| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
131.703 |
132.464 |
0.761 |
0.6% |
136.610 |
| High |
132.528 |
132.717 |
0.189 |
0.1% |
138.172 |
| Low |
131.505 |
131.650 |
0.145 |
0.1% |
134.543 |
| Close |
132.466 |
132.343 |
-0.123 |
-0.1% |
136.713 |
| Range |
1.023 |
1.067 |
0.044 |
4.3% |
3.629 |
| ATR |
2.193 |
2.113 |
-0.080 |
-3.7% |
0.000 |
| Volume |
449,254 |
374,542 |
-74,712 |
-16.6% |
2,178,272 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.438 |
134.957 |
132.930 |
|
| R3 |
134.371 |
133.890 |
132.636 |
|
| R2 |
133.304 |
133.304 |
132.539 |
|
| R1 |
132.823 |
132.823 |
132.441 |
132.530 |
| PP |
132.237 |
132.237 |
132.237 |
132.090 |
| S1 |
131.756 |
131.756 |
132.245 |
131.463 |
| S2 |
131.170 |
131.170 |
132.147 |
|
| S3 |
130.103 |
130.689 |
132.050 |
|
| S4 |
129.036 |
129.622 |
131.756 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.363 |
145.667 |
138.709 |
|
| R3 |
143.734 |
142.038 |
137.711 |
|
| R2 |
140.105 |
140.105 |
137.378 |
|
| R1 |
138.409 |
138.409 |
137.046 |
139.257 |
| PP |
136.476 |
136.476 |
136.476 |
136.900 |
| S1 |
134.780 |
134.780 |
136.380 |
135.628 |
| S2 |
132.847 |
132.847 |
136.048 |
|
| S3 |
129.218 |
131.151 |
135.715 |
|
| S4 |
125.589 |
127.522 |
134.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.829 |
130.587 |
7.242 |
5.5% |
2.383 |
1.8% |
24% |
False |
False |
442,890 |
| 10 |
138.172 |
130.587 |
7.585 |
5.7% |
2.219 |
1.7% |
23% |
False |
False |
440,852 |
| 20 |
139.851 |
130.587 |
9.264 |
7.0% |
2.053 |
1.6% |
19% |
False |
False |
430,002 |
| 40 |
148.846 |
130.587 |
18.259 |
13.8% |
2.100 |
1.6% |
10% |
False |
False |
428,776 |
| 60 |
151.942 |
130.587 |
21.355 |
16.1% |
1.887 |
1.4% |
8% |
False |
False |
407,997 |
| 80 |
151.942 |
130.587 |
21.355 |
16.1% |
1.848 |
1.4% |
8% |
False |
False |
399,810 |
| 100 |
151.942 |
130.587 |
21.355 |
16.1% |
1.787 |
1.4% |
8% |
False |
False |
371,595 |
| 120 |
151.942 |
130.406 |
21.536 |
16.3% |
1.722 |
1.3% |
9% |
False |
False |
370,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.252 |
|
2.618 |
135.510 |
|
1.618 |
134.443 |
|
1.000 |
133.784 |
|
0.618 |
133.376 |
|
HIGH |
132.717 |
|
0.618 |
132.309 |
|
0.500 |
132.184 |
|
0.382 |
132.058 |
|
LOW |
131.650 |
|
0.618 |
130.991 |
|
1.000 |
130.583 |
|
1.618 |
129.924 |
|
2.618 |
128.857 |
|
4.250 |
127.115 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
132.290 |
134.032 |
| PP |
132.237 |
133.469 |
| S1 |
132.184 |
132.906 |
|