| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,857.9 |
1,856.2 |
-1.7 |
-0.1% |
1,839.3 |
| High |
1,864.1 |
1,859.9 |
-4.2 |
-0.2% |
1,866.2 |
| Low |
1,852.8 |
1,824.4 |
-28.4 |
-1.5% |
1,813.2 |
| Close |
1,856.6 |
1,826.4 |
-30.2 |
-1.6% |
1,831.1 |
| Range |
11.3 |
35.5 |
24.2 |
214.2% |
53.0 |
| ATR |
24.5 |
25.3 |
0.8 |
3.2% |
0.0 |
| Volume |
774 |
970 |
196 |
25.3% |
7,449 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.4 |
1,920.4 |
1,845.9 |
|
| R3 |
1,907.9 |
1,884.9 |
1,836.2 |
|
| R2 |
1,872.4 |
1,872.4 |
1,832.9 |
|
| R1 |
1,849.4 |
1,849.4 |
1,829.7 |
1,843.2 |
| PP |
1,836.9 |
1,836.9 |
1,836.9 |
1,833.8 |
| S1 |
1,813.9 |
1,813.9 |
1,823.1 |
1,807.7 |
| S2 |
1,801.4 |
1,801.4 |
1,819.9 |
|
| S3 |
1,765.9 |
1,778.4 |
1,816.6 |
|
| S4 |
1,730.4 |
1,742.9 |
1,806.9 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,995.8 |
1,966.5 |
1,860.3 |
|
| R3 |
1,942.8 |
1,913.5 |
1,845.7 |
|
| R2 |
1,889.8 |
1,889.8 |
1,840.8 |
|
| R1 |
1,860.5 |
1,860.5 |
1,836.0 |
1,848.7 |
| PP |
1,836.8 |
1,836.8 |
1,836.8 |
1,830.9 |
| S1 |
1,807.5 |
1,807.5 |
1,826.2 |
1,795.7 |
| S2 |
1,783.8 |
1,783.8 |
1,821.4 |
|
| S3 |
1,730.8 |
1,754.5 |
1,816.5 |
|
| S4 |
1,677.8 |
1,701.5 |
1,802.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,864.1 |
1,815.2 |
48.9 |
2.7% |
23.5 |
1.3% |
23% |
False |
False |
1,058 |
| 10 |
1,866.2 |
1,813.2 |
53.0 |
2.9% |
25.1 |
1.4% |
25% |
False |
False |
1,413 |
| 20 |
1,866.2 |
1,783.9 |
82.3 |
4.5% |
24.1 |
1.3% |
52% |
False |
False |
1,583 |
| 40 |
1,866.2 |
1,663.2 |
203.0 |
11.1% |
24.6 |
1.3% |
80% |
False |
False |
1,619 |
| 60 |
1,866.2 |
1,663.2 |
203.0 |
11.1% |
24.6 |
1.3% |
80% |
False |
False |
1,304 |
| 80 |
1,866.2 |
1,662.5 |
203.7 |
11.2% |
24.1 |
1.3% |
80% |
False |
False |
1,110 |
| 100 |
1,866.2 |
1,662.5 |
203.7 |
11.2% |
22.3 |
1.2% |
80% |
False |
False |
952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.8 |
|
2.618 |
1,952.8 |
|
1.618 |
1,917.3 |
|
1.000 |
1,895.4 |
|
0.618 |
1,881.8 |
|
HIGH |
1,859.9 |
|
0.618 |
1,846.3 |
|
0.500 |
1,842.2 |
|
0.382 |
1,838.0 |
|
LOW |
1,824.4 |
|
0.618 |
1,802.5 |
|
1.000 |
1,788.9 |
|
1.618 |
1,767.0 |
|
2.618 |
1,731.5 |
|
4.250 |
1,673.5 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.2 |
1,844.3 |
| PP |
1,836.9 |
1,838.3 |
| S1 |
1,831.7 |
1,832.4 |
|