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 |
10,944.30 |
10,796.92 |
-147.38 |
-1.3% |
11,247.48 |
High |
10,945.33 |
10,898.64 |
-46.69 |
-0.4% |
11,285.77 |
Low |
10,807.61 |
10,671.19 |
-136.42 |
-1.3% |
10,784.02 |
Close |
10,822.51 |
10,679.34 |
-143.17 |
-1.3% |
10,985.45 |
Range |
137.72 |
227.45 |
89.73 |
65.2% |
501.75 |
ATR |
256.96 |
254.85 |
-2.11 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,432.07 |
11,283.16 |
10,804.44 |
|
R3 |
11,204.62 |
11,055.71 |
10,741.89 |
|
R2 |
10,977.17 |
10,977.17 |
10,721.04 |
|
R1 |
10,828.26 |
10,828.26 |
10,700.19 |
10,788.99 |
PP |
10,749.72 |
10,749.72 |
10,749.72 |
10,730.09 |
S1 |
10,600.81 |
10,600.81 |
10,658.49 |
10,561.54 |
S2 |
10,522.27 |
10,522.27 |
10,637.64 |
|
S3 |
10,294.82 |
10,373.36 |
10,616.79 |
|
S4 |
10,067.37 |
10,145.91 |
10,554.24 |
|
|
Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,523.66 |
12,256.31 |
11,261.41 |
|
R3 |
12,021.91 |
11,754.56 |
11,123.43 |
|
R2 |
11,520.16 |
11,520.16 |
11,077.44 |
|
R1 |
11,252.81 |
11,252.81 |
11,031.44 |
11,135.61 |
PP |
11,018.41 |
11,018.41 |
11,018.41 |
10,959.82 |
S1 |
10,751.06 |
10,751.06 |
10,939.46 |
10,633.86 |
S2 |
10,516.66 |
10,516.66 |
10,893.46 |
|
S3 |
10,014.91 |
10,249.31 |
10,847.47 |
|
S4 |
9,513.16 |
9,747.56 |
10,709.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,285.77 |
10,671.19 |
614.58 |
5.8% |
213.93 |
2.0% |
1% |
False |
True |
|
10 |
11,941.28 |
10,671.19 |
1,270.09 |
11.9% |
227.21 |
2.1% |
1% |
False |
True |
|
20 |
12,161.27 |
10,671.19 |
1,490.08 |
14.0% |
242.66 |
2.3% |
1% |
False |
True |
|
40 |
12,161.27 |
10,632.39 |
1,528.88 |
14.3% |
236.67 |
2.2% |
3% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
16.1% |
250.82 |
2.3% |
14% |
False |
False |
|
80 |
12,752.83 |
10,444.78 |
2,308.05 |
21.6% |
251.95 |
2.4% |
10% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
30.7% |
248.58 |
2.3% |
7% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
30.7% |
251.35 |
2.4% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,865.30 |
2.618 |
11,494.10 |
1.618 |
11,266.65 |
1.000 |
11,126.09 |
0.618 |
11,039.20 |
HIGH |
10,898.64 |
0.618 |
10,811.75 |
0.500 |
10,784.92 |
0.382 |
10,758.08 |
LOW |
10,671.19 |
0.618 |
10,530.63 |
1.000 |
10,443.74 |
1.618 |
10,303.18 |
2.618 |
10,075.73 |
4.250 |
9,704.53 |
|
|
Fisher Pivots for day following 28-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
10,784.92 |
10,839.14 |
PP |
10,749.72 |
10,785.87 |
S1 |
10,714.53 |
10,732.61 |
|