| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
10,915.73 |
10,944.30 |
28.57 |
0.3% |
11,247.48 |
| High |
11,007.09 |
10,945.33 |
-61.76 |
-0.6% |
11,285.77 |
| Low |
10,830.90 |
10,807.61 |
-23.29 |
-0.2% |
10,784.02 |
| Close |
10,985.45 |
10,822.51 |
-162.94 |
-1.5% |
10,985.45 |
| Range |
176.19 |
137.72 |
-38.47 |
-21.8% |
501.75 |
| ATR |
263.05 |
256.96 |
-6.09 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,271.64 |
11,184.80 |
10,898.26 |
|
| R3 |
11,133.92 |
11,047.08 |
10,860.38 |
|
| R2 |
10,996.20 |
10,996.20 |
10,847.76 |
|
| R1 |
10,909.36 |
10,909.36 |
10,835.13 |
10,883.92 |
| PP |
10,858.48 |
10,858.48 |
10,858.48 |
10,845.77 |
| S1 |
10,771.64 |
10,771.64 |
10,809.89 |
10,746.20 |
| S2 |
10,720.76 |
10,720.76 |
10,797.26 |
|
| S3 |
10,583.04 |
10,633.92 |
10,784.64 |
|
| S4 |
10,445.32 |
10,496.20 |
10,746.76 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,523.66 |
12,256.31 |
11,261.41 |
|
| R3 |
12,021.91 |
11,754.56 |
11,123.43 |
|
| R2 |
11,520.16 |
11,520.16 |
11,077.44 |
|
| R1 |
11,252.81 |
11,252.81 |
11,031.44 |
11,135.61 |
| PP |
11,018.41 |
11,018.41 |
11,018.41 |
10,959.82 |
| S1 |
10,751.06 |
10,751.06 |
10,939.46 |
10,633.86 |
| S2 |
10,516.66 |
10,516.66 |
10,893.46 |
|
| S3 |
10,014.91 |
10,249.31 |
10,847.47 |
|
| S4 |
9,513.16 |
9,747.56 |
10,709.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,285.77 |
10,784.02 |
501.75 |
4.6% |
203.75 |
1.9% |
8% |
False |
False |
|
| 10 |
12,161.27 |
10,784.02 |
1,377.25 |
12.7% |
248.10 |
2.3% |
3% |
False |
False |
|
| 20 |
12,161.27 |
10,784.02 |
1,377.25 |
12.7% |
239.44 |
2.2% |
3% |
False |
False |
|
| 40 |
12,161.27 |
10,632.39 |
1,528.88 |
14.1% |
234.78 |
2.2% |
12% |
False |
False |
|
| 60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.9% |
252.22 |
2.3% |
22% |
False |
False |
|
| 80 |
12,752.83 |
10,444.78 |
2,308.05 |
21.3% |
254.31 |
2.3% |
16% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
30.3% |
248.46 |
2.3% |
12% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
30.3% |
251.31 |
2.3% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,530.64 |
|
2.618 |
11,305.88 |
|
1.618 |
11,168.16 |
|
1.000 |
11,083.05 |
|
0.618 |
11,030.44 |
|
HIGH |
10,945.33 |
|
0.618 |
10,892.72 |
|
0.500 |
10,876.47 |
|
0.382 |
10,860.22 |
|
LOW |
10,807.61 |
|
0.618 |
10,722.50 |
|
1.000 |
10,669.89 |
|
1.618 |
10,584.78 |
|
2.618 |
10,447.06 |
|
4.250 |
10,222.30 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,876.47 |
10,949.13 |
| PP |
10,858.48 |
10,906.92 |
| S1 |
10,840.50 |
10,864.72 |
|