| 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 |
1,819.6 |
1,798.8 |
-20.8 |
-1.1% |
1,892.0 |
| High |
1,828.7 |
1,823.1 |
-5.6 |
-0.3% |
1,894.9 |
| Low |
1,795.8 |
1,791.1 |
-4.7 |
-0.3% |
1,795.8 |
| Close |
1,797.2 |
1,819.9 |
22.7 |
1.3% |
1,797.2 |
| Range |
32.9 |
32.0 |
-0.9 |
-2.7% |
99.1 |
| ATR |
43.0 |
42.2 |
-0.8 |
-1.8% |
0.0 |
| Volume |
212,026 |
281,623 |
69,597 |
32.8% |
938,852 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.4 |
1,895.6 |
1,837.5 |
|
| R3 |
1,875.4 |
1,863.6 |
1,828.7 |
|
| R2 |
1,843.4 |
1,843.4 |
1,825.8 |
|
| R1 |
1,831.6 |
1,831.6 |
1,822.8 |
1,837.5 |
| PP |
1,811.4 |
1,811.4 |
1,811.4 |
1,814.3 |
| S1 |
1,799.6 |
1,799.6 |
1,817.0 |
1,805.5 |
| S2 |
1,779.4 |
1,779.4 |
1,814.0 |
|
| S3 |
1,747.4 |
1,767.6 |
1,811.1 |
|
| S4 |
1,715.4 |
1,735.6 |
1,802.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.6 |
2,061.0 |
1,851.7 |
|
| R3 |
2,027.5 |
1,961.9 |
1,824.5 |
|
| R2 |
1,928.4 |
1,928.4 |
1,815.4 |
|
| R1 |
1,862.8 |
1,862.8 |
1,806.3 |
1,846.1 |
| PP |
1,829.3 |
1,829.3 |
1,829.3 |
1,820.9 |
| S1 |
1,763.7 |
1,763.7 |
1,788.1 |
1,747.0 |
| S2 |
1,730.2 |
1,730.2 |
1,779.0 |
|
| S3 |
1,631.1 |
1,664.6 |
1,769.9 |
|
| S4 |
1,532.0 |
1,565.5 |
1,742.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,847.5 |
1,791.1 |
56.4 |
3.1% |
34.7 |
1.9% |
51% |
False |
True |
206,869 |
| 10 |
1,906.1 |
1,791.1 |
115.0 |
6.3% |
41.8 |
2.3% |
25% |
False |
True |
205,509 |
| 20 |
1,913.3 |
1,791.1 |
122.2 |
6.7% |
38.0 |
2.1% |
24% |
False |
True |
183,654 |
| 40 |
1,913.3 |
1,685.0 |
228.3 |
12.5% |
45.6 |
2.5% |
59% |
False |
False |
210,055 |
| 60 |
1,913.3 |
1,643.8 |
269.5 |
14.8% |
50.1 |
2.8% |
65% |
False |
False |
224,748 |
| 80 |
2,004.2 |
1,643.8 |
360.4 |
19.8% |
48.9 |
2.7% |
49% |
False |
False |
191,870 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.7% |
46.5 |
2.6% |
45% |
False |
False |
153,538 |
| 120 |
2,038.8 |
1,643.8 |
395.0 |
21.7% |
45.6 |
2.5% |
45% |
False |
False |
127,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,959.1 |
|
2.618 |
1,906.9 |
|
1.618 |
1,874.9 |
|
1.000 |
1,855.1 |
|
0.618 |
1,842.9 |
|
HIGH |
1,823.1 |
|
0.618 |
1,810.9 |
|
0.500 |
1,807.1 |
|
0.382 |
1,803.3 |
|
LOW |
1,791.1 |
|
0.618 |
1,771.3 |
|
1.000 |
1,759.1 |
|
1.618 |
1,739.3 |
|
2.618 |
1,707.3 |
|
4.250 |
1,655.1 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,815.6 |
1,818.2 |
| PP |
1,811.4 |
1,816.4 |
| S1 |
1,807.1 |
1,814.7 |
|