| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,764.5 |
1,773.1 |
8.6 |
0.5% |
1,770.6 |
| High |
1,779.3 |
1,789.6 |
10.3 |
0.6% |
1,798.1 |
| Low |
1,751.9 |
1,753.7 |
1.8 |
0.1% |
1,730.8 |
| Close |
1,772.6 |
1,760.8 |
-11.8 |
-0.7% |
1,772.6 |
| Range |
27.4 |
35.9 |
8.5 |
31.0% |
67.3 |
| ATR |
43.3 |
42.8 |
-0.5 |
-1.2% |
0.0 |
| Volume |
135,829 |
115,619 |
-20,210 |
-14.9% |
784,671 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.7 |
1,854.2 |
1,780.5 |
|
| R3 |
1,839.8 |
1,818.3 |
1,770.7 |
|
| R2 |
1,803.9 |
1,803.9 |
1,767.4 |
|
| R1 |
1,782.4 |
1,782.4 |
1,764.1 |
1,775.2 |
| PP |
1,768.0 |
1,768.0 |
1,768.0 |
1,764.5 |
| S1 |
1,746.5 |
1,746.5 |
1,757.5 |
1,739.3 |
| S2 |
1,732.1 |
1,732.1 |
1,754.2 |
|
| S3 |
1,696.2 |
1,710.6 |
1,750.9 |
|
| S4 |
1,660.3 |
1,674.7 |
1,741.1 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.1 |
1,938.1 |
1,809.6 |
|
| R3 |
1,901.8 |
1,870.8 |
1,791.1 |
|
| R2 |
1,834.5 |
1,834.5 |
1,784.9 |
|
| R1 |
1,803.5 |
1,803.5 |
1,778.8 |
1,819.0 |
| PP |
1,767.2 |
1,767.2 |
1,767.2 |
1,774.9 |
| S1 |
1,736.2 |
1,736.2 |
1,766.4 |
1,751.7 |
| S2 |
1,699.9 |
1,699.9 |
1,760.3 |
|
| S3 |
1,632.6 |
1,668.9 |
1,754.1 |
|
| S4 |
1,565.3 |
1,601.6 |
1,735.6 |
|
|
| 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% |
39.7 |
2.3% |
45% |
False |
False |
148,755 |
| 10 |
1,905.7 |
1,730.8 |
174.9 |
9.9% |
45.4 |
2.6% |
17% |
False |
False |
199,624 |
| 20 |
1,921.3 |
1,730.8 |
190.5 |
10.8% |
43.4 |
2.5% |
16% |
False |
False |
129,745 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.2% |
42.4 |
2.4% |
15% |
False |
False |
65,049 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.3% |
46.1 |
2.6% |
38% |
False |
False |
43,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,942.2 |
|
2.618 |
1,883.6 |
|
1.618 |
1,847.7 |
|
1.000 |
1,825.5 |
|
0.618 |
1,811.8 |
|
HIGH |
1,789.6 |
|
0.618 |
1,775.9 |
|
0.500 |
1,771.7 |
|
0.382 |
1,767.4 |
|
LOW |
1,753.7 |
|
0.618 |
1,731.5 |
|
1.000 |
1,717.8 |
|
1.618 |
1,695.6 |
|
2.618 |
1,659.7 |
|
4.250 |
1,601.1 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,771.7 |
1,765.1 |
| PP |
1,768.0 |
1,763.6 |
| S1 |
1,764.4 |
1,762.2 |
|