Trading Metrics calculated at close of trading on 06-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,983.0 |
3,957.0 |
-26.0 |
-0.7% |
3,946.0 |
High |
3,984.0 |
3,968.0 |
-16.0 |
-0.4% |
4,021.0 |
Low |
3,943.0 |
3,921.0 |
-22.0 |
-0.6% |
3,921.0 |
Close |
3,964.0 |
3,937.0 |
-27.0 |
-0.7% |
3,979.0 |
Range |
41.0 |
47.0 |
6.0 |
14.6% |
100.0 |
ATR |
59.3 |
58.4 |
-0.9 |
-1.5% |
0.0 |
Volume |
634,993 |
774,200 |
139,207 |
21.9% |
4,362,299 |
|
Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.0 |
4,057.0 |
3,962.9 |
|
R3 |
4,036.0 |
4,010.0 |
3,949.9 |
|
R2 |
3,989.0 |
3,989.0 |
3,945.6 |
|
R1 |
3,963.0 |
3,963.0 |
3,941.3 |
3,952.5 |
PP |
3,942.0 |
3,942.0 |
3,942.0 |
3,936.8 |
S1 |
3,916.0 |
3,916.0 |
3,932.7 |
3,905.5 |
S2 |
3,895.0 |
3,895.0 |
3,928.4 |
|
S3 |
3,848.0 |
3,869.0 |
3,924.1 |
|
S4 |
3,801.0 |
3,822.0 |
3,911.2 |
|
|
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% |
54.2 |
1.4% |
16% |
False |
True |
866,933 |
10 |
4,021.0 |
3,901.0 |
120.0 |
3.0% |
44.6 |
1.1% |
30% |
False |
False |
776,197 |
20 |
4,021.0 |
3,693.0 |
328.0 |
8.3% |
54.5 |
1.4% |
74% |
False |
False |
877,644 |
40 |
4,021.0 |
3,251.0 |
770.0 |
19.6% |
64.7 |
1.6% |
89% |
False |
False |
924,991 |
60 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
72.6 |
1.8% |
89% |
False |
False |
992,625 |
80 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
70.3 |
1.8% |
89% |
False |
False |
789,382 |
100 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
65.6 |
1.7% |
89% |
False |
False |
632,498 |
120 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
63.5 |
1.6% |
89% |
False |
False |
528,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,167.8 |
2.618 |
4,091.0 |
1.618 |
4,044.0 |
1.000 |
4,015.0 |
0.618 |
3,997.0 |
HIGH |
3,968.0 |
0.618 |
3,950.0 |
0.500 |
3,944.5 |
0.382 |
3,939.0 |
LOW |
3,921.0 |
0.618 |
3,892.0 |
1.000 |
3,874.0 |
1.618 |
3,845.0 |
2.618 |
3,798.0 |
4.250 |
3,721.3 |
|
|
Fisher Pivots for day following 06-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,944.5 |
3,960.0 |
PP |
3,942.0 |
3,952.3 |
S1 |
3,939.5 |
3,944.7 |
|