |
-2.8% |
11,275.50 |
| Close |
11,334.50 |
11,054.25 |
-280.25 |
-2.5% |
11,344.75 |
| Range |
208.75 |
514.25 |
305.50 |
146.3% |
1,079.25 |
| ATR |
297.04 |
312.55 |
15.52 |
5.2% |
0.00 |
| Volume |
631,322 |
714,500 |
83,178 |
13.2% |
3,094,865 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,646.00 |
12,364.25 |
11,337.00 |
|
| R3 |
12,131.75 |
11,850.00 |
11,195.75 |
|
| R2 |
11,617.50 |
11,617.50 |
11,148.50 |
|
| R1 |
11,335.75 |
11,335.75 |
11,101.50 |
11,219.50 |
| PP |
11,103.25 |
11,103.25 |
11,103.25 |
11,045.00 |
| S1 |
10,821.50 |
10,821.50 |
11,007.00 |
10,705.25 |
| S2 |
10,589.00 |
10,589.00 |
10,960.00 |
|
| S3 |
10,074.75 |
10,307.25 |
10,912.75 |
|
| S4 |
9,560.50 |
9,793.00 |
10,771.50 |
|
|
| 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 |
11,491.50 |
10,870.50 |
621.00 |
5.6% |
284.25 |
2.6% |
30% |
False |
True |
639,793 |
| 10 |
12,354.75 |
10,870.50 |
1,484.25 |
13.4% |
324.50 |
2.9% |
12% |
False |
True |
587,604 |
| 20 |
12,354.75 |
10,870.50 |
1,484.25 |
13.4% |
299.75 |
2.7% |
12% |
False |
True |
301,061 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.5% |
322.00 |
2.9% |
19% |
False |
False |
151,104 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.9% |
337.25 |
3.1% |
26% |
False |
False |
101,042 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.2% |
334.50 |
3.0% |
19% |
False |
False |
75,881 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.2% |
311.00 |
2.8% |
14% |
False |
False |
60,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,570.25 |
|
2.618 |
12,731.00 |
|
1.618 |
12,216.75 |
|
1.000 |
11,899.00 |
|
0.618 |
11,702.50 |
|
HIGH |
11,384.75 |
|
0.618 |
11,188.25 |
|
0.500 |
11,127.50 |
|
0.382 |
11,067.00 |
|
LOW |
10,870.50 |
|
0.618 |
10,552.75 |
|
1.000 |
10,356.25 |
|
1.618 |
10,038.50 |
|
2.618 |
9,524.25 |
|
4.250 |
8,685.00 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,127.50 |
11,130.00 |
| PP |
11,103.25 |
11,104.75 |
| S1 |
11,078.75 |
11,079.50 |
|