| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,357.00 |
11,061.00 |
-296.00 |
-2.6% |
11,328.75 |
| High |
11,384.75 |
11,143.00 |
-241.75 |
-2.1% |
11,411.00 |
| Low |
10,870.50 |
10,916.25 |
45.75 |
0.4% |
10,870.50 |
| Close |
11,054.25 |
11,075.25 |
21.00 |
0.2% |
11,075.25 |
| Range |
514.25 |
226.75 |
-287.50 |
-55.9% |
540.50 |
| ATR |
312.55 |
306.42 |
-6.13 |
-2.0% |
0.00 |
| Volume |
714,500 |
534,525 |
-179,975 |
-25.2% |
3,067,966 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,725.00 |
11,627.00 |
11,200.00 |
|
| R3 |
11,498.25 |
11,400.25 |
11,137.50 |
|
| R2 |
11,271.50 |
11,271.50 |
11,116.75 |
|
| R1 |
11,173.50 |
11,173.50 |
11,096.00 |
11,222.50 |
| PP |
11,044.75 |
11,044.75 |
11,044.75 |
11,069.50 |
| S1 |
10,946.75 |
10,946.75 |
11,054.50 |
10,995.75 |
| S2 |
10,818.00 |
10,818.00 |
11,033.75 |
|
| S3 |
10,591.25 |
10,720.00 |
11,013.00 |
|
| S4 |
10,364.50 |
10,493.25 |
10,950.50 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,740.50 |
12,448.25 |
11,372.50 |
|
| R3 |
12,200.00 |
11,907.75 |
11,224.00 |
|
| R2 |
11,659.50 |
11,659.50 |
11,174.25 |
|
| R1 |
11,367.25 |
11,367.25 |
11,124.75 |
11,243.00 |
| PP |
11,119.00 |
11,119.00 |
11,119.00 |
11,056.75 |
| S1 |
10,826.75 |
10,826.75 |
11,025.75 |
10,702.50 |
| S2 |
10,578.50 |
10,578.50 |
10,976.25 |
|
| S3 |
10,038.00 |
10,286.25 |
10,926.50 |
|
| S4 |
9,497.50 |
9,745.75 |
10,778.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,411.00 |
10,870.50 |
540.50 |
4.9% |
286.50 |
2.6% |
38% |
False |
False |
613,593 |
| 10 |
12,354.75 |
10,870.50 |
1,484.25 |
13.4% |
324.00 |
2.9% |
14% |
False |
False |
616,283 |
| 20 |
12,354.75 |
10,870.50 |
1,484.25 |
13.4% |
303.00 |
2.7% |
14% |
False |
False |
327,758 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.5% |
312.50 |
2.8% |
20% |
False |
False |
164,441 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.9% |
333.25 |
3.0% |
27% |
False |
False |
109,935 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.2% |
334.75 |
3.0% |
20% |
False |
False |
82,562 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.1% |
309.50 |
2.8% |
14% |
False |
False |
66,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,106.75 |
|
2.618 |
11,736.75 |
|
1.618 |
11,510.00 |
|
1.000 |
11,369.75 |
|
0.618 |
11,283.25 |
|
HIGH |
11,143.00 |
|
0.618 |
11,056.50 |
|
0.500 |
11,029.50 |
|
0.382 |
11,002.75 |
|
LOW |
10,916.25 |
|
0.618 |
10,776.00 |
|
1.000 |
10,689.50 |
|
1.618 |
10,549.25 |
|
2.618 |
10,322.50 |
|
4.250 |
9,952.50 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,060.00 |
11,130.00 |
| PP |
11,044.75 |
11,111.75 |
| S1 |
11,029.50 |
11,093.50 |
|