| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,328.75 |
11,182.50 |
-146.25 |
-1.3% |
11,671.50 |
| High |
11,411.00 |
11,247.00 |
-164.00 |
-1.4% |
12,354.75 |
| Low |
11,131.75 |
11,043.50 |
-88.25 |
-0.8% |
11,275.50 |
| Close |
11,193.25 |
11,175.75 |
-17.50 |
-0.2% |
11,344.75 |
| Range |
279.25 |
203.50 |
-75.75 |
-27.1% |
1,079.25 |
| ATR |
311.11 |
303.43 |
-7.69 |
-2.5% |
0.00 |
| Volume |
562,529 |
625,090 |
62,561 |
11.1% |
3,094,865 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,766.00 |
11,674.25 |
11,287.75 |
|
| R3 |
11,562.50 |
11,470.75 |
11,231.75 |
|
| R2 |
11,359.00 |
11,359.00 |
11,213.00 |
|
| R1 |
11,267.25 |
11,267.25 |
11,194.50 |
11,211.50 |
| PP |
11,155.50 |
11,155.50 |
11,155.50 |
11,127.50 |
| S1 |
11,063.75 |
11,063.75 |
11,157.00 |
11,008.00 |
| S2 |
10,952.00 |
10,952.00 |
11,138.50 |
|
| S3 |
10,748.50 |
10,860.25 |
11,119.75 |
|
| S4 |
10,545.00 |
10,656.75 |
11,063.75 |
|
|
| 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 |
12,069.50 |
11,043.50 |
1,026.00 |
9.2% |
306.75 |
2.7% |
13% |
False |
True |
627,337 |
| 10 |
12,354.75 |
11,043.50 |
1,311.25 |
11.7% |
294.50 |
2.6% |
10% |
False |
True |
462,495 |
| 20 |
12,354.75 |
11,043.50 |
1,311.25 |
11.7% |
283.50 |
2.5% |
10% |
False |
True |
233,838 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.4% |
318.25 |
2.8% |
27% |
False |
False |
117,529 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.7% |
338.50 |
3.0% |
33% |
False |
False |
78,643 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.0% |
332.25 |
3.0% |
24% |
False |
False |
59,059 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
29.8% |
307.75 |
2.8% |
17% |
False |
False |
47,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,112.00 |
|
2.618 |
11,779.75 |
|
1.618 |
11,576.25 |
|
1.000 |
11,450.50 |
|
0.618 |
11,372.75 |
|
HIGH |
11,247.00 |
|
0.618 |
11,169.25 |
|
0.500 |
11,145.25 |
|
0.382 |
11,121.25 |
|
LOW |
11,043.50 |
|
0.618 |
10,917.75 |
|
1.000 |
10,840.00 |
|
1.618 |
10,714.25 |
|
2.618 |
10,510.75 |
|
4.250 |
10,178.50 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,165.50 |
11,267.50 |
| PP |
11,155.50 |
11,237.00 |
| S1 |
11,145.25 |
11,206.25 |
|