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 |
3,996.25 |
3,965.75 |
-30.50 |
-0.8% |
4,102.50 |
High |
4,027.00 |
4,026.00 |
-1.00 |
0.0% |
4,108.50 |
Low |
3,959.75 |
3,956.00 |
-3.75 |
-0.1% |
3,945.75 |
Close |
3,968.25 |
4,025.00 |
56.75 |
1.4% |
3,968.25 |
Range |
67.25 |
70.00 |
2.75 |
4.1% |
162.75 |
ATR |
76.80 |
76.32 |
-0.49 |
-0.6% |
0.00 |
Volume |
1,416,907 |
2,145,805 |
728,898 |
51.4% |
1,887,358 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,212.25 |
4,188.75 |
4,063.50 |
|
R3 |
4,142.25 |
4,118.75 |
4,044.25 |
|
R2 |
4,072.25 |
4,072.25 |
4,037.75 |
|
R1 |
4,048.75 |
4,048.75 |
4,031.50 |
4,060.50 |
PP |
4,002.25 |
4,002.25 |
4,002.25 |
4,008.25 |
S1 |
3,978.75 |
3,978.75 |
4,018.50 |
3,990.50 |
S2 |
3,932.25 |
3,932.25 |
4,012.25 |
|
S3 |
3,862.25 |
3,908.75 |
4,005.75 |
|
S4 |
3,792.25 |
3,838.75 |
3,986.50 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.75 |
4,394.75 |
4,057.75 |
|
R3 |
4,333.00 |
4,232.00 |
4,013.00 |
|
R2 |
4,170.25 |
4,170.25 |
3,998.00 |
|
R1 |
4,069.25 |
4,069.25 |
3,983.25 |
4,038.50 |
PP |
4,007.50 |
4,007.50 |
4,007.50 |
3,992.00 |
S1 |
3,906.50 |
3,906.50 |
3,953.25 |
3,875.50 |
S2 |
3,844.75 |
3,844.75 |
3,938.50 |
|
S3 |
3,682.00 |
3,743.75 |
3,923.50 |
|
S4 |
3,519.25 |
3,581.00 |
3,878.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,047.50 |
3,945.75 |
101.75 |
2.5% |
68.00 |
1.7% |
78% |
False |
False |
801,897 |
10 |
4,142.50 |
3,945.75 |
196.75 |
4.9% |
76.25 |
1.9% |
40% |
False |
False |
412,372 |
20 |
4,142.50 |
3,945.50 |
197.00 |
4.9% |
67.00 |
1.7% |
40% |
False |
False |
209,983 |
40 |
4,142.50 |
3,620.50 |
522.00 |
13.0% |
83.00 |
2.1% |
77% |
False |
False |
107,040 |
60 |
4,142.50 |
3,530.25 |
612.25 |
15.2% |
90.25 |
2.2% |
81% |
False |
False |
72,646 |
80 |
4,322.00 |
3,530.25 |
791.75 |
19.7% |
88.00 |
2.2% |
62% |
False |
False |
54,671 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.0% |
82.75 |
2.1% |
59% |
False |
False |
43,811 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.0% |
82.00 |
2.0% |
59% |
False |
False |
36,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.50 |
2.618 |
4,209.25 |
1.618 |
4,139.25 |
1.000 |
4,096.00 |
0.618 |
4,069.25 |
HIGH |
4,026.00 |
0.618 |
3,999.25 |
0.500 |
3,991.00 |
0.382 |
3,982.75 |
LOW |
3,956.00 |
0.618 |
3,912.75 |
1.000 |
3,886.00 |
1.618 |
3,842.75 |
2.618 |
3,772.75 |
4.250 |
3,658.50 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,013.75 |
4,012.50 |
PP |
4,002.25 |
3,999.75 |
S1 |
3,991.00 |
3,987.00 |
|