| 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 |
11,671.50 |
11,816.75 |
145.25 |
1.2% |
12,120.25 |
| High |
11,834.50 |
12,354.75 |
520.25 |
4.4% |
12,127.25 |
| Low |
11,635.75 |
11,797.25 |
161.50 |
1.4% |
11,535.50 |
| Close |
11,829.75 |
11,958.75 |
129.00 |
1.1% |
11,683.00 |
| Range |
198.75 |
557.50 |
358.75 |
180.5% |
591.75 |
| ATR |
285.84 |
305.25 |
19.40 |
6.8% |
0.00 |
| Volume |
386,240 |
759,557 |
373,317 |
96.7% |
372,898 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,709.50 |
13,391.50 |
12,265.50 |
|
| R3 |
13,152.00 |
12,834.00 |
12,112.00 |
|
| R2 |
12,594.50 |
12,594.50 |
12,061.00 |
|
| R1 |
12,276.50 |
12,276.50 |
12,009.75 |
12,435.50 |
| PP |
12,037.00 |
12,037.00 |
12,037.00 |
12,116.50 |
| S1 |
11,719.00 |
11,719.00 |
11,907.75 |
11,878.00 |
| S2 |
11,479.50 |
11,479.50 |
11,856.50 |
|
| S3 |
10,922.00 |
11,161.50 |
11,805.50 |
|
| S4 |
10,364.50 |
10,604.00 |
11,652.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,557.25 |
13,211.75 |
12,008.50 |
|
| R3 |
12,965.50 |
12,620.00 |
11,845.75 |
|
| R2 |
12,373.75 |
12,373.75 |
11,791.50 |
|
| R1 |
12,028.25 |
12,028.25 |
11,737.25 |
11,905.00 |
| PP |
11,782.00 |
11,782.00 |
11,782.00 |
11,720.25 |
| S1 |
11,436.50 |
11,436.50 |
11,628.75 |
11,313.50 |
| S2 |
11,190.25 |
11,190.25 |
11,574.50 |
|
| S3 |
10,598.50 |
10,844.75 |
11,520.25 |
|
| S4 |
10,006.75 |
10,253.00 |
11,357.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,354.75 |
11,535.50 |
819.25 |
6.9% |
282.50 |
2.4% |
52% |
True |
False |
297,654 |
| 10 |
12,354.75 |
11,535.50 |
819.25 |
6.9% |
312.50 |
2.6% |
52% |
True |
False |
153,472 |
| 20 |
12,354.75 |
11,535.50 |
819.25 |
6.9% |
274.00 |
2.3% |
52% |
True |
False |
77,329 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
13.4% |
323.75 |
2.7% |
75% |
True |
False |
39,194 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
14.7% |
341.00 |
2.9% |
77% |
True |
False |
26,416 |
| 80 |
13,369.50 |
10,595.25 |
2,774.25 |
23.2% |
327.50 |
2.7% |
49% |
False |
False |
19,851 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
27.9% |
304.75 |
2.5% |
41% |
False |
False |
15,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,724.00 |
|
2.618 |
13,814.25 |
|
1.618 |
13,256.75 |
|
1.000 |
12,912.25 |
|
0.618 |
12,699.25 |
|
HIGH |
12,354.75 |
|
0.618 |
12,141.75 |
|
0.500 |
12,076.00 |
|
0.382 |
12,010.25 |
|
LOW |
11,797.25 |
|
0.618 |
11,452.75 |
|
1.000 |
11,239.75 |
|
1.618 |
10,895.25 |
|
2.618 |
10,337.75 |
|
4.250 |
9,428.00 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,076.00 |
11,992.00 |
| PP |
12,037.00 |
11,981.00 |
| S1 |
11,997.75 |
11,969.75 |
|