| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,848.5 |
1,839.1 |
-9.4 |
-0.5% |
1,907.1 |
| High |
1,863.5 |
1,842.0 |
-21.5 |
-1.2% |
1,910.2 |
| Low |
1,820.7 |
1,781.4 |
-39.3 |
-2.2% |
1,810.0 |
| Close |
1,834.8 |
1,788.3 |
-46.5 |
-2.5% |
1,811.2 |
| Range |
42.8 |
60.6 |
17.8 |
41.6% |
100.2 |
| ATR |
43.7 |
44.9 |
1.2 |
2.8% |
0.0 |
| Volume |
281,989 |
233,235 |
-48,754 |
-17.3% |
251,442 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.7 |
1,947.6 |
1,821.6 |
|
| R3 |
1,925.1 |
1,887.0 |
1,805.0 |
|
| R2 |
1,864.5 |
1,864.5 |
1,799.4 |
|
| R1 |
1,826.4 |
1,826.4 |
1,793.9 |
1,815.2 |
| PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,798.3 |
| S1 |
1,765.8 |
1,765.8 |
1,782.7 |
1,754.6 |
| S2 |
1,743.3 |
1,743.3 |
1,777.2 |
|
| S3 |
1,682.7 |
1,705.2 |
1,771.6 |
|
| S4 |
1,622.1 |
1,644.6 |
1,755.0 |
|
|
| 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 |
1,781.4 |
124.3 |
7.0% |
48.7 |
2.7% |
6% |
False |
True |
278,482 |
| 10 |
1,917.7 |
1,781.4 |
136.3 |
7.6% |
47.0 |
2.6% |
5% |
False |
True |
145,079 |
| 20 |
1,921.3 |
1,781.4 |
139.9 |
7.8% |
39.9 |
2.2% |
5% |
False |
True |
72,889 |
| 40 |
1,927.6 |
1,711.7 |
215.9 |
12.1% |
44.3 |
2.5% |
35% |
False |
False |
36,540 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.0% |
48.3 |
2.7% |
48% |
False |
False |
24,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.6 |
|
2.618 |
2,000.7 |
|
1.618 |
1,940.1 |
|
1.000 |
1,902.6 |
|
0.618 |
1,879.5 |
|
HIGH |
1,842.0 |
|
0.618 |
1,818.9 |
|
0.500 |
1,811.7 |
|
0.382 |
1,804.5 |
|
LOW |
1,781.4 |
|
0.618 |
1,743.9 |
|
1.000 |
1,720.8 |
|
1.618 |
1,683.3 |
|
2.618 |
1,622.7 |
|
4.250 |
1,523.9 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,811.7 |
1,843.6 |
| PP |
1,803.9 |
1,825.1 |
| S1 |
1,796.1 |
1,806.7 |
|