| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
7,332.5 |
7,361.0 |
28.5 |
0.4% |
7,475.0 |
| High |
7,383.0 |
7,388.0 |
5.0 |
0.1% |
7,555.5 |
| Low |
7,332.0 |
7,292.5 |
-39.5 |
-0.5% |
7,300.0 |
| Close |
7,367.5 |
7,364.5 |
-3.0 |
0.0% |
7,330.0 |
| Range |
51.0 |
95.5 |
44.5 |
87.3% |
255.5 |
| ATR |
73.0 |
74.6 |
1.6 |
2.2% |
0.0 |
| Volume |
76,000 |
82,568 |
6,568 |
8.6% |
1,025,172 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,635.0 |
7,595.0 |
7,417.0 |
|
| R3 |
7,539.5 |
7,499.5 |
7,391.0 |
|
| R2 |
7,444.0 |
7,444.0 |
7,382.0 |
|
| R1 |
7,404.0 |
7,404.0 |
7,373.5 |
7,424.0 |
| PP |
7,348.5 |
7,348.5 |
7,348.5 |
7,358.0 |
| S1 |
7,308.5 |
7,308.5 |
7,355.5 |
7,328.5 |
| S2 |
7,253.0 |
7,253.0 |
7,347.0 |
|
| S3 |
7,157.5 |
7,213.0 |
7,338.0 |
|
| S4 |
7,062.0 |
7,117.5 |
7,312.0 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,161.5 |
8,001.5 |
7,470.5 |
|
| R3 |
7,906.0 |
7,746.0 |
7,400.5 |
|
| R2 |
7,650.5 |
7,650.5 |
7,377.0 |
|
| R1 |
7,490.5 |
7,490.5 |
7,353.5 |
7,443.0 |
| PP |
7,395.0 |
7,395.0 |
7,395.0 |
7,371.5 |
| S1 |
7,235.0 |
7,235.0 |
7,306.5 |
7,187.0 |
| S2 |
7,139.5 |
7,139.5 |
7,283.0 |
|
| S3 |
6,884.0 |
6,979.5 |
7,259.5 |
|
| S4 |
6,628.5 |
6,724.0 |
7,189.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,510.5 |
7,292.5 |
218.0 |
3.0% |
90.0 |
1.2% |
33% |
False |
True |
121,160 |
| 10 |
7,571.0 |
7,292.5 |
278.5 |
3.8% |
80.5 |
1.1% |
26% |
False |
True |
131,542 |
| 20 |
7,688.0 |
7,292.5 |
395.5 |
5.4% |
65.5 |
0.9% |
18% |
False |
True |
66,241 |
| 40 |
7,688.0 |
7,043.0 |
645.0 |
8.8% |
55.0 |
0.7% |
50% |
False |
False |
33,194 |
| 60 |
7,688.0 |
6,738.0 |
950.0 |
12.9% |
46.5 |
0.6% |
66% |
False |
False |
22,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,794.0 |
|
2.618 |
7,638.0 |
|
1.618 |
7,542.5 |
|
1.000 |
7,483.5 |
|
0.618 |
7,447.0 |
|
HIGH |
7,388.0 |
|
0.618 |
7,351.5 |
|
0.500 |
7,340.0 |
|
0.382 |
7,329.0 |
|
LOW |
7,292.5 |
|
0.618 |
7,233.5 |
|
1.000 |
7,197.0 |
|
1.618 |
7,138.0 |
|
2.618 |
7,042.5 |
|
4.250 |
6,886.5 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,356.5 |
7,377.5 |
| PP |
7,348.5 |
7,373.0 |
| S1 |
7,340.0 |
7,369.0 |
|