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 |
3,976.0 |
3,988.0 |
12.0 |
0.3% |
3,936.0 |
High |
4,000.0 |
3,989.0 |
-11.0 |
-0.3% |
4,025.0 |
Low |
3,947.0 |
3,949.0 |
2.0 |
0.1% |
3,930.0 |
Close |
3,985.0 |
3,969.0 |
-16.0 |
-0.4% |
3,985.0 |
Range |
53.0 |
40.0 |
-13.0 |
-24.5% |
95.0 |
ATR |
50.7 |
49.9 |
-0.8 |
-1.5% |
0.0 |
Volume |
52,516 |
47,433 |
-5,083 |
-9.7% |
139,939 |
|
Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.0 |
4,069.0 |
3,991.0 |
|
R3 |
4,049.0 |
4,029.0 |
3,980.0 |
|
R2 |
4,009.0 |
4,009.0 |
3,976.3 |
|
R1 |
3,989.0 |
3,989.0 |
3,972.7 |
3,979.0 |
PP |
3,969.0 |
3,969.0 |
3,969.0 |
3,964.0 |
S1 |
3,949.0 |
3,949.0 |
3,965.3 |
3,939.0 |
S2 |
3,929.0 |
3,929.0 |
3,961.7 |
|
S3 |
3,889.0 |
3,909.0 |
3,958.0 |
|
S4 |
3,849.0 |
3,869.0 |
3,947.0 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,265.0 |
4,220.0 |
4,037.3 |
|
R3 |
4,170.0 |
4,125.0 |
4,011.1 |
|
R2 |
4,075.0 |
4,075.0 |
4,002.4 |
|
R1 |
4,030.0 |
4,030.0 |
3,993.7 |
4,052.5 |
PP |
3,980.0 |
3,980.0 |
3,980.0 |
3,991.3 |
S1 |
3,935.0 |
3,935.0 |
3,976.3 |
3,957.5 |
S2 |
3,885.0 |
3,885.0 |
3,967.6 |
|
S3 |
3,790.0 |
3,840.0 |
3,958.9 |
|
S4 |
3,695.0 |
3,745.0 |
3,932.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,025.0 |
3,933.0 |
92.0 |
2.3% |
49.4 |
1.2% |
39% |
False |
False |
36,800 |
10 |
4,025.0 |
3,908.0 |
117.0 |
2.9% |
37.3 |
0.9% |
52% |
False |
False |
30,527 |
20 |
4,025.0 |
3,705.0 |
320.0 |
8.1% |
45.1 |
1.1% |
83% |
False |
False |
18,996 |
40 |
4,025.0 |
3,268.0 |
757.0 |
19.1% |
52.4 |
1.3% |
93% |
False |
False |
10,231 |
60 |
4,025.0 |
3,250.0 |
775.0 |
19.5% |
54.6 |
1.4% |
93% |
False |
False |
7,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,159.0 |
2.618 |
4,093.7 |
1.618 |
4,053.7 |
1.000 |
4,029.0 |
0.618 |
4,013.7 |
HIGH |
3,989.0 |
0.618 |
3,973.7 |
0.500 |
3,969.0 |
0.382 |
3,964.3 |
LOW |
3,949.0 |
0.618 |
3,924.3 |
1.000 |
3,909.0 |
1.618 |
3,884.3 |
2.618 |
3,844.3 |
4.250 |
3,779.0 |
|
|
Fisher Pivots for day following 05-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,969.0 |
3,986.0 |
PP |
3,969.0 |
3,980.3 |
S1 |
3,969.0 |
3,974.7 |
|