| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,758.75 |
11,340.25 |
-418.50 |
-3.6% |
11,553.00 |
| High |
11,779.50 |
11,381.25 |
-398.25 |
-3.4% |
12,229.50 |
| Low |
11,298.25 |
11,206.50 |
-91.75 |
-0.8% |
11,206.50 |
| Close |
11,347.25 |
11,327.04 |
-20.21 |
-0.2% |
11,327.04 |
| Range |
481.25 |
174.75 |
-306.50 |
-63.7% |
1,023.00 |
| ATR |
321.11 |
310.65 |
-10.45 |
-3.3% |
0.00 |
| Volume |
182,838 |
9,634 |
-173,204 |
-94.7% |
1,152,092 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,829.25 |
11,752.75 |
11,423.25 |
|
| R3 |
11,654.50 |
11,578.00 |
11,375.00 |
|
| R2 |
11,479.75 |
11,479.75 |
11,359.00 |
|
| R1 |
11,403.25 |
11,403.25 |
11,343.00 |
11,354.25 |
| PP |
11,305.00 |
11,305.00 |
11,305.00 |
11,280.25 |
| S1 |
11,228.50 |
11,228.50 |
11,311.00 |
11,179.50 |
| S2 |
11,130.25 |
11,130.25 |
11,295.00 |
|
| S3 |
10,955.50 |
11,053.75 |
11,279.00 |
|
| S4 |
10,780.75 |
10,879.00 |
11,231.00 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,656.75 |
14,014.75 |
11,889.75 |
|
| R3 |
13,633.75 |
12,991.75 |
11,608.25 |
|
| R2 |
12,610.75 |
12,610.75 |
11,514.50 |
|
| R1 |
11,968.75 |
11,968.75 |
11,420.75 |
11,778.25 |
| PP |
11,587.75 |
11,587.75 |
11,587.75 |
11,492.50 |
| S1 |
10,945.75 |
10,945.75 |
11,233.25 |
10,755.25 |
| S2 |
10,564.75 |
10,564.75 |
11,139.50 |
|
| S3 |
9,541.75 |
9,922.75 |
11,045.75 |
|
| S4 |
8,518.75 |
8,899.75 |
10,764.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,229.50 |
11,206.50 |
1,023.00 |
9.0% |
346.50 |
3.1% |
12% |
False |
True |
230,418 |
| 10 |
12,229.50 |
11,206.50 |
1,023.00 |
9.0% |
300.50 |
2.7% |
12% |
False |
True |
408,685 |
| 20 |
12,229.50 |
11,206.50 |
1,023.00 |
9.0% |
279.00 |
2.5% |
12% |
False |
True |
472,879 |
| 40 |
12,229.50 |
10,636.00 |
1,593.50 |
14.1% |
327.00 |
2.9% |
43% |
False |
False |
590,195 |
| 60 |
12,229.50 |
10,484.75 |
1,744.75 |
15.4% |
343.75 |
3.0% |
48% |
False |
False |
660,854 |
| 80 |
13,296.25 |
10,484.75 |
2,811.50 |
24.8% |
342.75 |
3.0% |
30% |
False |
False |
579,584 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.5% |
330.00 |
2.9% |
25% |
False |
False |
463,819 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.5% |
327.25 |
2.9% |
25% |
False |
False |
386,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,124.00 |
|
2.618 |
11,838.75 |
|
1.618 |
11,664.00 |
|
1.000 |
11,556.00 |
|
0.618 |
11,489.25 |
|
HIGH |
11,381.25 |
|
0.618 |
11,314.50 |
|
0.500 |
11,294.00 |
|
0.382 |
11,273.25 |
|
LOW |
11,206.50 |
|
0.618 |
11,098.50 |
|
1.000 |
11,031.75 |
|
1.618 |
10,923.75 |
|
2.618 |
10,749.00 |
|
4.250 |
10,463.75 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,316.00 |
11,577.50 |
| PP |
11,305.00 |
11,494.00 |
| S1 |
11,294.00 |
11,410.50 |
|