| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,832.1 |
1,848.5 |
16.4 |
0.9% |
1,907.1 |
| High |
1,905.7 |
1,863.5 |
-42.2 |
-2.2% |
1,910.2 |
| Low |
1,830.5 |
1,820.7 |
-9.8 |
-0.5% |
1,810.0 |
| Close |
1,848.5 |
1,834.8 |
-13.7 |
-0.7% |
1,811.2 |
| Range |
75.2 |
42.8 |
-32.4 |
-43.1% |
100.2 |
| ATR |
43.7 |
43.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
340,256 |
281,989 |
-58,267 |
-17.1% |
251,442 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.1 |
1,944.2 |
1,858.3 |
|
| R3 |
1,925.3 |
1,901.4 |
1,846.6 |
|
| R2 |
1,882.5 |
1,882.5 |
1,842.6 |
|
| R1 |
1,858.6 |
1,858.6 |
1,838.7 |
1,849.2 |
| PP |
1,839.7 |
1,839.7 |
1,839.7 |
1,834.9 |
| S1 |
1,815.8 |
1,815.8 |
1,830.9 |
1,806.4 |
| S2 |
1,796.9 |
1,796.9 |
1,827.0 |
|
| S3 |
1,754.1 |
1,773.0 |
1,823.0 |
|
| S4 |
1,711.3 |
1,730.2 |
1,811.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.4 |
2,078.0 |
1,866.3 |
|
| R3 |
2,044.2 |
1,977.8 |
1,838.8 |
|
| R2 |
1,944.0 |
1,944.0 |
1,829.6 |
|
| R1 |
1,877.6 |
1,877.6 |
1,820.4 |
1,860.7 |
| PP |
1,843.8 |
1,843.8 |
1,843.8 |
1,835.4 |
| S1 |
1,777.4 |
1,777.4 |
1,802.0 |
1,760.5 |
| S2 |
1,743.6 |
1,743.6 |
1,792.8 |
|
| S3 |
1,643.4 |
1,677.2 |
1,783.6 |
|
| S4 |
1,543.2 |
1,577.0 |
1,756.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,905.7 |
1,805.4 |
100.3 |
5.5% |
44.5 |
2.4% |
29% |
False |
False |
239,790 |
| 10 |
1,921.3 |
1,805.4 |
115.9 |
6.3% |
44.0 |
2.4% |
25% |
False |
False |
121,823 |
| 20 |
1,921.3 |
1,805.4 |
115.9 |
6.3% |
39.3 |
2.1% |
25% |
False |
False |
61,241 |
| 40 |
1,927.6 |
1,711.7 |
215.9 |
11.8% |
44.4 |
2.4% |
57% |
False |
False |
30,709 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
14.6% |
48.3 |
2.6% |
65% |
False |
False |
20,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,045.4 |
|
2.618 |
1,975.6 |
|
1.618 |
1,932.8 |
|
1.000 |
1,906.3 |
|
0.618 |
1,890.0 |
|
HIGH |
1,863.5 |
|
0.618 |
1,847.2 |
|
0.500 |
1,842.1 |
|
0.382 |
1,837.0 |
|
LOW |
1,820.7 |
|
0.618 |
1,794.2 |
|
1.000 |
1,777.9 |
|
1.618 |
1,751.4 |
|
2.618 |
1,708.6 |
|
4.250 |
1,638.8 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.1 |
1,855.6 |
| PP |
1,839.7 |
1,848.6 |
| S1 |
1,837.2 |
1,841.7 |
|