| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,691.25 |
11,839.00 |
147.75 |
1.3% |
12,000.50 |
| High |
12,229.50 |
11,948.50 |
-281.00 |
-2.3% |
12,015.75 |
| Low |
11,680.50 |
11,613.75 |
-66.75 |
-0.6% |
11,422.50 |
| Close |
11,839.75 |
11,750.75 |
-89.00 |
-0.8% |
11,569.75 |
| Range |
549.00 |
334.75 |
-214.25 |
-39.0% |
593.25 |
| ATR |
306.79 |
308.79 |
2.00 |
0.7% |
0.00 |
| Volume |
407,612 |
197,122 |
-210,490 |
-51.6% |
2,934,764 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,775.25 |
12,597.75 |
11,934.75 |
|
| R3 |
12,440.50 |
12,263.00 |
11,842.75 |
|
| R2 |
12,105.75 |
12,105.75 |
11,812.00 |
|
| R1 |
11,928.25 |
11,928.25 |
11,781.50 |
11,849.50 |
| PP |
11,771.00 |
11,771.00 |
11,771.00 |
11,731.75 |
| S1 |
11,593.50 |
11,593.50 |
11,720.00 |
11,515.00 |
| S2 |
11,436.25 |
11,436.25 |
11,689.50 |
|
| S3 |
11,101.50 |
11,258.75 |
11,658.75 |
|
| S4 |
10,766.75 |
10,924.00 |
11,566.75 |
|
|
| 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 |
11,433.00 |
796.50 |
6.8% |
312.25 |
2.7% |
40% |
False |
False |
412,899 |
| 10 |
12,229.50 |
11,422.50 |
807.00 |
6.9% |
287.75 |
2.4% |
41% |
False |
False |
511,197 |
| 20 |
12,229.50 |
11,422.50 |
807.00 |
6.9% |
274.00 |
2.3% |
41% |
False |
False |
525,072 |
| 40 |
12,229.50 |
10,636.00 |
1,593.50 |
13.6% |
327.00 |
2.8% |
70% |
False |
False |
622,219 |
| 60 |
12,229.50 |
10,484.75 |
1,744.75 |
14.8% |
345.75 |
2.9% |
73% |
False |
False |
684,465 |
| 80 |
13,296.25 |
10,484.75 |
2,811.50 |
23.9% |
339.25 |
2.9% |
45% |
False |
False |
577,194 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
331.00 |
2.8% |
38% |
False |
False |
461,910 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
328.00 |
2.8% |
38% |
False |
False |
385,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,371.25 |
|
2.618 |
12,825.00 |
|
1.618 |
12,490.25 |
|
1.000 |
12,283.25 |
|
0.618 |
12,155.50 |
|
HIGH |
11,948.50 |
|
0.618 |
11,820.75 |
|
0.500 |
11,781.00 |
|
0.382 |
11,741.50 |
|
LOW |
11,613.75 |
|
0.618 |
11,406.75 |
|
1.000 |
11,279.00 |
|
1.618 |
11,072.00 |
|
2.618 |
10,737.25 |
|
4.250 |
10,191.00 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,781.00 |
11,876.00 |
| PP |
11,771.00 |
11,834.25 |
| S1 |
11,761.00 |
11,792.50 |
|