| 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 |
11,812.00 |
11,566.00 |
-246.00 |
-2.1% |
11,731.25 |
| High |
11,846.25 |
11,596.25 |
-250.00 |
-2.1% |
12,145.00 |
| Low |
11,502.00 |
11,422.50 |
-79.50 |
-0.7% |
11,465.00 |
| Close |
11,566.00 |
11,509.50 |
-56.50 |
-0.5% |
12,010.25 |
| Range |
344.25 |
173.75 |
-170.50 |
-49.5% |
680.00 |
| ATR |
314.11 |
304.09 |
-10.03 |
-3.2% |
0.00 |
| Volume |
657,271 |
634,691 |
-22,580 |
-3.4% |
3,048,783 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,030.75 |
11,943.75 |
11,605.00 |
|
| R3 |
11,857.00 |
11,770.00 |
11,557.25 |
|
| R2 |
11,683.25 |
11,683.25 |
11,541.25 |
|
| R1 |
11,596.25 |
11,596.25 |
11,525.50 |
11,553.00 |
| PP |
11,509.50 |
11,509.50 |
11,509.50 |
11,487.75 |
| S1 |
11,422.50 |
11,422.50 |
11,493.50 |
11,379.00 |
| S2 |
11,335.75 |
11,335.75 |
11,477.75 |
|
| S3 |
11,162.00 |
11,248.75 |
11,461.75 |
|
| S4 |
10,988.25 |
11,075.00 |
11,414.00 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,913.50 |
13,641.75 |
12,384.25 |
|
| R3 |
13,233.50 |
12,961.75 |
12,197.25 |
|
| R2 |
12,553.50 |
12,553.50 |
12,135.00 |
|
| R1 |
12,281.75 |
12,281.75 |
12,072.50 |
12,417.50 |
| PP |
11,873.50 |
11,873.50 |
11,873.50 |
11,941.25 |
| S1 |
11,601.75 |
11,601.75 |
11,948.00 |
11,737.50 |
| S2 |
11,193.50 |
11,193.50 |
11,885.50 |
|
| S3 |
10,513.50 |
10,921.75 |
11,823.25 |
|
| S4 |
9,833.50 |
10,241.75 |
11,636.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,145.00 |
11,422.50 |
722.50 |
6.3% |
263.50 |
2.3% |
12% |
False |
True |
609,495 |
| 10 |
12,145.00 |
11,422.50 |
722.50 |
6.3% |
269.00 |
2.3% |
12% |
False |
True |
560,568 |
| 20 |
12,145.00 |
10,805.00 |
1,340.00 |
11.6% |
299.75 |
2.6% |
53% |
False |
False |
599,945 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
14.4% |
341.50 |
3.0% |
62% |
False |
False |
673,004 |
| 60 |
12,268.75 |
10,484.75 |
1,784.00 |
15.5% |
340.25 |
3.0% |
57% |
False |
False |
708,731 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
335.75 |
2.9% |
31% |
False |
False |
551,441 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
331.00 |
2.9% |
31% |
False |
False |
441,295 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
330.50 |
2.9% |
31% |
False |
False |
367,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,334.75 |
|
2.618 |
12,051.25 |
|
1.618 |
11,877.50 |
|
1.000 |
11,770.00 |
|
0.618 |
11,703.75 |
|
HIGH |
11,596.25 |
|
0.618 |
11,530.00 |
|
0.500 |
11,509.50 |
|
0.382 |
11,488.75 |
|
LOW |
11,422.50 |
|
0.618 |
11,315.00 |
|
1.000 |
11,248.75 |
|
1.618 |
11,141.25 |
|
2.618 |
10,967.50 |
|
4.250 |
10,684.00 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,509.50 |
11,719.00 |
| PP |
11,509.50 |
11,649.25 |
| S1 |
11,509.50 |
11,579.50 |
|