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 |
4,077.50 |
4,074.00 |
-3.50 |
-0.1% |
4,020.25 |
High |
4,085.50 |
4,075.75 |
-9.75 |
-0.2% |
4,110.00 |
Low |
4,006.75 |
3,987.25 |
-19.50 |
-0.5% |
3,941.25 |
Close |
4,075.50 |
4,003.25 |
-72.25 |
-1.8% |
4,075.50 |
Range |
78.75 |
88.50 |
9.75 |
12.4% |
168.75 |
ATR |
79.14 |
79.81 |
0.67 |
0.8% |
0.00 |
Volume |
1,849,784 |
1,497,688 |
-352,096 |
-19.0% |
9,145,528 |
|
Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.50 |
4,234.00 |
4,052.00 |
|
R3 |
4,199.00 |
4,145.50 |
4,027.50 |
|
R2 |
4,110.50 |
4,110.50 |
4,019.50 |
|
R1 |
4,057.00 |
4,057.00 |
4,011.25 |
4,039.50 |
PP |
4,022.00 |
4,022.00 |
4,022.00 |
4,013.50 |
S1 |
3,968.50 |
3,968.50 |
3,995.25 |
3,951.00 |
S2 |
3,933.50 |
3,933.50 |
3,987.00 |
|
S3 |
3,845.00 |
3,880.00 |
3,979.00 |
|
S4 |
3,756.50 |
3,791.50 |
3,954.50 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.50 |
4,480.75 |
4,168.25 |
|
R3 |
4,379.75 |
4,312.00 |
4,122.00 |
|
R2 |
4,211.00 |
4,211.00 |
4,106.50 |
|
R1 |
4,143.25 |
4,143.25 |
4,091.00 |
4,177.00 |
PP |
4,042.25 |
4,042.25 |
4,042.25 |
4,059.25 |
S1 |
3,974.50 |
3,974.50 |
4,060.00 |
4,008.50 |
S2 |
3,873.50 |
3,873.50 |
4,044.50 |
|
S3 |
3,704.75 |
3,805.75 |
4,029.00 |
|
S4 |
3,536.00 |
3,637.00 |
3,982.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,110.00 |
3,941.25 |
168.75 |
4.2% |
84.50 |
2.1% |
37% |
False |
False |
1,832,342 |
10 |
4,110.00 |
3,937.50 |
172.50 |
4.3% |
66.00 |
1.6% |
38% |
False |
False |
1,487,358 |
20 |
4,110.00 |
3,738.25 |
371.75 |
9.3% |
76.25 |
1.9% |
71% |
False |
False |
1,643,986 |
40 |
4,110.00 |
3,502.00 |
608.00 |
15.2% |
87.50 |
2.2% |
82% |
False |
False |
1,956,362 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.8% |
92.50 |
2.3% |
74% |
False |
False |
2,162,373 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
88.00 |
2.2% |
59% |
False |
False |
1,649,661 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
84.50 |
2.1% |
59% |
False |
False |
1,320,361 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
85.75 |
2.1% |
59% |
False |
False |
1,100,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,452.00 |
2.618 |
4,307.50 |
1.618 |
4,219.00 |
1.000 |
4,164.25 |
0.618 |
4,130.50 |
HIGH |
4,075.75 |
0.618 |
4,042.00 |
0.500 |
4,031.50 |
0.382 |
4,021.00 |
LOW |
3,987.25 |
0.618 |
3,932.50 |
1.000 |
3,898.75 |
1.618 |
3,844.00 |
2.618 |
3,755.50 |
4.250 |
3,611.00 |
|
|
Fisher Pivots for day following 05-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,031.50 |
4,048.50 |
PP |
4,022.00 |
4,033.50 |
S1 |
4,012.75 |
4,018.50 |
|