Trading Metrics calculated at close of trading on 21-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
11,020.51 |
11,110.65 |
90.14 |
0.8% |
11,573.15 |
High |
11,143.62 |
11,285.77 |
142.15 |
1.3% |
12,161.27 |
Low |
10,967.07 |
11,087.68 |
120.61 |
1.1% |
11,175.54 |
Close |
11,072.42 |
11,235.88 |
163.46 |
1.5% |
11,243.72 |
Range |
176.55 |
198.09 |
21.54 |
12.2% |
985.73 |
ATR |
258.98 |
255.72 |
-3.26 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,797.38 |
11,714.72 |
11,344.83 |
|
R3 |
11,599.29 |
11,516.63 |
11,290.35 |
|
R2 |
11,401.20 |
11,401.20 |
11,272.20 |
|
R1 |
11,318.54 |
11,318.54 |
11,254.04 |
11,359.87 |
PP |
11,203.11 |
11,203.11 |
11,203.11 |
11,223.78 |
S1 |
11,120.45 |
11,120.45 |
11,217.72 |
11,161.78 |
S2 |
11,005.02 |
11,005.02 |
11,199.56 |
|
S3 |
10,806.93 |
10,922.36 |
11,181.41 |
|
S4 |
10,608.84 |
10,724.27 |
11,126.93 |
|
|
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 |
11,590.44 |
10,967.07 |
623.37 |
5.5% |
217.86 |
1.9% |
43% |
False |
False |
|
10 |
12,161.27 |
10,967.07 |
1,194.20 |
10.6% |
237.15 |
2.1% |
23% |
False |
False |
|
20 |
12,161.27 |
10,967.07 |
1,194.20 |
10.6% |
227.69 |
2.0% |
23% |
False |
False |
|
40 |
12,161.27 |
10,632.39 |
1,528.88 |
13.6% |
240.68 |
2.1% |
39% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.3% |
257.47 |
2.3% |
46% |
False |
False |
|
80 |
12,752.83 |
10,444.78 |
2,308.05 |
20.5% |
256.74 |
2.3% |
34% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.2% |
249.32 |
2.2% |
24% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.2% |
253.19 |
2.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,127.65 |
2.618 |
11,804.37 |
1.618 |
11,606.28 |
1.000 |
11,483.86 |
0.618 |
11,408.19 |
HIGH |
11,285.77 |
0.618 |
11,210.10 |
0.500 |
11,186.73 |
0.382 |
11,163.35 |
LOW |
11,087.68 |
0.618 |
10,965.26 |
1.000 |
10,889.59 |
1.618 |
10,767.17 |
2.618 |
10,569.08 |
4.250 |
10,245.80 |
|
|
Fisher Pivots for day following 21-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
11,219.50 |
11,199.39 |
PP |
11,203.11 |
11,162.91 |
S1 |
11,186.73 |
11,126.42 |
|