| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,839.00 |
11,758.75 |
-80.25 |
-0.7% |
12,000.50 |
| High |
11,948.50 |
11,779.50 |
-169.00 |
-1.4% |
12,015.75 |
| Low |
11,613.75 |
11,298.25 |
-315.50 |
-2.7% |
11,422.50 |
| Close |
11,750.75 |
11,347.25 |
-403.50 |
-3.4% |
11,569.75 |
| Range |
334.75 |
481.25 |
146.50 |
43.8% |
593.25 |
| ATR |
308.79 |
321.11 |
12.32 |
4.0% |
0.00 |
| Volume |
197,122 |
182,838 |
-14,284 |
-7.2% |
2,934,764 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,918.75 |
12,614.25 |
11,612.00 |
|
| R3 |
12,437.50 |
12,133.00 |
11,479.50 |
|
| R2 |
11,956.25 |
11,956.25 |
11,435.50 |
|
| R1 |
11,651.75 |
11,651.75 |
11,391.25 |
11,563.50 |
| PP |
11,475.00 |
11,475.00 |
11,475.00 |
11,430.75 |
| S1 |
11,170.50 |
11,170.50 |
11,303.25 |
11,082.00 |
| S2 |
10,993.75 |
10,993.75 |
11,259.00 |
|
| S3 |
10,512.50 |
10,689.25 |
11,215.00 |
|
| S4 |
10,031.25 |
10,208.00 |
11,082.50 |
|
|
| 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 |
11,298.25 |
931.25 |
8.2% |
357.75 |
3.2% |
5% |
False |
True |
329,302 |
| 10 |
12,229.50 |
11,298.25 |
931.25 |
8.2% |
315.75 |
2.8% |
5% |
False |
True |
466,551 |
| 20 |
12,229.50 |
11,298.25 |
931.25 |
8.2% |
285.25 |
2.5% |
5% |
False |
True |
505,320 |
| 40 |
12,229.50 |
10,636.00 |
1,593.50 |
14.0% |
330.75 |
2.9% |
45% |
False |
False |
608,445 |
| 60 |
12,229.50 |
10,484.75 |
1,744.75 |
15.4% |
345.50 |
3.0% |
49% |
False |
False |
673,796 |
| 80 |
13,296.25 |
10,484.75 |
2,811.50 |
24.8% |
342.75 |
3.0% |
31% |
False |
False |
579,469 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
333.25 |
2.9% |
26% |
False |
False |
463,733 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
330.00 |
2.9% |
26% |
False |
False |
386,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,824.75 |
|
2.618 |
13,039.50 |
|
1.618 |
12,558.25 |
|
1.000 |
12,260.75 |
|
0.618 |
12,077.00 |
|
HIGH |
11,779.50 |
|
0.618 |
11,595.75 |
|
0.500 |
11,539.00 |
|
0.382 |
11,482.00 |
|
LOW |
11,298.25 |
|
0.618 |
11,000.75 |
|
1.000 |
10,817.00 |
|
1.618 |
10,519.50 |
|
2.618 |
10,038.25 |
|
4.250 |
9,253.00 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,539.00 |
11,764.00 |
| PP |
11,475.00 |
11,625.00 |
| S1 |
11,411.00 |
11,486.00 |
|