| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
10,915.75 |
10,785.75 |
-130.00 |
-1.2% |
11,328.75 |
| High |
10,996.50 |
11,071.50 |
75.00 |
0.7% |
11,411.00 |
| Low |
10,758.75 |
10,777.50 |
18.75 |
0.2% |
10,870.50 |
| Close |
10,772.75 |
11,032.75 |
260.00 |
2.4% |
11,075.25 |
| Range |
237.75 |
294.00 |
56.25 |
23.7% |
540.50 |
| ATR |
300.28 |
300.17 |
-0.11 |
0.0% |
0.00 |
| Volume |
635,572 |
470,004 |
-165,568 |
-26.1% |
3,067,966 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,842.50 |
11,731.75 |
11,194.50 |
|
| R3 |
11,548.50 |
11,437.75 |
11,113.50 |
|
| R2 |
11,254.50 |
11,254.50 |
11,086.75 |
|
| R1 |
11,143.75 |
11,143.75 |
11,059.75 |
11,199.00 |
| PP |
10,960.50 |
10,960.50 |
10,960.50 |
10,988.25 |
| S1 |
10,849.75 |
10,849.75 |
11,005.75 |
10,905.00 |
| S2 |
10,666.50 |
10,666.50 |
10,978.75 |
|
| S3 |
10,372.50 |
10,555.75 |
10,952.00 |
|
| S4 |
10,078.50 |
10,261.75 |
10,871.00 |
|
|
| 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 |
11,384.75 |
10,758.75 |
626.00 |
5.7% |
312.00 |
2.8% |
44% |
False |
False |
570,880 |
| 10 |
11,898.00 |
10,758.75 |
1,139.25 |
10.3% |
296.25 |
2.7% |
24% |
False |
False |
600,925 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.5% |
292.25 |
2.6% |
17% |
False |
False |
407,640 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.6% |
305.25 |
2.8% |
18% |
False |
False |
204,507 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.9% |
327.00 |
3.0% |
25% |
False |
False |
136,660 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.3% |
332.75 |
3.0% |
18% |
False |
False |
102,627 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.2% |
311.75 |
2.8% |
13% |
False |
False |
82,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,321.00 |
|
2.618 |
11,841.25 |
|
1.618 |
11,547.25 |
|
1.000 |
11,365.50 |
|
0.618 |
11,253.25 |
|
HIGH |
11,071.50 |
|
0.618 |
10,959.25 |
|
0.500 |
10,924.50 |
|
0.382 |
10,889.75 |
|
LOW |
10,777.50 |
|
0.618 |
10,595.75 |
|
1.000 |
10,483.50 |
|
1.618 |
10,301.75 |
|
2.618 |
10,007.75 |
|
4.250 |
9,528.00 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,996.75 |
11,012.25 |
| PP |
10,960.50 |
10,991.75 |
| S1 |
10,924.50 |
10,971.25 |
|