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 |
4,005.75 |
3,944.50 |
-61.25 |
-1.5% |
4,020.25 |
High |
4,014.75 |
3,961.50 |
-53.25 |
-1.3% |
4,110.00 |
Low |
3,921.50 |
3,914.00 |
-7.50 |
-0.2% |
3,941.25 |
Close |
3,945.00 |
3,936.75 |
-8.25 |
-0.2% |
4,075.50 |
Range |
93.25 |
47.50 |
-45.75 |
-49.1% |
168.75 |
ATR |
80.77 |
78.39 |
-2.38 |
-2.9% |
0.00 |
Volume |
1,869,101 |
1,756,473 |
-112,628 |
-6.0% |
9,145,528 |
|
Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,080.00 |
4,055.75 |
3,963.00 |
|
R3 |
4,032.50 |
4,008.25 |
3,949.75 |
|
R2 |
3,985.00 |
3,985.00 |
3,945.50 |
|
R1 |
3,960.75 |
3,960.75 |
3,941.00 |
3,949.00 |
PP |
3,937.50 |
3,937.50 |
3,937.50 |
3,931.50 |
S1 |
3,913.25 |
3,913.25 |
3,932.50 |
3,901.50 |
S2 |
3,890.00 |
3,890.00 |
3,928.00 |
|
S3 |
3,842.50 |
3,865.75 |
3,923.75 |
|
S4 |
3,795.00 |
3,818.25 |
3,910.50 |
|
|
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 |
3,914.00 |
196.00 |
5.0% |
72.75 |
1.8% |
12% |
False |
True |
1,761,423 |
10 |
4,110.00 |
3,914.00 |
196.00 |
5.0% |
69.00 |
1.8% |
12% |
False |
True |
1,615,873 |
20 |
4,110.00 |
3,750.00 |
360.00 |
9.1% |
75.50 |
1.9% |
52% |
False |
False |
1,657,205 |
40 |
4,110.00 |
3,502.00 |
608.00 |
15.4% |
87.50 |
2.2% |
72% |
False |
False |
1,936,436 |
60 |
4,110.00 |
3,502.00 |
608.00 |
15.4% |
90.00 |
2.3% |
72% |
False |
False |
2,127,195 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
88.00 |
2.2% |
52% |
False |
False |
1,694,849 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
84.00 |
2.1% |
52% |
False |
False |
1,356,578 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
84.25 |
2.1% |
52% |
False |
False |
1,130,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,163.50 |
2.618 |
4,085.75 |
1.618 |
4,038.25 |
1.000 |
4,009.00 |
0.618 |
3,990.75 |
HIGH |
3,961.50 |
0.618 |
3,943.25 |
0.500 |
3,937.75 |
0.382 |
3,932.25 |
LOW |
3,914.00 |
0.618 |
3,884.75 |
1.000 |
3,866.50 |
1.618 |
3,837.25 |
2.618 |
3,789.75 |
4.250 |
3,712.00 |
|
|
Fisher Pivots for day following 07-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,937.75 |
3,995.00 |
PP |
3,937.50 |
3,975.50 |
S1 |
3,937.00 |
3,956.00 |
|