| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,884.25 |
11,446.50 |
-437.75 |
-3.7% |
11,671.50 |
| High |
11,898.00 |
11,491.50 |
-406.50 |
-3.4% |
12,354.75 |
| Low |
11,404.00 |
11,275.50 |
-128.50 |
-1.1% |
11,275.50 |
| Close |
11,457.00 |
11,344.75 |
-112.25 |
-1.0% |
11,344.75 |
| Range |
494.00 |
216.00 |
-278.00 |
-56.3% |
1,079.25 |
| ATR |
321.07 |
313.56 |
-7.50 |
-2.3% |
0.00 |
| Volume |
670,390 |
665,526 |
-4,864 |
-0.7% |
3,094,865 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,018.50 |
11,897.75 |
11,463.50 |
|
| R3 |
11,802.50 |
11,681.75 |
11,404.25 |
|
| R2 |
11,586.50 |
11,586.50 |
11,384.25 |
|
| R1 |
11,465.75 |
11,465.75 |
11,364.50 |
11,418.00 |
| PP |
11,370.50 |
11,370.50 |
11,370.50 |
11,346.75 |
| S1 |
11,249.75 |
11,249.75 |
11,325.00 |
11,202.00 |
| S2 |
11,154.50 |
11,154.50 |
11,305.25 |
|
| S3 |
10,938.50 |
11,033.75 |
11,285.25 |
|
| S4 |
10,722.50 |
10,817.75 |
11,226.00 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,896.00 |
14,199.75 |
11,938.25 |
|
| R3 |
13,816.75 |
13,120.50 |
11,641.50 |
|
| R2 |
12,737.50 |
12,737.50 |
11,542.50 |
|
| R1 |
12,041.25 |
12,041.25 |
11,443.75 |
11,849.75 |
| PP |
11,658.25 |
11,658.25 |
11,658.25 |
11,562.50 |
| S1 |
10,962.00 |
10,962.00 |
11,245.75 |
10,770.50 |
| S2 |
10,579.00 |
10,579.00 |
11,147.00 |
|
| S3 |
9,499.75 |
9,882.75 |
11,048.00 |
|
| S4 |
8,420.50 |
8,803.50 |
10,751.25 |
|
|
| 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 |
11,275.50 |
1,079.25 |
9.5% |
361.25 |
3.2% |
6% |
False |
True |
618,973 |
| 10 |
12,354.75 |
11,275.50 |
1,079.25 |
9.5% |
307.50 |
2.7% |
6% |
False |
True |
346,776 |
| 20 |
12,354.75 |
11,275.50 |
1,079.25 |
9.5% |
281.25 |
2.5% |
6% |
False |
True |
174,537 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.2% |
325.25 |
2.9% |
37% |
False |
False |
87,872 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.5% |
341.25 |
3.0% |
43% |
False |
False |
58,872 |
| 80 |
13,369.50 |
10,595.25 |
2,774.25 |
24.5% |
335.50 |
3.0% |
27% |
False |
False |
44,215 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
29.4% |
309.00 |
2.7% |
22% |
False |
False |
35,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,409.50 |
|
2.618 |
12,057.00 |
|
1.618 |
11,841.00 |
|
1.000 |
11,707.50 |
|
0.618 |
11,625.00 |
|
HIGH |
11,491.50 |
|
0.618 |
11,409.00 |
|
0.500 |
11,383.50 |
|
0.382 |
11,358.00 |
|
LOW |
11,275.50 |
|
0.618 |
11,142.00 |
|
1.000 |
11,059.50 |
|
1.618 |
10,926.00 |
|
2.618 |
10,710.00 |
|
4.250 |
10,357.50 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,383.50 |
11,672.50 |
| PP |
11,370.50 |
11,563.25 |
| S1 |
11,357.75 |
11,454.00 |
|