| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,821.09 |
11,574.54 |
-246.55 |
-2.1% |
11,905.48 |
| High |
11,941.28 |
11,590.44 |
-350.84 |
-2.9% |
11,957.36 |
| Low |
11,630.08 |
11,300.35 |
-329.73 |
-2.8% |
11,431.96 |
| Close |
11,740.92 |
11,345.22 |
-395.70 |
-3.4% |
11,563.33 |
| Range |
311.20 |
290.09 |
-21.11 |
-6.8% |
525.40 |
| ATR |
260.90 |
273.74 |
12.83 |
4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,282.27 |
12,103.84 |
11,504.77 |
|
| R3 |
11,992.18 |
11,813.75 |
11,424.99 |
|
| R2 |
11,702.09 |
11,702.09 |
11,398.40 |
|
| R1 |
11,523.66 |
11,523.66 |
11,371.81 |
11,467.83 |
| PP |
11,412.00 |
11,412.00 |
11,412.00 |
11,384.09 |
| S1 |
11,233.57 |
11,233.57 |
11,318.63 |
11,177.74 |
| S2 |
11,121.91 |
11,121.91 |
11,292.04 |
|
| S3 |
10,831.82 |
10,943.48 |
11,265.45 |
|
| S4 |
10,541.73 |
10,653.39 |
11,185.67 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,227.08 |
12,920.61 |
11,852.30 |
|
| R3 |
12,701.68 |
12,395.21 |
11,707.82 |
|
| R2 |
12,176.28 |
12,176.28 |
11,659.65 |
|
| R1 |
11,869.81 |
11,869.81 |
11,611.49 |
11,760.35 |
| PP |
11,650.88 |
11,650.88 |
11,650.88 |
11,596.15 |
| S1 |
11,344.41 |
11,344.41 |
11,515.17 |
11,234.95 |
| S2 |
11,125.48 |
11,125.48 |
11,467.01 |
|
| S3 |
10,600.08 |
10,819.01 |
11,418.85 |
|
| S4 |
10,074.68 |
10,293.61 |
11,274.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,161.27 |
11,300.35 |
860.92 |
7.6% |
274.17 |
2.4% |
5% |
False |
True |
|
| 10 |
12,161.27 |
11,300.35 |
860.92 |
7.6% |
244.77 |
2.2% |
5% |
False |
True |
|
| 20 |
12,161.27 |
11,300.35 |
860.92 |
7.6% |
227.55 |
2.0% |
5% |
False |
True |
|
| 40 |
12,161.27 |
10,632.39 |
1,528.88 |
13.5% |
249.25 |
2.2% |
47% |
False |
False |
|
| 60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.1% |
260.26 |
2.3% |
52% |
False |
False |
|
| 80 |
13,172.44 |
10,444.78 |
2,727.66 |
24.0% |
260.11 |
2.3% |
33% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.9% |
253.50 |
2.2% |
27% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.9% |
256.58 |
2.3% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,823.32 |
|
2.618 |
12,349.90 |
|
1.618 |
12,059.81 |
|
1.000 |
11,880.53 |
|
0.618 |
11,769.72 |
|
HIGH |
11,590.44 |
|
0.618 |
11,479.63 |
|
0.500 |
11,445.40 |
|
0.382 |
11,411.16 |
|
LOW |
11,300.35 |
|
0.618 |
11,121.07 |
|
1.000 |
11,010.26 |
|
1.618 |
10,830.98 |
|
2.618 |
10,540.89 |
|
4.250 |
10,067.47 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,445.40 |
11,730.81 |
| PP |
11,412.00 |
11,602.28 |
| S1 |
11,378.61 |
11,473.75 |
|