| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,773.1 |
1,761.5 |
-11.6 |
-0.7% |
1,770.6 |
| High |
1,789.6 |
1,769.7 |
-19.9 |
-1.1% |
1,798.1 |
| Low |
1,753.7 |
1,731.2 |
-22.5 |
-1.3% |
1,730.8 |
| Close |
1,760.8 |
1,733.2 |
-27.6 |
-1.6% |
1,772.6 |
| Range |
35.9 |
38.5 |
2.6 |
7.2% |
67.3 |
| ATR |
42.8 |
42.5 |
-0.3 |
-0.7% |
0.0 |
| Volume |
115,619 |
133,073 |
17,454 |
15.1% |
784,671 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.2 |
1,835.2 |
1,754.4 |
|
| R3 |
1,821.7 |
1,796.7 |
1,743.8 |
|
| R2 |
1,783.2 |
1,783.2 |
1,740.3 |
|
| R1 |
1,758.2 |
1,758.2 |
1,736.7 |
1,751.5 |
| PP |
1,744.7 |
1,744.7 |
1,744.7 |
1,741.3 |
| S1 |
1,719.7 |
1,719.7 |
1,729.7 |
1,713.0 |
| S2 |
1,706.2 |
1,706.2 |
1,726.1 |
|
| S3 |
1,667.7 |
1,681.2 |
1,722.6 |
|
| S4 |
1,629.2 |
1,642.7 |
1,712.0 |
|
|
| 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 |
1,731.2 |
66.9 |
3.9% |
39.7 |
2.3% |
3% |
False |
True |
144,434 |
| 10 |
1,863.5 |
1,730.8 |
132.7 |
7.7% |
41.7 |
2.4% |
2% |
False |
False |
178,906 |
| 20 |
1,921.3 |
1,730.8 |
190.5 |
11.0% |
44.4 |
2.6% |
1% |
False |
False |
136,375 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.4% |
42.7 |
2.5% |
1% |
False |
False |
68,376 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.5% |
45.7 |
2.6% |
28% |
False |
False |
45,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,933.3 |
|
2.618 |
1,870.5 |
|
1.618 |
1,832.0 |
|
1.000 |
1,808.2 |
|
0.618 |
1,793.5 |
|
HIGH |
1,769.7 |
|
0.618 |
1,755.0 |
|
0.500 |
1,750.5 |
|
0.382 |
1,745.9 |
|
LOW |
1,731.2 |
|
0.618 |
1,707.4 |
|
1.000 |
1,692.7 |
|
1.618 |
1,668.9 |
|
2.618 |
1,630.4 |
|
4.250 |
1,567.6 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.5 |
1,760.4 |
| PP |
1,744.7 |
1,751.3 |
| S1 |
1,739.0 |
1,742.3 |
|