Trading Metrics calculated at close of trading on 07-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,957.0 |
3,943.0 |
-14.0 |
-0.4% |
3,946.0 |
High |
3,968.0 |
3,949.0 |
-19.0 |
-0.5% |
4,021.0 |
Low |
3,921.0 |
3,909.0 |
-12.0 |
-0.3% |
3,921.0 |
Close |
3,937.0 |
3,928.0 |
-9.0 |
-0.2% |
3,979.0 |
Range |
47.0 |
40.0 |
-7.0 |
-14.9% |
100.0 |
ATR |
58.4 |
57.1 |
-1.3 |
-2.2% |
0.0 |
Volume |
774,200 |
883,001 |
108,801 |
14.1% |
4,362,299 |
|
Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.7 |
4,028.3 |
3,950.0 |
|
R3 |
4,008.7 |
3,988.3 |
3,939.0 |
|
R2 |
3,968.7 |
3,968.7 |
3,935.3 |
|
R1 |
3,948.3 |
3,948.3 |
3,931.7 |
3,938.5 |
PP |
3,928.7 |
3,928.7 |
3,928.7 |
3,923.8 |
S1 |
3,908.3 |
3,908.3 |
3,924.3 |
3,898.5 |
S2 |
3,888.7 |
3,888.7 |
3,920.7 |
|
S3 |
3,848.7 |
3,868.3 |
3,917.0 |
|
S4 |
3,808.7 |
3,828.3 |
3,906.0 |
|
|
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 |
3,909.0 |
112.0 |
2.9% |
47.8 |
1.2% |
17% |
False |
True |
819,391 |
10 |
4,021.0 |
3,909.0 |
112.0 |
2.9% |
43.8 |
1.1% |
17% |
False |
True |
797,059 |
20 |
4,021.0 |
3,697.0 |
324.0 |
8.2% |
54.1 |
1.4% |
71% |
False |
False |
885,112 |
40 |
4,021.0 |
3,251.0 |
770.0 |
19.6% |
64.3 |
1.6% |
88% |
False |
False |
922,669 |
60 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
71.0 |
1.8% |
88% |
False |
False |
970,275 |
80 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
70.5 |
1.8% |
88% |
False |
False |
800,417 |
100 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
65.6 |
1.7% |
88% |
False |
False |
641,324 |
120 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
63.8 |
1.6% |
88% |
False |
False |
535,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,119.0 |
2.618 |
4,053.7 |
1.618 |
4,013.7 |
1.000 |
3,989.0 |
0.618 |
3,973.7 |
HIGH |
3,949.0 |
0.618 |
3,933.7 |
0.500 |
3,929.0 |
0.382 |
3,924.3 |
LOW |
3,909.0 |
0.618 |
3,884.3 |
1.000 |
3,869.0 |
1.618 |
3,844.3 |
2.618 |
3,804.3 |
4.250 |
3,739.0 |
|
|
Fisher Pivots for day following 07-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,929.0 |
3,946.5 |
PP |
3,928.7 |
3,940.3 |
S1 |
3,928.3 |
3,934.2 |
|