Trading Metrics calculated at close of trading on 06-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
4,074.00 |
4,005.75 |
-68.25 |
-1.7% |
4,020.25 |
High |
4,075.75 |
4,014.75 |
-61.00 |
-1.5% |
4,110.00 |
Low |
3,987.25 |
3,921.50 |
-65.75 |
-1.6% |
3,941.25 |
Close |
4,003.25 |
3,945.00 |
-58.25 |
-1.5% |
4,075.50 |
Range |
88.50 |
93.25 |
4.75 |
5.4% |
168.75 |
ATR |
79.81 |
80.77 |
0.96 |
1.2% |
0.00 |
Volume |
1,497,688 |
1,869,101 |
371,413 |
24.8% |
9,145,528 |
|
Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.25 |
4,185.75 |
3,996.25 |
|
R3 |
4,147.00 |
4,092.50 |
3,970.75 |
|
R2 |
4,053.75 |
4,053.75 |
3,962.00 |
|
R1 |
3,999.25 |
3,999.25 |
3,953.50 |
3,980.00 |
PP |
3,960.50 |
3,960.50 |
3,960.50 |
3,950.75 |
S1 |
3,906.00 |
3,906.00 |
3,936.50 |
3,886.50 |
S2 |
3,867.25 |
3,867.25 |
3,928.00 |
|
S3 |
3,774.00 |
3,812.75 |
3,919.25 |
|
S4 |
3,680.75 |
3,719.50 |
3,893.75 |
|
|
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 |
3,921.50 |
188.50 |
4.8% |
93.25 |
2.4% |
12% |
False |
True |
1,906,128 |
10 |
4,110.00 |
3,921.50 |
188.50 |
4.8% |
71.00 |
1.8% |
12% |
False |
True |
1,556,426 |
20 |
4,110.00 |
3,750.00 |
360.00 |
9.1% |
76.75 |
1.9% |
54% |
False |
False |
1,663,283 |
40 |
4,110.00 |
3,502.00 |
608.00 |
15.4% |
88.00 |
2.2% |
73% |
False |
False |
1,952,478 |
60 |
4,175.00 |
3,502.00 |
673.00 |
17.1% |
93.00 |
2.4% |
66% |
False |
False |
2,151,386 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
88.25 |
2.2% |
53% |
False |
False |
1,672,961 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
84.50 |
2.1% |
53% |
False |
False |
1,339,032 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
85.50 |
2.2% |
53% |
False |
False |
1,116,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.00 |
2.618 |
4,259.00 |
1.618 |
4,165.75 |
1.000 |
4,108.00 |
0.618 |
4,072.50 |
HIGH |
4,014.75 |
0.618 |
3,979.25 |
0.500 |
3,968.00 |
0.382 |
3,957.00 |
LOW |
3,921.50 |
0.618 |
3,863.75 |
1.000 |
3,828.25 |
1.618 |
3,770.50 |
2.618 |
3,677.25 |
4.250 |
3,525.25 |
|
|
Fisher Pivots for day following 06-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,968.00 |
4,003.50 |
PP |
3,960.50 |
3,984.00 |
S1 |
3,952.75 |
3,964.50 |
|