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 |
3,933.0 |
3,926.0 |
-7.0 |
-0.2% |
3,988.0 |
High |
3,954.0 |
3,951.0 |
-3.0 |
-0.1% |
3,989.0 |
Low |
3,908.0 |
3,917.0 |
9.0 |
0.2% |
3,908.0 |
Close |
3,947.0 |
3,932.0 |
-15.0 |
-0.4% |
3,947.0 |
Range |
46.0 |
34.0 |
-12.0 |
-26.1% |
81.0 |
ATR |
47.6 |
46.6 |
-1.0 |
-2.0% |
0.0 |
Volume |
580,886 |
1,601,977 |
1,021,091 |
175.8% |
1,105,535 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,035.3 |
4,017.7 |
3,950.7 |
|
R3 |
4,001.3 |
3,983.7 |
3,941.4 |
|
R2 |
3,967.3 |
3,967.3 |
3,938.2 |
|
R1 |
3,949.7 |
3,949.7 |
3,935.1 |
3,958.5 |
PP |
3,933.3 |
3,933.3 |
3,933.3 |
3,937.8 |
S1 |
3,915.7 |
3,915.7 |
3,928.9 |
3,924.5 |
S2 |
3,899.3 |
3,899.3 |
3,925.8 |
|
S3 |
3,865.3 |
3,881.7 |
3,922.7 |
|
S4 |
3,831.3 |
3,847.7 |
3,913.3 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.0 |
4,150.0 |
3,991.6 |
|
R3 |
4,110.0 |
4,069.0 |
3,969.3 |
|
R2 |
4,029.0 |
4,029.0 |
3,961.9 |
|
R1 |
3,988.0 |
3,988.0 |
3,954.4 |
3,968.0 |
PP |
3,948.0 |
3,948.0 |
3,948.0 |
3,938.0 |
S1 |
3,907.0 |
3,907.0 |
3,939.6 |
3,887.0 |
S2 |
3,867.0 |
3,867.0 |
3,932.2 |
|
S3 |
3,786.0 |
3,826.0 |
3,924.7 |
|
S4 |
3,705.0 |
3,745.0 |
3,902.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,972.0 |
3,908.0 |
64.0 |
1.6% |
39.4 |
1.0% |
38% |
False |
False |
532,015 |
10 |
4,025.0 |
3,908.0 |
117.0 |
3.0% |
44.4 |
1.1% |
21% |
False |
False |
284,407 |
20 |
4,025.0 |
3,848.0 |
177.0 |
4.5% |
40.6 |
1.0% |
47% |
False |
False |
149,824 |
40 |
4,025.0 |
3,430.0 |
595.0 |
15.1% |
48.2 |
1.2% |
84% |
False |
False |
76,114 |
60 |
4,025.0 |
3,250.0 |
775.0 |
19.7% |
55.1 |
1.4% |
88% |
False |
False |
51,182 |
80 |
4,025.0 |
3,250.0 |
775.0 |
19.7% |
46.8 |
1.2% |
88% |
False |
False |
38,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,095.5 |
2.618 |
4,040.0 |
1.618 |
4,006.0 |
1.000 |
3,985.0 |
0.618 |
3,972.0 |
HIGH |
3,951.0 |
0.618 |
3,938.0 |
0.500 |
3,934.0 |
0.382 |
3,930.0 |
LOW |
3,917.0 |
0.618 |
3,896.0 |
1.000 |
3,883.0 |
1.618 |
3,862.0 |
2.618 |
3,828.0 |
4.250 |
3,772.5 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,934.0 |
3,931.7 |
PP |
3,933.3 |
3,931.3 |
S1 |
3,932.7 |
3,931.0 |
|