| 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 |
1,816.4 |
1,823.8 |
7.4 |
0.4% |
1,818.1 |
| High |
1,827.6 |
1,857.0 |
29.4 |
1.6% |
1,849.0 |
| Low |
1,814.6 |
1,823.8 |
9.2 |
0.5% |
1,808.4 |
| Close |
1,819.8 |
1,838.8 |
19.0 |
1.0% |
1,819.8 |
| Range |
13.0 |
33.2 |
20.2 |
155.4% |
40.6 |
| ATR |
25.2 |
26.0 |
0.9 |
3.4% |
0.0 |
| Volume |
5,229 |
4,241 |
-988 |
-18.9% |
19,970 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.5 |
1,922.3 |
1,857.1 |
|
| R3 |
1,906.3 |
1,889.1 |
1,847.9 |
|
| R2 |
1,873.1 |
1,873.1 |
1,844.9 |
|
| R1 |
1,855.9 |
1,855.9 |
1,841.8 |
1,864.5 |
| PP |
1,839.9 |
1,839.9 |
1,839.9 |
1,844.2 |
| S1 |
1,822.7 |
1,822.7 |
1,835.8 |
1,831.3 |
| S2 |
1,806.7 |
1,806.7 |
1,832.7 |
|
| S3 |
1,773.5 |
1,789.5 |
1,829.7 |
|
| S4 |
1,740.3 |
1,756.3 |
1,820.5 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.5 |
1,924.3 |
1,842.1 |
|
| R3 |
1,906.9 |
1,883.7 |
1,831.0 |
|
| R2 |
1,866.3 |
1,866.3 |
1,827.2 |
|
| R1 |
1,843.1 |
1,843.1 |
1,823.5 |
1,854.7 |
| PP |
1,825.7 |
1,825.7 |
1,825.7 |
1,831.6 |
| S1 |
1,802.5 |
1,802.5 |
1,816.1 |
1,814.1 |
| S2 |
1,785.1 |
1,785.1 |
1,812.4 |
|
| S3 |
1,744.5 |
1,761.9 |
1,808.6 |
|
| S4 |
1,703.9 |
1,721.3 |
1,797.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,857.0 |
1,808.4 |
48.6 |
2.6% |
26.3 |
1.4% |
63% |
True |
False |
4,434 |
| 10 |
1,857.0 |
1,797.6 |
59.4 |
3.2% |
26.6 |
1.4% |
69% |
True |
False |
4,046 |
| 20 |
1,857.0 |
1,769.2 |
87.8 |
4.8% |
25.1 |
1.4% |
79% |
True |
False |
3,768 |
| 40 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.3 |
1.4% |
91% |
True |
False |
3,446 |
| 60 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.4 |
1.4% |
91% |
True |
False |
2,994 |
| 80 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.3 |
1.4% |
91% |
True |
False |
2,474 |
| 100 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
23.6 |
1.3% |
91% |
True |
False |
2,054 |
| 120 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
22.3 |
1.2% |
91% |
True |
False |
1,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.1 |
|
2.618 |
1,943.9 |
|
1.618 |
1,910.7 |
|
1.000 |
1,890.2 |
|
0.618 |
1,877.5 |
|
HIGH |
1,857.0 |
|
0.618 |
1,844.3 |
|
0.500 |
1,840.4 |
|
0.382 |
1,836.5 |
|
LOW |
1,823.8 |
|
0.618 |
1,803.3 |
|
1.000 |
1,790.6 |
|
1.618 |
1,770.1 |
|
2.618 |
1,736.9 |
|
4.250 |
1,682.7 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.4 |
1,836.8 |
| PP |
1,839.9 |
1,834.7 |
| S1 |
1,839.3 |
1,832.7 |
|