| 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 |
1,834.7 |
1,827.7 |
-7.0 |
-0.4% |
1,839.3 |
| High |
1,839.2 |
1,862.8 |
23.6 |
1.3% |
1,866.2 |
| Low |
1,824.5 |
1,825.7 |
1.2 |
0.1% |
1,813.2 |
| Close |
1,828.5 |
1,856.5 |
28.0 |
1.5% |
1,831.1 |
| Range |
14.7 |
37.1 |
22.4 |
152.4% |
53.0 |
| ATR |
24.6 |
25.5 |
0.9 |
3.6% |
0.0 |
| Volume |
848 |
2,042 |
1,194 |
140.8% |
7,449 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.6 |
1,945.2 |
1,876.9 |
|
| R3 |
1,922.5 |
1,908.1 |
1,866.7 |
|
| R2 |
1,885.4 |
1,885.4 |
1,863.3 |
|
| R1 |
1,871.0 |
1,871.0 |
1,859.9 |
1,878.2 |
| PP |
1,848.3 |
1,848.3 |
1,848.3 |
1,852.0 |
| S1 |
1,833.9 |
1,833.9 |
1,853.1 |
1,841.1 |
| S2 |
1,811.2 |
1,811.2 |
1,849.7 |
|
| S3 |
1,774.1 |
1,796.8 |
1,846.3 |
|
| S4 |
1,737.0 |
1,759.7 |
1,836.1 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.8 |
1,966.5 |
1,860.3 |
|
| R3 |
1,942.8 |
1,913.5 |
1,845.7 |
|
| R2 |
1,889.8 |
1,889.8 |
1,840.8 |
|
| R1 |
1,860.5 |
1,860.5 |
1,836.0 |
1,848.7 |
| PP |
1,836.8 |
1,836.8 |
1,836.8 |
1,830.9 |
| S1 |
1,807.5 |
1,807.5 |
1,826.2 |
1,795.7 |
| S2 |
1,783.8 |
1,783.8 |
1,821.4 |
|
| S3 |
1,730.8 |
1,754.5 |
1,816.5 |
|
| S4 |
1,677.8 |
1,701.5 |
1,802.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.8 |
1,813.2 |
49.6 |
2.7% |
25.0 |
1.3% |
87% |
True |
False |
1,086 |
| 10 |
1,866.2 |
1,812.1 |
54.1 |
2.9% |
23.8 |
1.3% |
82% |
False |
False |
1,608 |
| 20 |
1,866.2 |
1,769.1 |
97.1 |
5.2% |
23.9 |
1.3% |
90% |
False |
False |
1,684 |
| 40 |
1,866.2 |
1,663.2 |
203.0 |
10.9% |
24.6 |
1.3% |
95% |
False |
False |
1,661 |
| 60 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
24.9 |
1.3% |
95% |
False |
False |
1,295 |
| 80 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
23.9 |
1.3% |
95% |
False |
False |
1,112 |
| 100 |
1,866.2 |
1,662.5 |
203.7 |
11.0% |
22.0 |
1.2% |
95% |
False |
False |
938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,020.5 |
|
2.618 |
1,959.9 |
|
1.618 |
1,922.8 |
|
1.000 |
1,899.9 |
|
0.618 |
1,885.7 |
|
HIGH |
1,862.8 |
|
0.618 |
1,848.6 |
|
0.500 |
1,844.3 |
|
0.382 |
1,839.9 |
|
LOW |
1,825.7 |
|
0.618 |
1,802.8 |
|
1.000 |
1,788.6 |
|
1.618 |
1,765.7 |
|
2.618 |
1,728.6 |
|
4.250 |
1,668.0 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,852.4 |
1,850.7 |
| PP |
1,848.3 |
1,844.8 |
| S1 |
1,844.3 |
1,839.0 |
|