| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,319.2900 |
1,311.0420 |
-8.2480 |
-0.6% |
1,291.2980 |
| High |
1,347.9160 |
1,314.2170 |
-33.6990 |
-2.5% |
1,304.1970 |
| Low |
1,302.3270 |
1,262.0650 |
-40.2620 |
-3.1% |
1,221.1010 |
| Close |
1,311.0730 |
1,264.1280 |
-46.9450 |
-3.6% |
1,259.7240 |
| Range |
45.5890 |
52.1520 |
6.5630 |
14.4% |
83.0960 |
| ATR |
71.3514 |
69.9800 |
-1.3714 |
-1.9% |
0.0000 |
| Volume |
757,110 |
645,795 |
-111,315 |
-14.7% |
1,986,929 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.5927 |
1,402.5123 |
1,292.8116 |
|
| R3 |
1,384.4407 |
1,350.3603 |
1,278.4698 |
|
| R2 |
1,332.2887 |
1,332.2887 |
1,273.6892 |
|
| R1 |
1,298.2083 |
1,298.2083 |
1,268.9086 |
1,289.1725 |
| PP |
1,280.1367 |
1,280.1367 |
1,280.1367 |
1,275.6188 |
| S1 |
1,246.0563 |
1,246.0563 |
1,259.3474 |
1,237.0205 |
| S2 |
1,227.9847 |
1,227.9847 |
1,254.5668 |
|
| S3 |
1,175.8327 |
1,193.9043 |
1,249.7862 |
|
| S4 |
1,123.6807 |
1,141.7523 |
1,235.4444 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,510.9620 |
1,468.4390 |
1,305.4268 |
|
| R3 |
1,427.8660 |
1,385.3430 |
1,282.5754 |
|
| R2 |
1,344.7700 |
1,344.7700 |
1,274.9583 |
|
| R1 |
1,302.2470 |
1,302.2470 |
1,267.3411 |
1,281.9605 |
| PP |
1,261.6740 |
1,261.6740 |
1,261.6740 |
1,251.5308 |
| S1 |
1,219.1510 |
1,219.1510 |
1,252.1069 |
1,198.8645 |
| S2 |
1,178.5780 |
1,178.5780 |
1,244.4897 |
|
| S3 |
1,095.4820 |
1,136.0550 |
1,236.8726 |
|
| S4 |
1,012.3860 |
1,052.9590 |
1,214.0212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.9160 |
1,241.7330 |
106.1830 |
8.4% |
52.4580 |
4.1% |
21% |
False |
False |
507,629 |
| 10 |
1,347.9160 |
1,221.1010 |
126.8150 |
10.0% |
50.5774 |
4.0% |
34% |
False |
False |
454,872 |
| 20 |
1,347.9160 |
1,077.4100 |
270.5060 |
21.4% |
57.6881 |
4.6% |
69% |
False |
False |
484,314 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.8% |
90.2831 |
7.1% |
32% |
False |
False |
707,641 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.8% |
81.2404 |
6.4% |
32% |
False |
False |
668,048 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
56.2% |
89.1273 |
7.1% |
26% |
False |
False |
668,402 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
75.2% |
97.5694 |
7.7% |
20% |
False |
False |
666,570 |
| 120 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
81.2% |
102.0494 |
8.1% |
26% |
False |
False |
686,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,535.8630 |
|
2.618 |
1,450.7509 |
|
1.618 |
1,398.5989 |
|
1.000 |
1,366.3690 |
|
0.618 |
1,346.4469 |
|
HIGH |
1,314.2170 |
|
0.618 |
1,294.2949 |
|
0.500 |
1,288.1410 |
|
0.382 |
1,281.9871 |
|
LOW |
1,262.0650 |
|
0.618 |
1,229.8351 |
|
1.000 |
1,209.9130 |
|
1.618 |
1,177.6831 |
|
2.618 |
1,125.5311 |
|
4.250 |
1,040.4190 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.1410 |
1,302.0505 |
| PP |
1,280.1367 |
1,289.4097 |
| S1 |
1,272.1323 |
1,276.7688 |
|