| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,763.1 |
1,793.0 |
29.9 |
1.7% |
1,812.0 |
| High |
1,798.1 |
1,795.3 |
-2.8 |
-0.2% |
1,905.7 |
| Low |
1,762.0 |
1,734.8 |
-27.2 |
-1.5% |
1,756.4 |
| Close |
1,787.9 |
1,765.0 |
-22.9 |
-1.3% |
1,774.2 |
| Range |
36.1 |
60.5 |
24.4 |
67.6% |
149.3 |
| ATR |
43.3 |
44.5 |
1.2 |
2.8% |
0.0 |
| Volume |
160,294 |
177,357 |
17,063 |
10.6% |
1,438,910 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,946.5 |
1,916.3 |
1,798.3 |
|
| R3 |
1,886.0 |
1,855.8 |
1,781.6 |
|
| R2 |
1,825.5 |
1,825.5 |
1,776.1 |
|
| R1 |
1,795.3 |
1,795.3 |
1,770.5 |
1,780.2 |
| PP |
1,765.0 |
1,765.0 |
1,765.0 |
1,757.5 |
| S1 |
1,734.8 |
1,734.8 |
1,759.5 |
1,719.7 |
| S2 |
1,704.5 |
1,704.5 |
1,753.9 |
|
| S3 |
1,644.0 |
1,674.3 |
1,748.4 |
|
| S4 |
1,583.5 |
1,613.8 |
1,731.7 |
|
|
| 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 |
1,798.1 |
1,730.8 |
67.3 |
3.8% |
42.4 |
2.4% |
51% |
False |
False |
177,863 |
| 10 |
1,905.7 |
1,730.8 |
174.9 |
9.9% |
45.5 |
2.6% |
20% |
False |
False |
228,172 |
| 20 |
1,921.3 |
1,730.8 |
190.5 |
10.8% |
43.0 |
2.4% |
18% |
False |
False |
117,236 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.2% |
43.4 |
2.5% |
17% |
False |
False |
58,767 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.2% |
46.9 |
2.7% |
39% |
False |
False |
39,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.4 |
|
2.618 |
1,953.7 |
|
1.618 |
1,893.2 |
|
1.000 |
1,855.8 |
|
0.618 |
1,832.7 |
|
HIGH |
1,795.3 |
|
0.618 |
1,772.2 |
|
0.500 |
1,765.1 |
|
0.382 |
1,757.9 |
|
LOW |
1,734.8 |
|
0.618 |
1,697.4 |
|
1.000 |
1,674.3 |
|
1.618 |
1,636.9 |
|
2.618 |
1,576.4 |
|
4.250 |
1,477.7 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,765.1 |
1,764.8 |
| PP |
1,765.0 |
1,764.6 |
| S1 |
1,765.0 |
1,764.5 |
|