| 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 |
11,641.50 |
11,553.00 |
-88.50 |
-0.8% |
12,000.50 |
| High |
11,748.00 |
11,716.00 |
-32.00 |
-0.3% |
12,015.75 |
| Low |
11,517.00 |
11,522.75 |
5.75 |
0.0% |
11,422.50 |
| Close |
11,569.75 |
11,711.75 |
142.00 |
1.2% |
11,569.75 |
| Range |
231.00 |
193.25 |
-37.75 |
-16.3% |
593.25 |
| ATR |
295.46 |
288.16 |
-7.30 |
-2.5% |
0.00 |
| Volume |
504,052 |
354,886 |
-149,166 |
-29.6% |
2,934,764 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,230.00 |
12,164.00 |
11,818.00 |
|
| R3 |
12,036.75 |
11,970.75 |
11,765.00 |
|
| R2 |
11,843.50 |
11,843.50 |
11,747.25 |
|
| R1 |
11,777.50 |
11,777.50 |
11,729.50 |
11,810.50 |
| PP |
11,650.25 |
11,650.25 |
11,650.25 |
11,666.50 |
| S1 |
11,584.25 |
11,584.25 |
11,694.00 |
11,617.25 |
| S2 |
11,457.00 |
11,457.00 |
11,676.25 |
|
| S3 |
11,263.75 |
11,391.00 |
11,658.50 |
|
| S4 |
11,070.50 |
11,197.75 |
11,605.50 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,449.00 |
13,102.75 |
11,896.00 |
|
| R3 |
12,855.75 |
12,509.50 |
11,733.00 |
|
| R2 |
12,262.50 |
12,262.50 |
11,678.50 |
|
| R1 |
11,916.25 |
11,916.25 |
11,624.25 |
11,792.75 |
| PP |
11,669.25 |
11,669.25 |
11,669.25 |
11,607.50 |
| S1 |
11,323.00 |
11,323.00 |
11,515.25 |
11,199.50 |
| S2 |
11,076.00 |
11,076.00 |
11,461.00 |
|
| S3 |
10,482.75 |
10,729.75 |
11,406.50 |
|
| S4 |
9,889.50 |
10,136.50 |
11,243.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,846.25 |
11,422.50 |
423.75 |
3.6% |
239.00 |
2.0% |
68% |
False |
False |
550,345 |
| 10 |
12,145.00 |
11,422.50 |
722.50 |
6.2% |
281.50 |
2.4% |
40% |
False |
False |
583,218 |
| 20 |
12,145.00 |
11,422.50 |
722.50 |
6.2% |
257.50 |
2.2% |
40% |
False |
False |
562,260 |
| 40 |
12,145.00 |
10,636.00 |
1,509.00 |
12.9% |
324.50 |
2.8% |
71% |
False |
False |
643,874 |
| 60 |
12,145.00 |
10,484.75 |
1,660.25 |
14.2% |
340.00 |
2.9% |
74% |
False |
False |
696,678 |
| 80 |
13,611.50 |
10,484.75 |
3,126.75 |
26.7% |
336.25 |
2.9% |
39% |
False |
False |
569,659 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
327.75 |
2.8% |
37% |
False |
False |
455,872 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
327.00 |
2.8% |
37% |
False |
False |
380,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,537.25 |
|
2.618 |
12,222.00 |
|
1.618 |
12,028.75 |
|
1.000 |
11,909.25 |
|
0.618 |
11,835.50 |
|
HIGH |
11,716.00 |
|
0.618 |
11,642.25 |
|
0.500 |
11,619.50 |
|
0.382 |
11,596.50 |
|
LOW |
11,522.75 |
|
0.618 |
11,403.25 |
|
1.000 |
11,329.50 |
|
1.618 |
11,210.00 |
|
2.618 |
11,016.75 |
|
4.250 |
10,701.50 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,681.00 |
11,671.25 |
| PP |
11,650.25 |
11,631.00 |
| S1 |
11,619.50 |
11,590.50 |
|