| 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 |
1,881.6 |
1,892.0 |
10.4 |
0.6% |
1,867.0 |
| High |
1,902.3 |
1,894.9 |
-7.4 |
-0.4% |
1,906.1 |
| Low |
1,843.4 |
1,834.8 |
-8.6 |
-0.5% |
1,821.2 |
| Close |
1,894.4 |
1,841.9 |
-52.5 |
-2.8% |
1,894.4 |
| Range |
58.9 |
60.1 |
1.2 |
2.0% |
84.9 |
| ATR |
44.5 |
45.7 |
1.1 |
2.5% |
0.0 |
| Volume |
205,981 |
186,130 |
-19,851 |
-9.6% |
1,002,832 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,037.5 |
1,999.8 |
1,875.0 |
|
| R3 |
1,977.4 |
1,939.7 |
1,858.4 |
|
| R2 |
1,917.3 |
1,917.3 |
1,852.9 |
|
| R1 |
1,879.6 |
1,879.6 |
1,847.4 |
1,868.4 |
| PP |
1,857.2 |
1,857.2 |
1,857.2 |
1,851.6 |
| S1 |
1,819.5 |
1,819.5 |
1,836.4 |
1,808.3 |
| S2 |
1,797.1 |
1,797.1 |
1,830.9 |
|
| S3 |
1,737.0 |
1,759.4 |
1,825.4 |
|
| S4 |
1,676.9 |
1,699.3 |
1,808.8 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.6 |
2,096.4 |
1,941.1 |
|
| R3 |
2,043.7 |
2,011.5 |
1,917.7 |
|
| R2 |
1,958.8 |
1,958.8 |
1,910.0 |
|
| R1 |
1,926.6 |
1,926.6 |
1,902.2 |
1,942.7 |
| PP |
1,873.9 |
1,873.9 |
1,873.9 |
1,882.0 |
| S1 |
1,841.7 |
1,841.7 |
1,886.6 |
1,857.8 |
| S2 |
1,789.0 |
1,789.0 |
1,878.8 |
|
| S3 |
1,704.1 |
1,756.8 |
1,871.1 |
|
| S4 |
1,619.2 |
1,671.9 |
1,847.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.1 |
1,821.2 |
84.9 |
4.6% |
48.9 |
2.7% |
24% |
False |
False |
204,149 |
| 10 |
1,906.1 |
1,821.2 |
84.9 |
4.6% |
38.1 |
2.1% |
24% |
False |
False |
168,612 |
| 20 |
1,913.3 |
1,759.0 |
154.3 |
8.4% |
44.0 |
2.4% |
54% |
False |
False |
184,831 |
| 40 |
1,913.3 |
1,643.8 |
269.5 |
14.6% |
48.9 |
2.7% |
74% |
False |
False |
215,856 |
| 60 |
1,935.4 |
1,643.8 |
291.6 |
15.8% |
51.4 |
2.8% |
68% |
False |
False |
233,689 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.4% |
48.9 |
2.7% |
50% |
False |
False |
178,967 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.4% |
46.8 |
2.5% |
50% |
False |
False |
143,197 |
| 120 |
2,038.8 |
1,643.8 |
395.0 |
21.4% |
46.1 |
2.5% |
50% |
False |
False |
119,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.3 |
|
2.618 |
2,052.2 |
|
1.618 |
1,992.1 |
|
1.000 |
1,955.0 |
|
0.618 |
1,932.0 |
|
HIGH |
1,894.9 |
|
0.618 |
1,871.9 |
|
0.500 |
1,864.9 |
|
0.382 |
1,857.8 |
|
LOW |
1,834.8 |
|
0.618 |
1,797.7 |
|
1.000 |
1,774.7 |
|
1.618 |
1,737.6 |
|
2.618 |
1,677.5 |
|
4.250 |
1,579.4 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,864.9 |
1,870.5 |
| PP |
1,857.2 |
1,860.9 |
| S1 |
1,849.6 |
1,851.4 |
|