| Trading Metrics calculated at close of trading on 29-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2022 |
29-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
1,853.6 |
1,843.0 |
-10.6 |
-0.6% |
1,834.7 |
| High |
1,853.7 |
1,858.0 |
4.3 |
0.2% |
1,864.1 |
| Low |
1,836.1 |
1,843.0 |
6.9 |
0.4% |
1,824.4 |
| Close |
1,846.9 |
1,857.5 |
10.6 |
0.6% |
1,835.4 |
| Range |
17.6 |
15.0 |
-2.6 |
-14.8% |
39.7 |
| ATR |
25.1 |
24.4 |
-0.7 |
-2.9% |
0.0 |
| Volume |
728 |
839 |
111 |
15.2% |
5,762 |
|
| Daily Pivots for day following 29-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,897.8 |
1,892.7 |
1,865.8 |
|
| R3 |
1,882.8 |
1,877.7 |
1,861.6 |
|
| R2 |
1,867.8 |
1,867.8 |
1,860.3 |
|
| R1 |
1,862.7 |
1,862.7 |
1,858.9 |
1,865.3 |
| PP |
1,852.8 |
1,852.8 |
1,852.8 |
1,854.1 |
| S1 |
1,847.7 |
1,847.7 |
1,856.1 |
1,850.3 |
| S2 |
1,837.8 |
1,837.8 |
1,854.8 |
|
| S3 |
1,822.8 |
1,832.7 |
1,853.4 |
|
| S4 |
1,807.8 |
1,817.7 |
1,849.3 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.4 |
1,937.6 |
1,857.2 |
|
| R3 |
1,920.7 |
1,897.9 |
1,846.3 |
|
| R2 |
1,881.0 |
1,881.0 |
1,842.7 |
|
| R1 |
1,858.2 |
1,858.2 |
1,839.0 |
1,869.6 |
| PP |
1,841.3 |
1,841.3 |
1,841.3 |
1,847.0 |
| S1 |
1,818.5 |
1,818.5 |
1,831.8 |
1,829.9 |
| S2 |
1,801.6 |
1,801.6 |
1,828.1 |
|
| S3 |
1,761.9 |
1,778.8 |
1,824.5 |
|
| S4 |
1,722.2 |
1,739.1 |
1,813.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,872.9 |
1,824.4 |
48.5 |
2.6% |
23.2 |
1.2% |
68% |
False |
False |
914 |
| 10 |
1,872.9 |
1,813.2 |
59.7 |
3.2% |
23.4 |
1.3% |
74% |
False |
False |
993 |
| 20 |
1,872.9 |
1,809.2 |
63.7 |
3.4% |
23.9 |
1.3% |
76% |
False |
False |
1,485 |
| 40 |
1,872.9 |
1,663.2 |
209.7 |
11.3% |
24.7 |
1.3% |
93% |
False |
False |
1,625 |
| 60 |
1,872.9 |
1,663.2 |
209.7 |
11.3% |
24.1 |
1.3% |
93% |
False |
False |
1,334 |
| 80 |
1,872.9 |
1,662.5 |
210.4 |
11.3% |
24.3 |
1.3% |
93% |
False |
False |
1,124 |
| 100 |
1,872.9 |
1,662.5 |
210.4 |
11.3% |
22.5 |
1.2% |
93% |
False |
False |
965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,921.8 |
|
2.618 |
1,897.3 |
|
1.618 |
1,882.3 |
|
1.000 |
1,873.0 |
|
0.618 |
1,867.3 |
|
HIGH |
1,858.0 |
|
0.618 |
1,852.3 |
|
0.500 |
1,850.5 |
|
0.382 |
1,848.7 |
|
LOW |
1,843.0 |
|
0.618 |
1,833.7 |
|
1.000 |
1,828.0 |
|
1.618 |
1,818.7 |
|
2.618 |
1,803.7 |
|
4.250 |
1,779.3 |
|
|
| Fisher Pivots for day following 29-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,855.2 |
1,856.5 |
| PP |
1,852.8 |
1,855.5 |
| S1 |
1,850.5 |
1,854.5 |
|