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 |
4,111.75 |
4,102.50 |
-9.25 |
-0.2% |
4,061.25 |
High |
4,119.25 |
4,108.50 |
-10.75 |
-0.3% |
4,142.50 |
Low |
4,040.25 |
4,020.25 |
-20.00 |
-0.5% |
3,974.50 |
Close |
4,109.00 |
4,036.00 |
-73.00 |
-1.8% |
4,109.00 |
Range |
79.00 |
88.25 |
9.25 |
11.7% |
168.00 |
ATR |
79.56 |
80.22 |
0.66 |
0.8% |
0.00 |
Volume |
27,635 |
23,674 |
-3,961 |
-14.3% |
97,567 |
|
Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,319.75 |
4,266.00 |
4,084.50 |
|
R3 |
4,231.50 |
4,177.75 |
4,060.25 |
|
R2 |
4,143.25 |
4,143.25 |
4,052.25 |
|
R1 |
4,089.50 |
4,089.50 |
4,044.00 |
4,072.25 |
PP |
4,055.00 |
4,055.00 |
4,055.00 |
4,046.25 |
S1 |
4,001.25 |
4,001.25 |
4,028.00 |
3,984.00 |
S2 |
3,966.75 |
3,966.75 |
4,019.75 |
|
S3 |
3,878.50 |
3,913.00 |
4,011.75 |
|
S4 |
3,790.25 |
3,824.75 |
3,987.50 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.25 |
4,512.25 |
4,201.50 |
|
R3 |
4,411.25 |
4,344.25 |
4,155.25 |
|
R2 |
4,243.25 |
4,243.25 |
4,139.75 |
|
R1 |
4,176.25 |
4,176.25 |
4,124.50 |
4,209.75 |
PP |
4,075.25 |
4,075.25 |
4,075.25 |
4,092.00 |
S1 |
4,008.25 |
4,008.25 |
4,093.50 |
4,041.75 |
S2 |
3,907.25 |
3,907.25 |
4,078.25 |
|
S3 |
3,739.25 |
3,840.25 |
4,062.75 |
|
S4 |
3,571.25 |
3,672.25 |
4,016.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,142.50 |
3,974.50 |
168.00 |
4.2% |
84.50 |
2.1% |
37% |
False |
False |
22,847 |
10 |
4,142.50 |
3,972.00 |
170.50 |
4.2% |
67.25 |
1.7% |
38% |
False |
False |
14,228 |
20 |
4,142.50 |
3,769.75 |
372.75 |
9.2% |
77.00 |
1.9% |
71% |
False |
False |
10,891 |
40 |
4,142.50 |
3,530.25 |
612.25 |
15.2% |
87.75 |
2.2% |
83% |
False |
False |
7,356 |
60 |
4,194.25 |
3,530.25 |
664.00 |
16.5% |
92.00 |
2.3% |
76% |
False |
False |
5,908 |
80 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
87.25 |
2.2% |
60% |
False |
False |
4,572 |
100 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
83.25 |
2.1% |
60% |
False |
False |
3,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,483.50 |
2.618 |
4,339.50 |
1.618 |
4,251.25 |
1.000 |
4,196.75 |
0.618 |
4,163.00 |
HIGH |
4,108.50 |
0.618 |
4,074.75 |
0.500 |
4,064.50 |
0.382 |
4,054.00 |
LOW |
4,020.25 |
0.618 |
3,965.75 |
1.000 |
3,932.00 |
1.618 |
3,877.50 |
2.618 |
3,789.25 |
4.250 |
3,645.25 |
|
|
Fisher Pivots for day following 05-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,064.50 |
4,081.50 |
PP |
4,055.00 |
4,066.25 |
S1 |
4,045.50 |
4,051.00 |
|