| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,748.7 |
1,763.1 |
14.4 |
0.8% |
1,812.0 |
| High |
1,769.4 |
1,798.1 |
28.7 |
1.6% |
1,905.7 |
| Low |
1,730.8 |
1,762.0 |
31.2 |
1.8% |
1,756.4 |
| Close |
1,758.6 |
1,787.9 |
29.3 |
1.7% |
1,774.2 |
| Range |
38.6 |
36.1 |
-2.5 |
-6.5% |
149.3 |
| ATR |
43.6 |
43.3 |
-0.3 |
-0.7% |
0.0 |
| Volume |
154,680 |
160,294 |
5,614 |
3.6% |
1,438,910 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,891.0 |
1,875.5 |
1,807.8 |
|
| R3 |
1,854.9 |
1,839.4 |
1,797.8 |
|
| R2 |
1,818.8 |
1,818.8 |
1,794.5 |
|
| R1 |
1,803.3 |
1,803.3 |
1,791.2 |
1,811.1 |
| PP |
1,782.7 |
1,782.7 |
1,782.7 |
1,786.5 |
| S1 |
1,767.2 |
1,767.2 |
1,784.6 |
1,775.0 |
| S2 |
1,746.6 |
1,746.6 |
1,781.3 |
|
| S3 |
1,710.5 |
1,731.1 |
1,778.0 |
|
| S4 |
1,674.4 |
1,695.0 |
1,768.0 |
|
|
| 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 |
1,842.0 |
1,730.8 |
111.2 |
6.2% |
42.4 |
2.4% |
51% |
False |
False |
189,038 |
| 10 |
1,905.7 |
1,730.8 |
174.9 |
9.8% |
43.4 |
2.4% |
33% |
False |
False |
214,414 |
| 20 |
1,921.3 |
1,730.8 |
190.5 |
10.7% |
41.0 |
2.3% |
30% |
False |
False |
108,392 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.0% |
43.1 |
2.4% |
29% |
False |
False |
54,334 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.0% |
47.3 |
2.6% |
48% |
False |
False |
36,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,951.5 |
|
2.618 |
1,892.6 |
|
1.618 |
1,856.5 |
|
1.000 |
1,834.2 |
|
0.618 |
1,820.4 |
|
HIGH |
1,798.1 |
|
0.618 |
1,784.3 |
|
0.500 |
1,780.1 |
|
0.382 |
1,775.8 |
|
LOW |
1,762.0 |
|
0.618 |
1,739.7 |
|
1.000 |
1,725.9 |
|
1.618 |
1,703.6 |
|
2.618 |
1,667.5 |
|
4.250 |
1,608.6 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.3 |
1,780.1 |
| PP |
1,782.7 |
1,772.3 |
| S1 |
1,780.1 |
1,764.5 |
|