Trading Metrics calculated at close of trading on 06-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
4,102.50 |
4,038.75 |
-63.75 |
-1.6% |
4,061.25 |
High |
4,108.50 |
4,047.50 |
-61.00 |
-1.5% |
4,142.50 |
Low |
4,020.25 |
3,952.75 |
-67.50 |
-1.7% |
3,974.50 |
Close |
4,036.00 |
3,976.50 |
-59.50 |
-1.5% |
4,109.00 |
Range |
88.25 |
94.75 |
6.50 |
7.4% |
168.00 |
ATR |
80.22 |
81.26 |
1.04 |
1.3% |
0.00 |
Volume |
23,674 |
48,733 |
25,059 |
105.9% |
97,567 |
|
Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,276.50 |
4,221.25 |
4,028.50 |
|
R3 |
4,181.75 |
4,126.50 |
4,002.50 |
|
R2 |
4,087.00 |
4,087.00 |
3,993.75 |
|
R1 |
4,031.75 |
4,031.75 |
3,985.25 |
4,012.00 |
PP |
3,992.25 |
3,992.25 |
3,992.25 |
3,982.50 |
S1 |
3,937.00 |
3,937.00 |
3,967.75 |
3,917.25 |
S2 |
3,897.50 |
3,897.50 |
3,959.25 |
|
S3 |
3,802.75 |
3,842.25 |
3,950.50 |
|
S4 |
3,708.00 |
3,747.50 |
3,924.50 |
|
|
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 |
3,952.75 |
189.75 |
4.8% |
93.50 |
2.4% |
13% |
False |
True |
30,658 |
10 |
4,142.50 |
3,952.75 |
189.75 |
4.8% |
72.50 |
1.8% |
13% |
False |
True |
18,850 |
20 |
4,142.50 |
3,781.00 |
361.50 |
9.1% |
77.50 |
2.0% |
54% |
False |
False |
13,129 |
40 |
4,142.50 |
3,530.25 |
612.25 |
15.4% |
88.50 |
2.2% |
73% |
False |
False |
8,517 |
60 |
4,194.25 |
3,530.25 |
664.00 |
16.7% |
92.75 |
2.3% |
67% |
False |
False |
6,711 |
80 |
4,373.50 |
3,530.25 |
843.25 |
21.2% |
87.50 |
2.2% |
53% |
False |
False |
5,179 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.2% |
83.50 |
2.1% |
53% |
False |
False |
4,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,450.25 |
2.618 |
4,295.50 |
1.618 |
4,200.75 |
1.000 |
4,142.25 |
0.618 |
4,106.00 |
HIGH |
4,047.50 |
0.618 |
4,011.25 |
0.500 |
4,000.00 |
0.382 |
3,989.00 |
LOW |
3,952.75 |
0.618 |
3,894.25 |
1.000 |
3,858.00 |
1.618 |
3,799.50 |
2.618 |
3,704.75 |
4.250 |
3,550.00 |
|
|
Fisher Pivots for day following 06-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,000.00 |
4,036.00 |
PP |
3,992.25 |
4,016.25 |
S1 |
3,984.50 |
3,996.25 |
|