| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
132.343 |
132.879 |
0.536 |
0.4% |
135.875 |
| High |
133.138 |
133.595 |
0.457 |
0.3% |
137.477 |
| Low |
132.157 |
132.637 |
0.480 |
0.4% |
130.587 |
| Close |
132.827 |
133.495 |
0.668 |
0.5% |
132.827 |
| Range |
0.981 |
0.958 |
-0.023 |
-2.3% |
6.890 |
| ATR |
2.032 |
1.955 |
-0.077 |
-3.8% |
0.000 |
| Volume |
350,918 |
292,756 |
-58,162 |
-16.6% |
2,152,750 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.116 |
135.764 |
134.022 |
|
| R3 |
135.158 |
134.806 |
133.758 |
|
| R2 |
134.200 |
134.200 |
133.671 |
|
| R1 |
133.848 |
133.848 |
133.583 |
134.024 |
| PP |
133.242 |
133.242 |
133.242 |
133.331 |
| S1 |
132.890 |
132.890 |
133.407 |
133.066 |
| S2 |
132.284 |
132.284 |
133.319 |
|
| S3 |
131.326 |
131.932 |
133.232 |
|
| S4 |
130.368 |
130.974 |
132.968 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.300 |
150.454 |
136.617 |
|
| R3 |
147.410 |
143.564 |
134.722 |
|
| R2 |
140.520 |
140.520 |
134.090 |
|
| R1 |
136.674 |
136.674 |
133.459 |
135.152 |
| PP |
133.630 |
133.630 |
133.630 |
132.870 |
| S1 |
129.784 |
129.784 |
132.195 |
128.262 |
| S2 |
126.740 |
126.740 |
131.564 |
|
| S3 |
119.850 |
122.894 |
130.932 |
|
| S4 |
112.960 |
116.004 |
129.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137.477 |
130.587 |
6.890 |
5.2% |
2.184 |
1.6% |
42% |
False |
False |
413,824 |
| 10 |
138.172 |
130.587 |
7.585 |
5.7% |
2.153 |
1.6% |
38% |
False |
False |
428,786 |
| 20 |
139.851 |
130.587 |
9.264 |
6.9% |
1.993 |
1.5% |
31% |
False |
False |
424,096 |
| 40 |
148.846 |
130.587 |
18.259 |
13.7% |
2.057 |
1.5% |
16% |
False |
False |
421,649 |
| 60 |
151.942 |
130.587 |
21.355 |
16.0% |
1.897 |
1.4% |
14% |
False |
False |
404,584 |
| 80 |
151.942 |
130.587 |
21.355 |
16.0% |
1.847 |
1.4% |
14% |
False |
False |
403,365 |
| 100 |
151.942 |
130.587 |
21.355 |
16.0% |
1.767 |
1.3% |
14% |
False |
False |
369,529 |
| 120 |
151.942 |
130.406 |
21.536 |
16.1% |
1.724 |
1.3% |
14% |
False |
False |
368,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.667 |
|
2.618 |
136.103 |
|
1.618 |
135.145 |
|
1.000 |
134.553 |
|
0.618 |
134.187 |
|
HIGH |
133.595 |
|
0.618 |
133.229 |
|
0.500 |
133.116 |
|
0.382 |
133.003 |
|
LOW |
132.637 |
|
0.618 |
132.045 |
|
1.000 |
131.679 |
|
1.618 |
131.087 |
|
2.618 |
130.129 |
|
4.250 |
128.566 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
133.369 |
133.204 |
| PP |
133.242 |
132.913 |
| S1 |
133.116 |
132.623 |
|