| 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 |
4,022.25 |
4,054.50 |
32.25 |
0.8% |
4,102.50 |
| High |
4,180.00 |
4,090.75 |
-89.25 |
-2.1% |
4,108.50 |
| Low |
4,017.50 |
3,997.00 |
-20.50 |
-0.5% |
3,945.75 |
| Close |
4,055.25 |
4,030.75 |
-24.50 |
-0.6% |
3,968.25 |
| Range |
162.50 |
93.75 |
-68.75 |
-42.3% |
162.75 |
| ATR |
82.47 |
83.28 |
0.81 |
1.0% |
0.00 |
| Volume |
2,864,043 |
1,951,473 |
-912,570 |
-31.9% |
1,887,358 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,320.75 |
4,269.50 |
4,082.25 |
|
| R3 |
4,227.00 |
4,175.75 |
4,056.50 |
|
| R2 |
4,133.25 |
4,133.25 |
4,048.00 |
|
| R1 |
4,082.00 |
4,082.00 |
4,039.25 |
4,060.75 |
| PP |
4,039.50 |
4,039.50 |
4,039.50 |
4,029.00 |
| S1 |
3,988.25 |
3,988.25 |
4,022.25 |
3,967.00 |
| S2 |
3,945.75 |
3,945.75 |
4,013.50 |
|
| S3 |
3,852.00 |
3,894.50 |
4,005.00 |
|
| S4 |
3,758.25 |
3,800.75 |
3,979.25 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,495.75 |
4,394.75 |
4,057.75 |
|
| R3 |
4,333.00 |
4,232.00 |
4,013.00 |
|
| R2 |
4,170.25 |
4,170.25 |
3,998.00 |
|
| R1 |
4,069.25 |
4,069.25 |
3,983.25 |
4,038.50 |
| PP |
4,007.50 |
4,007.50 |
4,007.50 |
3,992.00 |
| S1 |
3,906.50 |
3,906.50 |
3,953.25 |
3,875.50 |
| S2 |
3,844.75 |
3,844.75 |
3,938.50 |
|
| S3 |
3,682.00 |
3,743.75 |
3,923.50 |
|
| S4 |
3,519.25 |
3,581.00 |
3,878.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,180.00 |
3,947.25 |
232.75 |
5.8% |
91.00 |
2.3% |
36% |
False |
False |
1,737,115 |
| 10 |
4,180.00 |
3,945.75 |
234.25 |
5.8% |
81.75 |
2.0% |
36% |
False |
False |
890,584 |
| 20 |
4,180.00 |
3,945.50 |
234.50 |
5.8% |
72.50 |
1.8% |
36% |
False |
False |
449,623 |
| 40 |
4,180.00 |
3,670.00 |
510.00 |
12.7% |
84.50 |
2.1% |
71% |
False |
False |
227,301 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.1% |
91.75 |
2.3% |
77% |
False |
False |
152,847 |
| 80 |
4,262.25 |
3,530.25 |
732.00 |
18.2% |
89.50 |
2.2% |
68% |
False |
False |
114,856 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
84.25 |
2.1% |
59% |
False |
False |
91,962 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
82.25 |
2.0% |
59% |
False |
False |
76,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,489.25 |
|
2.618 |
4,336.25 |
|
1.618 |
4,242.50 |
|
1.000 |
4,184.50 |
|
0.618 |
4,148.75 |
|
HIGH |
4,090.75 |
|
0.618 |
4,055.00 |
|
0.500 |
4,044.00 |
|
0.382 |
4,032.75 |
|
LOW |
3,997.00 |
|
0.618 |
3,939.00 |
|
1.000 |
3,903.25 |
|
1.618 |
3,845.25 |
|
2.618 |
3,751.50 |
|
4.250 |
3,598.50 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,044.00 |
4,068.00 |
| PP |
4,039.50 |
4,055.50 |
| S1 |
4,035.00 |
4,043.25 |
|