Trading Metrics calculated at close of trading on 09-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,935.0 |
3,928.0 |
-7.0 |
-0.2% |
3,983.0 |
High |
3,938.0 |
3,948.0 |
10.0 |
0.3% |
3,984.0 |
Low |
3,903.0 |
3,904.0 |
1.0 |
0.0% |
3,903.0 |
Close |
3,924.0 |
3,942.0 |
18.0 |
0.5% |
3,942.0 |
Range |
35.0 |
44.0 |
9.0 |
25.7% |
81.0 |
ATR |
55.5 |
54.7 |
-0.8 |
-1.5% |
0.0 |
Volume |
936,306 |
1,252,478 |
316,172 |
33.8% |
4,480,978 |
|
Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,063.3 |
4,046.7 |
3,966.2 |
|
R3 |
4,019.3 |
4,002.7 |
3,954.1 |
|
R2 |
3,975.3 |
3,975.3 |
3,950.1 |
|
R1 |
3,958.7 |
3,958.7 |
3,946.0 |
3,967.0 |
PP |
3,931.3 |
3,931.3 |
3,931.3 |
3,935.5 |
S1 |
3,914.7 |
3,914.7 |
3,938.0 |
3,923.0 |
S2 |
3,887.3 |
3,887.3 |
3,933.9 |
|
S3 |
3,843.3 |
3,870.7 |
3,929.9 |
|
S4 |
3,799.3 |
3,826.7 |
3,917.8 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,186.0 |
4,145.0 |
3,986.6 |
|
R3 |
4,105.0 |
4,064.0 |
3,964.3 |
|
R2 |
4,024.0 |
4,024.0 |
3,956.9 |
|
R1 |
3,983.0 |
3,983.0 |
3,949.4 |
3,963.0 |
PP |
3,943.0 |
3,943.0 |
3,943.0 |
3,933.0 |
S1 |
3,902.0 |
3,902.0 |
3,934.6 |
3,882.0 |
S2 |
3,862.0 |
3,862.0 |
3,927.2 |
|
S3 |
3,781.0 |
3,821.0 |
3,919.7 |
|
S4 |
3,700.0 |
3,740.0 |
3,897.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,984.0 |
3,903.0 |
81.0 |
2.1% |
41.4 |
1.1% |
48% |
False |
False |
896,195 |
10 |
4,021.0 |
3,903.0 |
118.0 |
3.0% |
46.8 |
1.2% |
33% |
False |
False |
884,327 |
20 |
4,021.0 |
3,840.0 |
181.0 |
4.6% |
48.0 |
1.2% |
56% |
False |
False |
889,600 |
40 |
4,021.0 |
3,352.0 |
669.0 |
17.0% |
61.2 |
1.6% |
88% |
False |
False |
913,543 |
60 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
70.4 |
1.8% |
90% |
False |
False |
967,101 |
80 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
70.1 |
1.8% |
90% |
False |
False |
827,629 |
100 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
64.9 |
1.6% |
90% |
False |
False |
662,779 |
120 |
4,021.0 |
3,236.0 |
785.0 |
19.9% |
63.6 |
1.6% |
90% |
False |
False |
553,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,135.0 |
2.618 |
4,063.2 |
1.618 |
4,019.2 |
1.000 |
3,992.0 |
0.618 |
3,975.2 |
HIGH |
3,948.0 |
0.618 |
3,931.2 |
0.500 |
3,926.0 |
0.382 |
3,920.8 |
LOW |
3,904.0 |
0.618 |
3,876.8 |
1.000 |
3,860.0 |
1.618 |
3,832.8 |
2.618 |
3,788.8 |
4.250 |
3,717.0 |
|
|
Fisher Pivots for day following 09-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,936.7 |
3,936.7 |
PP |
3,931.3 |
3,931.3 |
S1 |
3,926.0 |
3,926.0 |
|