| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,827.9 |
1,823.8 |
-4.1 |
-0.2% |
1,808.0 |
| High |
1,833.8 |
1,829.3 |
-4.5 |
-0.2% |
1,836.9 |
| Low |
1,821.3 |
1,792.7 |
-28.6 |
-1.6% |
1,782.0 |
| Close |
1,825.4 |
1,795.3 |
-30.1 |
-1.6% |
1,800.2 |
| Range |
12.5 |
36.6 |
24.1 |
192.8% |
54.9 |
| ATR |
25.8 |
26.6 |
0.8 |
3.0% |
0.0 |
| Volume |
110,177 |
175,774 |
65,597 |
59.5% |
796,565 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.6 |
1,892.0 |
1,815.4 |
|
| R3 |
1,879.0 |
1,855.4 |
1,805.4 |
|
| R2 |
1,842.4 |
1,842.4 |
1,802.0 |
|
| R1 |
1,818.8 |
1,818.8 |
1,798.7 |
1,812.3 |
| PP |
1,805.8 |
1,805.8 |
1,805.8 |
1,802.5 |
| S1 |
1,782.2 |
1,782.2 |
1,791.9 |
1,775.7 |
| S2 |
1,769.2 |
1,769.2 |
1,788.6 |
|
| S3 |
1,732.6 |
1,745.6 |
1,785.2 |
|
| S4 |
1,696.0 |
1,709.0 |
1,775.2 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.1 |
1,940.5 |
1,830.4 |
|
| R3 |
1,916.2 |
1,885.6 |
1,815.3 |
|
| R2 |
1,861.3 |
1,861.3 |
1,810.3 |
|
| R1 |
1,830.7 |
1,830.7 |
1,805.2 |
1,818.6 |
| PP |
1,806.4 |
1,806.4 |
1,806.4 |
1,800.3 |
| S1 |
1,775.8 |
1,775.8 |
1,795.2 |
1,763.7 |
| S2 |
1,751.5 |
1,751.5 |
1,790.1 |
|
| S3 |
1,696.6 |
1,720.9 |
1,785.1 |
|
| S4 |
1,641.7 |
1,666.0 |
1,770.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,833.8 |
1,783.9 |
49.9 |
2.8% |
24.7 |
1.4% |
23% |
False |
False |
139,657 |
| 10 |
1,836.9 |
1,782.0 |
54.9 |
3.1% |
26.5 |
1.5% |
24% |
False |
False |
151,704 |
| 20 |
1,836.9 |
1,752.9 |
84.0 |
4.7% |
25.5 |
1.4% |
50% |
False |
False |
150,874 |
| 40 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.1 |
1.5% |
80% |
False |
False |
95,828 |
| 60 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.3 |
1.5% |
80% |
False |
False |
66,213 |
| 80 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
26.3 |
1.5% |
80% |
False |
False |
50,450 |
| 100 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
25.1 |
1.4% |
80% |
False |
False |
40,767 |
| 120 |
1,836.9 |
1,632.3 |
204.6 |
11.4% |
24.6 |
1.4% |
80% |
False |
False |
34,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.9 |
|
2.618 |
1,925.1 |
|
1.618 |
1,888.5 |
|
1.000 |
1,865.9 |
|
0.618 |
1,851.9 |
|
HIGH |
1,829.3 |
|
0.618 |
1,815.3 |
|
0.500 |
1,811.0 |
|
0.382 |
1,806.7 |
|
LOW |
1,792.7 |
|
0.618 |
1,770.1 |
|
1.000 |
1,756.1 |
|
1.618 |
1,733.5 |
|
2.618 |
1,696.9 |
|
4.250 |
1,637.2 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,811.0 |
1,813.3 |
| PP |
1,805.8 |
1,807.3 |
| S1 |
1,800.5 |
1,801.3 |
|