| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,839.3 |
1,826.0 |
-13.3 |
-0.7% |
1,842.9 |
| High |
1,839.3 |
1,866.2 |
26.9 |
1.5% |
1,852.1 |
| Low |
1,820.0 |
1,823.5 |
3.5 |
0.2% |
1,809.2 |
| Close |
1,822.7 |
1,855.8 |
33.1 |
1.8% |
1,841.3 |
| Range |
19.3 |
42.7 |
23.4 |
121.2% |
42.9 |
| ATR |
24.2 |
25.6 |
1.4 |
5.7% |
0.0 |
| Volume |
1,614 |
3,294 |
1,680 |
104.1% |
10,418 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,976.6 |
1,958.9 |
1,879.3 |
|
| R3 |
1,933.9 |
1,916.2 |
1,867.5 |
|
| R2 |
1,891.2 |
1,891.2 |
1,863.6 |
|
| R1 |
1,873.5 |
1,873.5 |
1,859.7 |
1,882.4 |
| PP |
1,848.5 |
1,848.5 |
1,848.5 |
1,852.9 |
| S1 |
1,830.8 |
1,830.8 |
1,851.9 |
1,839.7 |
| S2 |
1,805.8 |
1,805.8 |
1,848.0 |
|
| S3 |
1,763.1 |
1,788.1 |
1,844.1 |
|
| S4 |
1,720.4 |
1,745.4 |
1,832.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,962.9 |
1,945.0 |
1,864.9 |
|
| R3 |
1,920.0 |
1,902.1 |
1,853.1 |
|
| R2 |
1,877.1 |
1,877.1 |
1,849.2 |
|
| R1 |
1,859.2 |
1,859.2 |
1,845.2 |
1,846.7 |
| PP |
1,834.2 |
1,834.2 |
1,834.2 |
1,828.0 |
| S1 |
1,816.3 |
1,816.3 |
1,837.4 |
1,803.8 |
| S2 |
1,791.3 |
1,791.3 |
1,833.4 |
|
| S3 |
1,748.4 |
1,773.4 |
1,829.5 |
|
| S4 |
1,705.5 |
1,730.5 |
1,817.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,866.2 |
1,812.1 |
54.1 |
2.9% |
22.7 |
1.2% |
81% |
True |
False |
2,130 |
| 10 |
1,866.2 |
1,788.9 |
77.3 |
4.2% |
25.1 |
1.4% |
87% |
True |
False |
2,016 |
| 20 |
1,866.2 |
1,769.1 |
97.1 |
5.2% |
22.1 |
1.2% |
89% |
True |
False |
1,729 |
| 40 |
1,866.2 |
1,663.2 |
203.0 |
10.9% |
24.6 |
1.3% |
95% |
True |
False |
1,598 |
| 60 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
25.0 |
1.3% |
95% |
True |
False |
1,244 |
| 80 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
23.4 |
1.3% |
95% |
True |
False |
1,051 |
| 100 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
21.4 |
1.2% |
95% |
True |
False |
903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,047.7 |
|
2.618 |
1,978.0 |
|
1.618 |
1,935.3 |
|
1.000 |
1,908.9 |
|
0.618 |
1,892.6 |
|
HIGH |
1,866.2 |
|
0.618 |
1,849.9 |
|
0.500 |
1,844.9 |
|
0.382 |
1,839.8 |
|
LOW |
1,823.5 |
|
0.618 |
1,797.1 |
|
1.000 |
1,780.8 |
|
1.618 |
1,754.4 |
|
2.618 |
1,711.7 |
|
4.250 |
1,642.0 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,852.2 |
1,851.6 |
| PP |
1,848.5 |
1,847.3 |
| S1 |
1,844.9 |
1,843.1 |
|