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 |
11,247.48 |
11,020.51 |
-226.97 |
-2.0% |
11,573.15 |
High |
11,251.57 |
11,143.62 |
-107.95 |
-1.0% |
12,161.27 |
Low |
11,029.77 |
10,967.07 |
-62.70 |
-0.6% |
11,175.54 |
Close |
11,084.59 |
11,072.42 |
-12.17 |
-0.1% |
11,243.72 |
Range |
221.80 |
176.55 |
-45.25 |
-20.4% |
985.73 |
ATR |
265.32 |
258.98 |
-6.34 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,590.69 |
11,508.10 |
11,169.52 |
|
R3 |
11,414.14 |
11,331.55 |
11,120.97 |
|
R2 |
11,237.59 |
11,237.59 |
11,104.79 |
|
R1 |
11,155.00 |
11,155.00 |
11,088.60 |
11,196.30 |
PP |
11,061.04 |
11,061.04 |
11,061.04 |
11,081.68 |
S1 |
10,978.45 |
10,978.45 |
11,056.24 |
11,019.75 |
S2 |
10,884.49 |
10,884.49 |
11,040.05 |
|
S3 |
10,707.94 |
10,801.90 |
11,023.87 |
|
S4 |
10,531.39 |
10,625.35 |
10,975.32 |
|
|
Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,484.03 |
13,849.61 |
11,785.87 |
|
R3 |
13,498.30 |
12,863.88 |
11,514.80 |
|
R2 |
12,512.57 |
12,512.57 |
11,424.44 |
|
R1 |
11,878.15 |
11,878.15 |
11,334.08 |
11,702.50 |
PP |
11,526.84 |
11,526.84 |
11,526.84 |
11,439.02 |
S1 |
10,892.42 |
10,892.42 |
11,153.36 |
10,716.77 |
S2 |
10,541.11 |
10,541.11 |
11,063.00 |
|
S3 |
9,555.38 |
9,906.69 |
10,972.64 |
|
S4 |
8,569.65 |
8,920.96 |
10,701.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,941.28 |
10,967.07 |
974.21 |
8.8% |
240.48 |
2.2% |
11% |
False |
True |
|
10 |
12,161.27 |
10,967.07 |
1,194.20 |
10.8% |
231.92 |
2.1% |
9% |
False |
True |
|
20 |
12,161.27 |
10,967.07 |
1,194.20 |
10.8% |
229.21 |
2.1% |
9% |
False |
True |
|
40 |
12,161.27 |
10,632.39 |
1,528.88 |
13.8% |
240.76 |
2.2% |
29% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.5% |
259.62 |
2.3% |
37% |
False |
False |
|
80 |
12,752.83 |
10,444.78 |
2,308.05 |
20.8% |
256.18 |
2.3% |
27% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.6% |
249.86 |
2.3% |
19% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.6% |
253.32 |
2.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,893.96 |
2.618 |
11,605.83 |
1.618 |
11,429.28 |
1.000 |
11,320.17 |
0.618 |
11,252.73 |
HIGH |
11,143.62 |
0.618 |
11,076.18 |
0.500 |
11,055.35 |
0.382 |
11,034.51 |
LOW |
10,967.07 |
0.618 |
10,857.96 |
1.000 |
10,790.52 |
1.618 |
10,681.41 |
2.618 |
10,504.86 |
4.250 |
10,216.73 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
11,066.73 |
11,172.69 |
PP |
11,061.04 |
11,139.27 |
S1 |
11,055.35 |
11,105.84 |
|