| 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 |
132.879 |
133.496 |
0.617 |
0.5% |
135.875 |
| High |
133.595 |
134.499 |
0.904 |
0.7% |
137.477 |
| Low |
132.637 |
133.389 |
0.752 |
0.6% |
130.587 |
| Close |
133.495 |
134.477 |
0.982 |
0.7% |
132.827 |
| Range |
0.958 |
1.110 |
0.152 |
15.9% |
6.890 |
| ATR |
1.955 |
1.895 |
-0.060 |
-3.1% |
0.000 |
| Volume |
292,756 |
361,396 |
68,640 |
23.4% |
2,152,750 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.452 |
137.074 |
135.088 |
|
| R3 |
136.342 |
135.964 |
134.782 |
|
| R2 |
135.232 |
135.232 |
134.681 |
|
| R1 |
134.854 |
134.854 |
134.579 |
135.043 |
| PP |
134.122 |
134.122 |
134.122 |
134.216 |
| S1 |
133.744 |
133.744 |
134.375 |
133.933 |
| S2 |
133.012 |
133.012 |
134.274 |
|
| S3 |
131.902 |
132.634 |
134.172 |
|
| S4 |
130.792 |
131.524 |
133.867 |
|
|
| 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 |
134.499 |
131.505 |
2.994 |
2.2% |
1.028 |
0.8% |
99% |
True |
False |
365,773 |
| 10 |
138.172 |
130.587 |
7.585 |
5.6% |
1.934 |
1.4% |
51% |
False |
False |
416,845 |
| 20 |
139.851 |
130.587 |
9.264 |
6.9% |
1.974 |
1.5% |
42% |
False |
False |
420,230 |
| 40 |
148.821 |
130.587 |
18.234 |
13.6% |
2.052 |
1.5% |
21% |
False |
False |
422,727 |
| 60 |
151.942 |
130.587 |
21.355 |
15.9% |
1.896 |
1.4% |
18% |
False |
False |
403,943 |
| 80 |
151.942 |
130.587 |
21.355 |
15.9% |
1.850 |
1.4% |
18% |
False |
False |
405,749 |
| 100 |
151.942 |
130.587 |
21.355 |
15.9% |
1.749 |
1.3% |
18% |
False |
False |
369,169 |
| 120 |
151.942 |
130.406 |
21.536 |
16.0% |
1.723 |
1.3% |
19% |
False |
False |
368,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.217 |
|
2.618 |
137.405 |
|
1.618 |
136.295 |
|
1.000 |
135.609 |
|
0.618 |
135.185 |
|
HIGH |
134.499 |
|
0.618 |
134.075 |
|
0.500 |
133.944 |
|
0.382 |
133.813 |
|
LOW |
133.389 |
|
0.618 |
132.703 |
|
1.000 |
132.279 |
|
1.618 |
131.593 |
|
2.618 |
130.483 |
|
4.250 |
128.672 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
134.299 |
134.094 |
| PP |
134.122 |
133.711 |
| S1 |
133.944 |
133.328 |
|