| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
7,500.5 |
7,490.0 |
-10.5 |
-0.1% |
7,571.0 |
| High |
7,510.5 |
7,500.0 |
-10.5 |
-0.1% |
7,600.0 |
| Low |
7,461.0 |
7,408.0 |
-53.0 |
-0.7% |
7,435.0 |
| Close |
7,498.0 |
7,420.0 |
-78.0 |
-1.0% |
7,480.0 |
| Range |
49.5 |
92.0 |
42.5 |
85.9% |
165.0 |
| ATR |
65.9 |
67.8 |
1.9 |
2.8% |
0.0 |
| Volume |
154,691 |
108,104 |
-46,587 |
-30.1% |
140,281 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,718.5 |
7,661.5 |
7,470.5 |
|
| R3 |
7,626.5 |
7,569.5 |
7,445.5 |
|
| R2 |
7,534.5 |
7,534.5 |
7,437.0 |
|
| R1 |
7,477.5 |
7,477.5 |
7,428.5 |
7,460.0 |
| PP |
7,442.5 |
7,442.5 |
7,442.5 |
7,434.0 |
| S1 |
7,385.5 |
7,385.5 |
7,411.5 |
7,368.0 |
| S2 |
7,350.5 |
7,350.5 |
7,403.0 |
|
| S3 |
7,258.5 |
7,293.5 |
7,394.5 |
|
| S4 |
7,166.5 |
7,201.5 |
7,369.5 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,000.0 |
7,905.0 |
7,571.0 |
|
| R3 |
7,835.0 |
7,740.0 |
7,525.5 |
|
| R2 |
7,670.0 |
7,670.0 |
7,510.0 |
|
| R1 |
7,575.0 |
7,575.0 |
7,495.0 |
7,540.0 |
| PP |
7,505.0 |
7,505.0 |
7,505.0 |
7,487.5 |
| S1 |
7,410.0 |
7,410.0 |
7,465.0 |
7,375.0 |
| S2 |
7,340.0 |
7,340.0 |
7,450.0 |
|
| S3 |
7,175.0 |
7,245.0 |
7,434.5 |
|
| S4 |
7,010.0 |
7,080.0 |
7,389.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,555.5 |
7,408.0 |
147.5 |
2.0% |
74.0 |
1.0% |
8% |
False |
True |
187,955 |
| 10 |
7,600.0 |
7,408.0 |
192.0 |
2.6% |
65.0 |
0.9% |
6% |
False |
True |
98,130 |
| 20 |
7,688.0 |
7,370.0 |
318.0 |
4.3% |
58.5 |
0.8% |
16% |
False |
False |
49,093 |
| 40 |
7,688.0 |
6,982.0 |
706.0 |
9.5% |
47.5 |
0.6% |
62% |
False |
False |
24,619 |
| 60 |
7,688.0 |
6,738.0 |
950.0 |
12.8% |
45.0 |
0.6% |
72% |
False |
False |
16,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,891.0 |
|
2.618 |
7,741.0 |
|
1.618 |
7,649.0 |
|
1.000 |
7,592.0 |
|
0.618 |
7,557.0 |
|
HIGH |
7,500.0 |
|
0.618 |
7,465.0 |
|
0.500 |
7,454.0 |
|
0.382 |
7,443.0 |
|
LOW |
7,408.0 |
|
0.618 |
7,351.0 |
|
1.000 |
7,316.0 |
|
1.618 |
7,259.0 |
|
2.618 |
7,167.0 |
|
4.250 |
7,017.0 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,454.0 |
7,482.0 |
| PP |
7,442.5 |
7,461.0 |
| S1 |
7,431.5 |
7,440.5 |
|