| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,823.8 |
1,807.7 |
-16.1 |
-0.9% |
1,826.5 |
| High |
1,823.8 |
1,851.4 |
27.6 |
1.5% |
1,837.3 |
| Low |
1,804.6 |
1,807.1 |
2.5 |
0.1% |
1,793.5 |
| Close |
1,807.4 |
1,840.5 |
33.1 |
1.8% |
1,825.9 |
| Range |
19.2 |
44.3 |
25.1 |
130.7% |
43.8 |
| ATR |
24.7 |
26.1 |
1.4 |
5.7% |
0.0 |
| Volume |
3,364 |
6,085 |
2,721 |
80.9% |
18,529 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,965.9 |
1,947.5 |
1,864.9 |
|
| R3 |
1,921.6 |
1,903.2 |
1,852.7 |
|
| R2 |
1,877.3 |
1,877.3 |
1,848.6 |
|
| R1 |
1,858.9 |
1,858.9 |
1,844.6 |
1,868.1 |
| PP |
1,833.0 |
1,833.0 |
1,833.0 |
1,837.6 |
| S1 |
1,814.6 |
1,814.6 |
1,836.4 |
1,823.8 |
| S2 |
1,788.7 |
1,788.7 |
1,832.4 |
|
| S3 |
1,744.4 |
1,770.3 |
1,828.3 |
|
| S4 |
1,700.1 |
1,726.0 |
1,816.1 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.3 |
1,931.9 |
1,850.0 |
|
| R3 |
1,906.5 |
1,888.1 |
1,837.9 |
|
| R2 |
1,862.7 |
1,862.7 |
1,833.9 |
|
| R1 |
1,844.3 |
1,844.3 |
1,829.9 |
1,831.6 |
| PP |
1,818.9 |
1,818.9 |
1,818.9 |
1,812.6 |
| S1 |
1,800.5 |
1,800.5 |
1,821.9 |
1,787.8 |
| S2 |
1,775.1 |
1,775.1 |
1,817.9 |
|
| S3 |
1,731.3 |
1,756.7 |
1,813.9 |
|
| S4 |
1,687.5 |
1,712.9 |
1,801.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,851.4 |
1,796.8 |
54.6 |
3.0% |
23.1 |
1.3% |
80% |
True |
False |
4,014 |
| 10 |
1,851.4 |
1,773.7 |
77.7 |
4.2% |
26.0 |
1.4% |
86% |
True |
False |
3,856 |
| 20 |
1,851.4 |
1,749.6 |
101.8 |
5.5% |
22.9 |
1.2% |
89% |
True |
False |
3,255 |
| 40 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
25.1 |
1.4% |
95% |
True |
False |
2,886 |
| 60 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
25.8 |
1.4% |
95% |
True |
False |
2,601 |
| 80 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
24.4 |
1.3% |
95% |
True |
False |
2,080 |
| 100 |
1,851.4 |
1,647.7 |
203.7 |
11.1% |
22.9 |
1.2% |
95% |
True |
False |
1,740 |
| 120 |
1,879.8 |
1,647.7 |
232.1 |
12.6% |
21.8 |
1.2% |
83% |
False |
False |
1,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.7 |
|
2.618 |
1,967.4 |
|
1.618 |
1,923.1 |
|
1.000 |
1,895.7 |
|
0.618 |
1,878.8 |
|
HIGH |
1,851.4 |
|
0.618 |
1,834.5 |
|
0.500 |
1,829.3 |
|
0.382 |
1,824.0 |
|
LOW |
1,807.1 |
|
0.618 |
1,779.7 |
|
1.000 |
1,762.8 |
|
1.618 |
1,735.4 |
|
2.618 |
1,691.1 |
|
4.250 |
1,618.8 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,836.8 |
1,836.3 |
| PP |
1,833.0 |
1,832.2 |
| S1 |
1,829.3 |
1,828.0 |
|