Trading Metrics calculated at close of trading on 08-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
3,944.50 |
3,935.75 |
-8.75 |
-0.2% |
4,020.25 |
High |
3,961.50 |
3,977.25 |
15.75 |
0.4% |
4,110.00 |
Low |
3,914.00 |
3,916.00 |
2.00 |
0.1% |
3,941.25 |
Close |
3,936.75 |
3,965.75 |
29.00 |
0.7% |
4,075.50 |
Range |
47.50 |
61.25 |
13.75 |
28.9% |
168.75 |
ATR |
78.39 |
77.17 |
-1.22 |
-1.6% |
0.00 |
Volume |
1,756,473 |
1,708,915 |
-47,558 |
-2.7% |
9,145,528 |
|
Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,136.75 |
4,112.50 |
3,999.50 |
|
R3 |
4,075.50 |
4,051.25 |
3,982.50 |
|
R2 |
4,014.25 |
4,014.25 |
3,977.00 |
|
R1 |
3,990.00 |
3,990.00 |
3,971.25 |
4,002.00 |
PP |
3,953.00 |
3,953.00 |
3,953.00 |
3,959.00 |
S1 |
3,928.75 |
3,928.75 |
3,960.25 |
3,941.00 |
S2 |
3,891.75 |
3,891.75 |
3,954.50 |
|
S3 |
3,830.50 |
3,867.50 |
3,949.00 |
|
S4 |
3,769.25 |
3,806.25 |
3,932.00 |
|
|
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 |
4,085.50 |
3,914.00 |
171.50 |
4.3% |
73.75 |
1.9% |
30% |
False |
False |
1,736,392 |
10 |
4,110.00 |
3,914.00 |
196.00 |
4.9% |
71.25 |
1.8% |
26% |
False |
False |
1,658,650 |
20 |
4,110.00 |
3,751.50 |
358.50 |
9.0% |
73.50 |
1.9% |
60% |
False |
False |
1,648,193 |
40 |
4,110.00 |
3,502.00 |
608.00 |
15.3% |
87.75 |
2.2% |
76% |
False |
False |
1,930,455 |
60 |
4,110.00 |
3,502.00 |
608.00 |
15.3% |
90.00 |
2.3% |
76% |
False |
False |
2,114,094 |
80 |
4,332.75 |
3,502.00 |
830.75 |
20.9% |
88.25 |
2.2% |
56% |
False |
False |
1,716,160 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
83.50 |
2.1% |
55% |
False |
False |
1,373,647 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
84.25 |
2.1% |
55% |
False |
False |
1,145,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,237.50 |
2.618 |
4,137.50 |
1.618 |
4,076.25 |
1.000 |
4,038.50 |
0.618 |
4,015.00 |
HIGH |
3,977.25 |
0.618 |
3,953.75 |
0.500 |
3,946.50 |
0.382 |
3,939.50 |
LOW |
3,916.00 |
0.618 |
3,878.25 |
1.000 |
3,854.75 |
1.618 |
3,817.00 |
2.618 |
3,755.75 |
4.250 |
3,655.75 |
|
|
Fisher Pivots for day following 08-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,959.50 |
3,965.25 |
PP |
3,953.00 |
3,964.75 |
S1 |
3,946.50 |
3,964.50 |
|