Trading Metrics calculated at close of trading on 05-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,977.0 |
3,983.0 |
6.0 |
0.2% |
3,946.0 |
High |
3,999.0 |
3,984.0 |
-15.0 |
-0.4% |
4,021.0 |
Low |
3,940.0 |
3,943.0 |
3.0 |
0.1% |
3,921.0 |
Close |
3,979.0 |
3,964.0 |
-15.0 |
-0.4% |
3,979.0 |
Range |
59.0 |
41.0 |
-18.0 |
-30.5% |
100.0 |
ATR |
60.7 |
59.3 |
-1.4 |
-2.3% |
0.0 |
Volume |
889,012 |
634,993 |
-254,019 |
-28.6% |
4,362,299 |
|
Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,086.7 |
4,066.3 |
3,986.6 |
|
R3 |
4,045.7 |
4,025.3 |
3,975.3 |
|
R2 |
4,004.7 |
4,004.7 |
3,971.5 |
|
R1 |
3,984.3 |
3,984.3 |
3,967.8 |
3,974.0 |
PP |
3,963.7 |
3,963.7 |
3,963.7 |
3,958.5 |
S1 |
3,943.3 |
3,943.3 |
3,960.2 |
3,933.0 |
S2 |
3,922.7 |
3,922.7 |
3,956.5 |
|
S3 |
3,881.7 |
3,902.3 |
3,952.7 |
|
S4 |
3,840.7 |
3,861.3 |
3,941.5 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.7 |
4,226.3 |
4,034.0 |
|
R3 |
4,173.7 |
4,126.3 |
4,006.5 |
|
R2 |
4,073.7 |
4,073.7 |
3,997.3 |
|
R1 |
4,026.3 |
4,026.3 |
3,988.2 |
4,050.0 |
PP |
3,973.7 |
3,973.7 |
3,973.7 |
3,985.5 |
S1 |
3,926.3 |
3,926.3 |
3,969.8 |
3,950.0 |
S2 |
3,873.7 |
3,873.7 |
3,960.7 |
|
S3 |
3,773.7 |
3,826.3 |
3,951.5 |
|
S4 |
3,673.7 |
3,726.3 |
3,924.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,021.0 |
3,921.0 |
100.0 |
2.5% |
53.2 |
1.3% |
43% |
False |
False |
856,193 |
10 |
4,021.0 |
3,895.0 |
126.0 |
3.2% |
43.2 |
1.1% |
55% |
False |
False |
756,519 |
20 |
4,021.0 |
3,665.0 |
356.0 |
9.0% |
54.8 |
1.4% |
84% |
False |
False |
878,093 |
40 |
4,021.0 |
3,251.0 |
770.0 |
19.4% |
65.1 |
1.6% |
93% |
False |
False |
926,161 |
60 |
4,021.0 |
3,236.0 |
785.0 |
19.8% |
73.1 |
1.8% |
93% |
False |
False |
1,010,556 |
80 |
4,021.0 |
3,236.0 |
785.0 |
19.8% |
70.9 |
1.8% |
93% |
False |
False |
779,796 |
100 |
4,021.0 |
3,236.0 |
785.0 |
19.8% |
65.7 |
1.7% |
93% |
False |
False |
624,833 |
120 |
4,021.0 |
3,236.0 |
785.0 |
19.8% |
63.4 |
1.6% |
93% |
False |
False |
521,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,158.3 |
2.618 |
4,091.3 |
1.618 |
4,050.3 |
1.000 |
4,025.0 |
0.618 |
4,009.3 |
HIGH |
3,984.0 |
0.618 |
3,968.3 |
0.500 |
3,963.5 |
0.382 |
3,958.7 |
LOW |
3,943.0 |
0.618 |
3,917.7 |
1.000 |
3,902.0 |
1.618 |
3,876.7 |
2.618 |
3,835.7 |
4.250 |
3,768.8 |
|
|
Fisher Pivots for day following 05-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,963.8 |
3,980.5 |
PP |
3,963.7 |
3,975.0 |
S1 |
3,963.5 |
3,969.5 |
|