| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,061.00 |
11,104.00 |
43.00 |
0.4% |
11,328.75 |
| High |
11,143.00 |
11,183.75 |
40.75 |
0.4% |
11,411.00 |
| Low |
10,916.25 |
10,896.00 |
-20.25 |
-0.2% |
10,870.50 |
| Close |
11,075.25 |
10,915.50 |
-159.75 |
-1.4% |
11,075.25 |
| Range |
226.75 |
287.75 |
61.00 |
26.9% |
540.50 |
| ATR |
306.42 |
305.09 |
-1.33 |
-0.4% |
0.00 |
| Volume |
534,525 |
499,799 |
-34,726 |
-6.5% |
3,067,966 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,861.75 |
11,676.25 |
11,073.75 |
|
| R3 |
11,574.00 |
11,388.50 |
10,994.75 |
|
| R2 |
11,286.25 |
11,286.25 |
10,968.25 |
|
| R1 |
11,100.75 |
11,100.75 |
10,942.00 |
11,049.50 |
| PP |
10,998.50 |
10,998.50 |
10,998.50 |
10,972.75 |
| S1 |
10,813.00 |
10,813.00 |
10,889.00 |
10,762.00 |
| S2 |
10,710.75 |
10,710.75 |
10,862.75 |
|
| S3 |
10,423.00 |
10,525.25 |
10,836.25 |
|
| S4 |
10,135.25 |
10,237.50 |
10,757.25 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,740.50 |
12,448.25 |
11,372.50 |
|
| R3 |
12,200.00 |
11,907.75 |
11,224.00 |
|
| R2 |
11,659.50 |
11,659.50 |
11,174.25 |
|
| R1 |
11,367.25 |
11,367.25 |
11,124.75 |
11,243.00 |
| PP |
11,119.00 |
11,119.00 |
11,119.00 |
11,056.75 |
| S1 |
10,826.75 |
10,826.75 |
11,025.75 |
10,702.50 |
| S2 |
10,578.50 |
10,578.50 |
10,976.25 |
|
| S3 |
10,038.00 |
10,286.25 |
10,926.50 |
|
| S4 |
9,497.50 |
9,745.75 |
10,778.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,389.75 |
10,870.50 |
519.25 |
4.8% |
288.25 |
2.6% |
9% |
False |
False |
601,047 |
| 10 |
12,354.75 |
10,870.50 |
1,484.25 |
13.6% |
332.75 |
3.0% |
3% |
False |
False |
627,639 |
| 20 |
12,354.75 |
10,870.50 |
1,484.25 |
13.6% |
306.75 |
2.8% |
3% |
False |
False |
352,656 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.7% |
305.75 |
2.8% |
10% |
False |
False |
176,899 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.1% |
332.50 |
3.0% |
18% |
False |
False |
118,258 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.5% |
334.75 |
3.1% |
13% |
False |
False |
88,809 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.5% |
311.00 |
2.8% |
10% |
False |
False |
71,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,406.75 |
|
2.618 |
11,937.00 |
|
1.618 |
11,649.25 |
|
1.000 |
11,471.50 |
|
0.618 |
11,361.50 |
|
HIGH |
11,183.75 |
|
0.618 |
11,073.75 |
|
0.500 |
11,040.00 |
|
0.382 |
11,006.00 |
|
LOW |
10,896.00 |
|
0.618 |
10,718.25 |
|
1.000 |
10,608.25 |
|
1.618 |
10,430.50 |
|
2.618 |
10,142.75 |
|
4.250 |
9,673.00 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,040.00 |
11,127.50 |
| PP |
10,998.50 |
11,057.00 |
| S1 |
10,957.00 |
10,986.25 |
|