| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,812.3 |
1,843.1 |
30.8 |
1.7% |
1,823.8 |
| High |
1,847.6 |
1,849.0 |
1.4 |
0.1% |
1,851.4 |
| Low |
1,810.2 |
1,837.1 |
26.9 |
1.5% |
1,797.6 |
| Close |
1,840.8 |
1,840.9 |
0.1 |
0.0% |
1,815.6 |
| Range |
37.4 |
11.9 |
-25.5 |
-68.2% |
53.8 |
| ATR |
26.0 |
25.0 |
-1.0 |
-3.9% |
0.0 |
| Volume |
4,606 |
2,572 |
-2,034 |
-44.2% |
19,614 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.0 |
1,871.4 |
1,847.4 |
|
| R3 |
1,866.1 |
1,859.5 |
1,844.2 |
|
| R2 |
1,854.2 |
1,854.2 |
1,843.1 |
|
| R1 |
1,847.6 |
1,847.6 |
1,842.0 |
1,845.0 |
| PP |
1,842.3 |
1,842.3 |
1,842.3 |
1,841.0 |
| S1 |
1,835.7 |
1,835.7 |
1,839.8 |
1,833.1 |
| S2 |
1,830.4 |
1,830.4 |
1,838.7 |
|
| S3 |
1,818.5 |
1,823.8 |
1,837.6 |
|
| S4 |
1,806.6 |
1,811.9 |
1,834.4 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.9 |
1,953.1 |
1,845.2 |
|
| R3 |
1,929.1 |
1,899.3 |
1,830.4 |
|
| R2 |
1,875.3 |
1,875.3 |
1,825.5 |
|
| R1 |
1,845.5 |
1,845.5 |
1,820.5 |
1,833.5 |
| PP |
1,821.5 |
1,821.5 |
1,821.5 |
1,815.6 |
| S1 |
1,791.7 |
1,791.7 |
1,810.7 |
1,779.7 |
| S2 |
1,767.7 |
1,767.7 |
1,805.7 |
|
| S3 |
1,713.9 |
1,737.9 |
1,800.8 |
|
| S4 |
1,660.1 |
1,684.1 |
1,786.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,849.0 |
1,797.6 |
51.4 |
2.8% |
24.2 |
1.3% |
84% |
True |
False |
3,276 |
| 10 |
1,851.4 |
1,797.6 |
53.8 |
2.9% |
23.4 |
1.3% |
80% |
False |
False |
3,610 |
| 20 |
1,851.4 |
1,749.6 |
101.8 |
5.5% |
24.5 |
1.3% |
90% |
False |
False |
3,457 |
| 40 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
24.9 |
1.4% |
95% |
False |
False |
3,164 |
| 60 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
25.5 |
1.4% |
95% |
False |
False |
2,814 |
| 80 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
24.9 |
1.4% |
95% |
False |
False |
2,306 |
| 100 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
23.4 |
1.3% |
95% |
False |
False |
1,924 |
| 120 |
1,852.1 |
1,647.7 |
204.4 |
11.1% |
22.3 |
1.2% |
95% |
False |
False |
1,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.6 |
|
2.618 |
1,880.2 |
|
1.618 |
1,868.3 |
|
1.000 |
1,860.9 |
|
0.618 |
1,856.4 |
|
HIGH |
1,849.0 |
|
0.618 |
1,844.5 |
|
0.500 |
1,843.1 |
|
0.382 |
1,841.6 |
|
LOW |
1,837.1 |
|
0.618 |
1,829.7 |
|
1.000 |
1,825.2 |
|
1.618 |
1,817.8 |
|
2.618 |
1,805.9 |
|
4.250 |
1,786.5 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.1 |
1,836.9 |
| PP |
1,842.3 |
1,832.8 |
| S1 |
1,841.6 |
1,828.8 |
|