Trading Metrics calculated at close of trading on 12-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,928.0 |
3,919.0 |
-9.0 |
-0.2% |
3,983.0 |
High |
3,948.0 |
3,945.0 |
-3.0 |
-0.1% |
3,984.0 |
Low |
3,904.0 |
3,911.0 |
7.0 |
0.2% |
3,903.0 |
Close |
3,942.0 |
3,927.0 |
-15.0 |
-0.4% |
3,942.0 |
Range |
44.0 |
34.0 |
-10.0 |
-22.7% |
81.0 |
ATR |
54.7 |
53.2 |
-1.5 |
-2.7% |
0.0 |
Volume |
1,252,478 |
2,132,022 |
879,544 |
70.2% |
4,480,978 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,029.7 |
4,012.3 |
3,945.7 |
|
R3 |
3,995.7 |
3,978.3 |
3,936.4 |
|
R2 |
3,961.7 |
3,961.7 |
3,933.2 |
|
R1 |
3,944.3 |
3,944.3 |
3,930.1 |
3,953.0 |
PP |
3,927.7 |
3,927.7 |
3,927.7 |
3,932.0 |
S1 |
3,910.3 |
3,910.3 |
3,923.9 |
3,919.0 |
S2 |
3,893.7 |
3,893.7 |
3,920.8 |
|
S3 |
3,859.7 |
3,876.3 |
3,917.7 |
|
S4 |
3,825.7 |
3,842.3 |
3,908.3 |
|
|
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 |
3,968.0 |
3,903.0 |
65.0 |
1.7% |
40.0 |
1.0% |
37% |
False |
False |
1,195,601 |
10 |
4,021.0 |
3,903.0 |
118.0 |
3.0% |
46.6 |
1.2% |
20% |
False |
False |
1,025,897 |
20 |
4,021.0 |
3,840.0 |
181.0 |
4.6% |
47.2 |
1.2% |
48% |
False |
False |
933,895 |
40 |
4,021.0 |
3,359.0 |
662.0 |
16.9% |
59.6 |
1.5% |
86% |
False |
False |
934,250 |
60 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
70.2 |
1.8% |
88% |
False |
False |
982,907 |
80 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
70.2 |
1.8% |
88% |
False |
False |
854,146 |
100 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
64.6 |
1.6% |
88% |
False |
False |
684,059 |
120 |
4,021.0 |
3,236.0 |
785.0 |
20.0% |
63.5 |
1.6% |
88% |
False |
False |
571,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,089.5 |
2.618 |
4,034.0 |
1.618 |
4,000.0 |
1.000 |
3,979.0 |
0.618 |
3,966.0 |
HIGH |
3,945.0 |
0.618 |
3,932.0 |
0.500 |
3,928.0 |
0.382 |
3,924.0 |
LOW |
3,911.0 |
0.618 |
3,890.0 |
1.000 |
3,877.0 |
1.618 |
3,856.0 |
2.618 |
3,822.0 |
4.250 |
3,766.5 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,928.0 |
3,926.5 |
PP |
3,927.7 |
3,926.0 |
S1 |
3,927.3 |
3,925.5 |
|