| 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 |
1,823.8 |
1,838.0 |
14.2 |
0.8% |
1,818.1 |
| High |
1,857.0 |
1,838.2 |
-18.8 |
-1.0% |
1,849.0 |
| Low |
1,823.8 |
1,819.9 |
-3.9 |
-0.2% |
1,808.4 |
| Close |
1,838.8 |
1,831.5 |
-7.3 |
-0.4% |
1,819.8 |
| Range |
33.2 |
18.3 |
-14.9 |
-44.9% |
40.6 |
| ATR |
26.0 |
25.5 |
-0.5 |
-2.0% |
0.0 |
| Volume |
4,241 |
5,574 |
1,333 |
31.4% |
19,970 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.8 |
1,876.4 |
1,841.6 |
|
| R3 |
1,866.5 |
1,858.1 |
1,836.5 |
|
| R2 |
1,848.2 |
1,848.2 |
1,834.9 |
|
| R1 |
1,839.8 |
1,839.8 |
1,833.2 |
1,834.9 |
| PP |
1,829.9 |
1,829.9 |
1,829.9 |
1,827.4 |
| S1 |
1,821.5 |
1,821.5 |
1,829.8 |
1,816.6 |
| S2 |
1,811.6 |
1,811.6 |
1,828.1 |
|
| S3 |
1,793.3 |
1,803.2 |
1,826.5 |
|
| S4 |
1,775.0 |
1,784.9 |
1,821.4 |
|
|
| 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 |
2.7% |
22.5 |
1.2% |
48% |
False |
False |
4,627 |
| 10 |
1,857.0 |
1,797.6 |
59.4 |
3.2% |
24.0 |
1.3% |
57% |
False |
False |
3,995 |
| 20 |
1,857.0 |
1,773.7 |
83.3 |
4.5% |
25.0 |
1.4% |
69% |
False |
False |
3,925 |
| 40 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.4 |
1.4% |
88% |
False |
False |
3,557 |
| 60 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.0 |
1.4% |
88% |
False |
False |
3,049 |
| 80 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
25.3 |
1.4% |
88% |
False |
False |
2,542 |
| 100 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
23.5 |
1.3% |
88% |
False |
False |
2,102 |
| 120 |
1,857.0 |
1,647.7 |
209.3 |
11.4% |
22.3 |
1.2% |
88% |
False |
False |
1,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,916.0 |
|
2.618 |
1,886.1 |
|
1.618 |
1,867.8 |
|
1.000 |
1,856.5 |
|
0.618 |
1,849.5 |
|
HIGH |
1,838.2 |
|
0.618 |
1,831.2 |
|
0.500 |
1,829.1 |
|
0.382 |
1,826.9 |
|
LOW |
1,819.9 |
|
0.618 |
1,808.6 |
|
1.000 |
1,801.6 |
|
1.618 |
1,790.3 |
|
2.618 |
1,772.0 |
|
4.250 |
1,742.1 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.7 |
1,835.8 |
| PP |
1,829.9 |
1,834.4 |
| S1 |
1,829.1 |
1,832.9 |
|