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 |
3,964.75 |
3,933.00 |
-31.75 |
-0.8% |
4,074.00 |
High |
3,990.00 |
3,992.75 |
2.75 |
0.1% |
4,075.75 |
Low |
3,930.00 |
3,924.50 |
-5.50 |
-0.1% |
3,914.00 |
Close |
3,936.25 |
3,991.75 |
55.50 |
1.4% |
3,936.25 |
Range |
60.00 |
68.25 |
8.25 |
13.8% |
161.75 |
ATR |
75.94 |
75.39 |
-0.55 |
-0.7% |
0.00 |
Volume |
1,739,761 |
1,619,977 |
-119,784 |
-6.9% |
8,571,938 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,174.50 |
4,151.25 |
4,029.25 |
|
R3 |
4,106.25 |
4,083.00 |
4,010.50 |
|
R2 |
4,038.00 |
4,038.00 |
4,004.25 |
|
R1 |
4,014.75 |
4,014.75 |
3,998.00 |
4,026.50 |
PP |
3,969.75 |
3,969.75 |
3,969.75 |
3,975.50 |
S1 |
3,946.50 |
3,946.50 |
3,985.50 |
3,958.00 |
S2 |
3,901.50 |
3,901.50 |
3,979.25 |
|
S3 |
3,833.25 |
3,878.25 |
3,973.00 |
|
S4 |
3,765.00 |
3,810.00 |
3,954.25 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,460.50 |
4,360.25 |
4,025.25 |
|
R3 |
4,298.75 |
4,198.50 |
3,980.75 |
|
R2 |
4,137.00 |
4,137.00 |
3,966.00 |
|
R1 |
4,036.75 |
4,036.75 |
3,951.00 |
4,006.00 |
PP |
3,975.25 |
3,975.25 |
3,975.25 |
3,960.00 |
S1 |
3,875.00 |
3,875.00 |
3,921.50 |
3,844.25 |
S2 |
3,813.50 |
3,813.50 |
3,906.50 |
|
S3 |
3,651.75 |
3,713.25 |
3,891.75 |
|
S4 |
3,490.00 |
3,551.50 |
3,847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,014.75 |
3,914.00 |
100.75 |
2.5% |
66.00 |
1.7% |
77% |
False |
False |
1,738,845 |
10 |
4,110.00 |
3,914.00 |
196.00 |
4.9% |
75.25 |
1.9% |
40% |
False |
False |
1,785,594 |
20 |
4,110.00 |
3,912.50 |
197.50 |
4.9% |
66.00 |
1.7% |
40% |
False |
False |
1,599,421 |
40 |
4,110.00 |
3,590.50 |
519.50 |
13.0% |
82.50 |
2.1% |
77% |
False |
False |
1,863,972 |
60 |
4,110.00 |
3,502.00 |
608.00 |
15.2% |
90.00 |
2.3% |
81% |
False |
False |
2,083,347 |
80 |
4,305.50 |
3,502.00 |
803.50 |
20.1% |
88.75 |
2.2% |
61% |
False |
False |
1,757,988 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
83.50 |
2.1% |
58% |
False |
False |
1,407,206 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
83.25 |
2.1% |
58% |
False |
False |
1,173,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,282.75 |
2.618 |
4,171.50 |
1.618 |
4,103.25 |
1.000 |
4,061.00 |
0.618 |
4,035.00 |
HIGH |
3,992.75 |
0.618 |
3,966.75 |
0.500 |
3,958.50 |
0.382 |
3,950.50 |
LOW |
3,924.50 |
0.618 |
3,882.25 |
1.000 |
3,856.25 |
1.618 |
3,814.00 |
2.618 |
3,745.75 |
4.250 |
3,634.50 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,980.75 |
3,979.25 |
PP |
3,969.75 |
3,966.75 |
S1 |
3,958.50 |
3,954.50 |
|