| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,770.6 |
1,748.7 |
-21.9 |
-1.2% |
1,812.0 |
| High |
1,784.5 |
1,769.4 |
-15.1 |
-0.8% |
1,905.7 |
| Low |
1,743.5 |
1,730.8 |
-12.7 |
-0.7% |
1,756.4 |
| Close |
1,749.5 |
1,758.6 |
9.1 |
0.5% |
1,774.2 |
| Range |
41.0 |
38.6 |
-2.4 |
-5.9% |
149.3 |
| ATR |
44.0 |
43.6 |
-0.4 |
-0.9% |
0.0 |
| Volume |
156,511 |
154,680 |
-1,831 |
-1.2% |
1,438,910 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.7 |
1,852.3 |
1,779.8 |
|
| R3 |
1,830.1 |
1,813.7 |
1,769.2 |
|
| R2 |
1,791.5 |
1,791.5 |
1,765.7 |
|
| R1 |
1,775.1 |
1,775.1 |
1,762.1 |
1,783.3 |
| PP |
1,752.9 |
1,752.9 |
1,752.9 |
1,757.1 |
| S1 |
1,736.5 |
1,736.5 |
1,755.1 |
1,744.7 |
| S2 |
1,714.3 |
1,714.3 |
1,751.5 |
|
| S3 |
1,675.7 |
1,697.9 |
1,748.0 |
|
| S4 |
1,637.1 |
1,659.3 |
1,737.4 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.0 |
2,166.4 |
1,856.3 |
|
| R3 |
2,110.7 |
2,017.1 |
1,815.3 |
|
| R2 |
1,961.4 |
1,961.4 |
1,801.6 |
|
| R1 |
1,867.8 |
1,867.8 |
1,787.9 |
1,840.0 |
| PP |
1,812.1 |
1,812.1 |
1,812.1 |
1,798.2 |
| S1 |
1,718.5 |
1,718.5 |
1,760.5 |
1,690.7 |
| S2 |
1,662.8 |
1,662.8 |
1,746.8 |
|
| S3 |
1,513.5 |
1,569.2 |
1,733.1 |
|
| S4 |
1,364.2 |
1,419.9 |
1,692.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,863.5 |
1,730.8 |
132.7 |
7.5% |
43.7 |
2.5% |
21% |
False |
True |
213,377 |
| 10 |
1,905.7 |
1,730.8 |
174.9 |
9.9% |
42.2 |
2.4% |
16% |
False |
True |
199,081 |
| 20 |
1,921.3 |
1,730.8 |
190.5 |
10.8% |
40.6 |
2.3% |
15% |
False |
True |
100,387 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.2% |
43.7 |
2.5% |
14% |
False |
True |
50,327 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.3% |
47.4 |
2.7% |
37% |
False |
False |
33,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,933.5 |
|
2.618 |
1,870.5 |
|
1.618 |
1,831.9 |
|
1.000 |
1,808.0 |
|
0.618 |
1,793.3 |
|
HIGH |
1,769.4 |
|
0.618 |
1,754.7 |
|
0.500 |
1,750.1 |
|
0.382 |
1,745.5 |
|
LOW |
1,730.8 |
|
0.618 |
1,706.9 |
|
1.000 |
1,692.2 |
|
1.618 |
1,668.3 |
|
2.618 |
1,629.7 |
|
4.250 |
1,566.8 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,755.8 |
1,761.5 |
| PP |
1,752.9 |
1,760.5 |
| S1 |
1,750.1 |
1,759.6 |
|