| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,553.00 |
11,691.25 |
138.25 |
1.2% |
12,000.50 |
| High |
11,716.00 |
12,229.50 |
513.50 |
4.4% |
12,015.75 |
| Low |
11,522.75 |
11,680.50 |
157.75 |
1.4% |
11,422.50 |
| Close |
11,711.75 |
11,839.75 |
128.00 |
1.1% |
11,569.75 |
| Range |
193.25 |
549.00 |
355.75 |
184.1% |
593.25 |
| ATR |
288.16 |
306.79 |
18.63 |
6.5% |
0.00 |
| Volume |
354,886 |
407,612 |
52,726 |
14.9% |
2,934,764 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,563.50 |
13,250.75 |
12,141.75 |
|
| R3 |
13,014.50 |
12,701.75 |
11,990.75 |
|
| R2 |
12,465.50 |
12,465.50 |
11,940.50 |
|
| R1 |
12,152.75 |
12,152.75 |
11,890.00 |
12,309.00 |
| PP |
11,916.50 |
11,916.50 |
11,916.50 |
11,994.75 |
| S1 |
11,603.75 |
11,603.75 |
11,789.50 |
11,760.00 |
| S2 |
11,367.50 |
11,367.50 |
11,739.00 |
|
| S3 |
10,818.50 |
11,054.75 |
11,688.75 |
|
| S4 |
10,269.50 |
10,505.75 |
11,537.75 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,449.00 |
13,102.75 |
11,896.00 |
|
| R3 |
12,855.75 |
12,509.50 |
11,733.00 |
|
| R2 |
12,262.50 |
12,262.50 |
11,678.50 |
|
| R1 |
11,916.25 |
11,916.25 |
11,624.25 |
11,792.75 |
| PP |
11,669.25 |
11,669.25 |
11,669.25 |
11,607.50 |
| S1 |
11,323.00 |
11,323.00 |
11,515.25 |
11,199.50 |
| S2 |
11,076.00 |
11,076.00 |
11,461.00 |
|
| S3 |
10,482.75 |
10,729.75 |
11,406.50 |
|
| S4 |
9,889.50 |
10,136.50 |
11,243.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,229.50 |
11,422.50 |
807.00 |
6.8% |
280.00 |
2.4% |
52% |
True |
False |
500,413 |
| 10 |
12,229.50 |
11,422.50 |
807.00 |
6.8% |
312.50 |
2.6% |
52% |
True |
False |
568,393 |
| 20 |
12,229.50 |
11,422.50 |
807.00 |
6.8% |
275.00 |
2.3% |
52% |
True |
False |
553,807 |
| 40 |
12,229.50 |
10,636.00 |
1,593.50 |
13.5% |
327.25 |
2.8% |
76% |
True |
False |
638,096 |
| 60 |
12,229.50 |
10,484.75 |
1,744.75 |
14.7% |
344.75 |
2.9% |
78% |
True |
False |
692,928 |
| 80 |
13,304.00 |
10,484.75 |
2,819.25 |
23.8% |
339.50 |
2.9% |
48% |
False |
False |
574,744 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.2% |
329.75 |
2.8% |
41% |
False |
False |
459,941 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.2% |
329.00 |
2.8% |
41% |
False |
False |
383,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,562.75 |
|
2.618 |
13,666.75 |
|
1.618 |
13,117.75 |
|
1.000 |
12,778.50 |
|
0.618 |
12,568.75 |
|
HIGH |
12,229.50 |
|
0.618 |
12,019.75 |
|
0.500 |
11,955.00 |
|
0.382 |
11,890.25 |
|
LOW |
11,680.50 |
|
0.618 |
11,341.25 |
|
1.000 |
11,131.50 |
|
1.618 |
10,792.25 |
|
2.618 |
10,243.25 |
|
4.250 |
9,347.25 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,955.00 |
11,873.25 |
| PP |
11,916.50 |
11,862.00 |
| S1 |
11,878.25 |
11,851.00 |
|