| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,104.00 |
10,915.75 |
-188.25 |
-1.7% |
11,328.75 |
| High |
11,183.75 |
10,996.50 |
-187.25 |
-1.7% |
11,411.00 |
| Low |
10,896.00 |
10,758.75 |
-137.25 |
-1.3% |
10,870.50 |
| Close |
10,915.50 |
10,772.75 |
-142.75 |
-1.3% |
11,075.25 |
| Range |
287.75 |
237.75 |
-50.00 |
-17.4% |
540.50 |
| ATR |
305.09 |
300.28 |
-4.81 |
-1.6% |
0.00 |
| Volume |
499,799 |
635,572 |
135,773 |
27.2% |
3,067,966 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,556.00 |
11,402.00 |
10,903.50 |
|
| R3 |
11,318.25 |
11,164.25 |
10,838.25 |
|
| R2 |
11,080.50 |
11,080.50 |
10,816.25 |
|
| R1 |
10,926.50 |
10,926.50 |
10,794.50 |
10,884.50 |
| PP |
10,842.75 |
10,842.75 |
10,842.75 |
10,821.75 |
| S1 |
10,688.75 |
10,688.75 |
10,751.00 |
10,647.00 |
| S2 |
10,605.00 |
10,605.00 |
10,729.25 |
|
| S3 |
10,367.25 |
10,451.00 |
10,707.25 |
|
| S4 |
10,129.50 |
10,213.25 |
10,642.00 |
|
|
| 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 |
11,389.75 |
10,758.75 |
631.00 |
5.9% |
295.00 |
2.7% |
2% |
False |
True |
603,143 |
| 10 |
12,069.50 |
10,758.75 |
1,310.75 |
12.2% |
300.75 |
2.8% |
1% |
False |
True |
615,240 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.8% |
306.75 |
2.8% |
1% |
False |
True |
384,356 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.9% |
306.00 |
2.8% |
2% |
False |
False |
192,774 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.3% |
328.75 |
3.1% |
10% |
False |
False |
128,840 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.8% |
332.75 |
3.1% |
7% |
False |
False |
96,753 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.9% |
311.25 |
2.9% |
5% |
False |
False |
77,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,007.00 |
|
2.618 |
11,619.00 |
|
1.618 |
11,381.25 |
|
1.000 |
11,234.25 |
|
0.618 |
11,143.50 |
|
HIGH |
10,996.50 |
|
0.618 |
10,905.75 |
|
0.500 |
10,877.50 |
|
0.382 |
10,849.50 |
|
LOW |
10,758.75 |
|
0.618 |
10,611.75 |
|
1.000 |
10,521.00 |
|
1.618 |
10,374.00 |
|
2.618 |
10,136.25 |
|
4.250 |
9,748.25 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,877.50 |
10,971.25 |
| PP |
10,842.75 |
10,905.00 |
| S1 |
10,807.75 |
10,839.00 |
|