| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,732.9 |
1,773.2 |
40.3 |
2.3% |
1,773.1 |
| High |
1,781.4 |
1,778.3 |
-3.1 |
-0.2% |
1,789.6 |
| Low |
1,732.0 |
1,753.4 |
21.4 |
1.2% |
1,731.2 |
| Close |
1,777.1 |
1,770.9 |
-6.2 |
-0.3% |
1,770.9 |
| Range |
49.4 |
24.9 |
-24.5 |
-49.6% |
58.4 |
| ATR |
43.0 |
41.7 |
-1.3 |
-3.0% |
0.0 |
| Volume |
148,034 |
141,532 |
-6,502 |
-4.4% |
538,258 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,842.2 |
1,831.5 |
1,784.6 |
|
| R3 |
1,817.3 |
1,806.6 |
1,777.7 |
|
| R2 |
1,792.4 |
1,792.4 |
1,775.5 |
|
| R1 |
1,781.7 |
1,781.7 |
1,773.2 |
1,774.6 |
| PP |
1,767.5 |
1,767.5 |
1,767.5 |
1,764.0 |
| S1 |
1,756.8 |
1,756.8 |
1,768.6 |
1,749.7 |
| S2 |
1,742.6 |
1,742.6 |
1,766.3 |
|
| S3 |
1,717.7 |
1,731.9 |
1,764.1 |
|
| S4 |
1,692.8 |
1,707.0 |
1,757.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,939.1 |
1,913.4 |
1,803.0 |
|
| R3 |
1,880.7 |
1,855.0 |
1,787.0 |
|
| R2 |
1,822.3 |
1,822.3 |
1,781.6 |
|
| R1 |
1,796.6 |
1,796.6 |
1,776.3 |
1,780.3 |
| PP |
1,763.9 |
1,763.9 |
1,763.9 |
1,755.7 |
| S1 |
1,738.2 |
1,738.2 |
1,765.5 |
1,721.9 |
| S2 |
1,705.5 |
1,705.5 |
1,760.2 |
|
| S3 |
1,647.1 |
1,679.8 |
1,754.8 |
|
| S4 |
1,588.7 |
1,621.4 |
1,738.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,789.6 |
1,731.2 |
58.4 |
3.3% |
35.2 |
2.0% |
68% |
False |
False |
134,817 |
| 10 |
1,798.1 |
1,730.8 |
67.3 |
3.8% |
38.8 |
2.2% |
60% |
False |
False |
156,340 |
| 20 |
1,917.7 |
1,730.8 |
186.9 |
10.6% |
42.9 |
2.4% |
21% |
False |
False |
150,709 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
11.1% |
41.9 |
2.4% |
20% |
False |
False |
75,605 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
15.2% |
45.2 |
2.6% |
42% |
False |
False |
50,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,884.1 |
|
2.618 |
1,843.5 |
|
1.618 |
1,818.6 |
|
1.000 |
1,803.2 |
|
0.618 |
1,793.7 |
|
HIGH |
1,778.3 |
|
0.618 |
1,768.8 |
|
0.500 |
1,765.9 |
|
0.382 |
1,762.9 |
|
LOW |
1,753.4 |
|
0.618 |
1,738.0 |
|
1.000 |
1,728.5 |
|
1.618 |
1,713.1 |
|
2.618 |
1,688.2 |
|
4.250 |
1,647.6 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,769.2 |
1,766.0 |
| PP |
1,767.5 |
1,761.2 |
| S1 |
1,765.9 |
1,756.3 |
|