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 |
11,755.25 |
11,671.50 |
-83.75 |
-0.7% |
12,120.25 |
High |
11,861.25 |
11,834.50 |
-26.75 |
-0.2% |
12,127.25 |
Low |
11,629.25 |
11,635.75 |
6.50 |
0.1% |
11,535.50 |
Close |
11,683.00 |
11,829.75 |
146.75 |
1.3% |
11,683.00 |
Range |
232.00 |
198.75 |
-33.25 |
-14.3% |
591.75 |
ATR |
292.54 |
285.84 |
-6.70 |
-2.3% |
0.00 |
Volume |
247,737 |
386,240 |
138,503 |
55.9% |
372,898 |
|
Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,363.00 |
12,295.00 |
11,939.00 |
|
R3 |
12,164.25 |
12,096.25 |
11,884.50 |
|
R2 |
11,965.50 |
11,965.50 |
11,866.25 |
|
R1 |
11,897.50 |
11,897.50 |
11,848.00 |
11,931.50 |
PP |
11,766.75 |
11,766.75 |
11,766.75 |
11,783.50 |
S1 |
11,698.75 |
11,698.75 |
11,811.50 |
11,732.75 |
S2 |
11,568.00 |
11,568.00 |
11,793.25 |
|
S3 |
11,369.25 |
11,500.00 |
11,775.00 |
|
S4 |
11,170.50 |
11,301.25 |
11,720.50 |
|
|
Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,557.25 |
13,211.75 |
12,008.50 |
|
R3 |
12,965.50 |
12,620.00 |
11,845.75 |
|
R2 |
12,373.75 |
12,373.75 |
11,791.50 |
|
R1 |
12,028.25 |
12,028.25 |
11,737.25 |
11,905.00 |
PP |
11,782.00 |
11,782.00 |
11,782.00 |
11,720.25 |
S1 |
11,436.50 |
11,436.50 |
11,628.75 |
11,313.50 |
S2 |
11,190.25 |
11,190.25 |
11,574.50 |
|
S3 |
10,598.50 |
10,844.75 |
11,520.25 |
|
S4 |
10,006.75 |
10,253.00 |
11,357.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,957.50 |
11,535.50 |
422.00 |
3.6% |
239.75 |
2.0% |
70% |
False |
False |
150,393 |
10 |
12,257.75 |
11,535.50 |
722.25 |
6.1% |
280.75 |
2.4% |
41% |
False |
False |
77,674 |
20 |
12,257.75 |
11,535.50 |
722.25 |
6.1% |
255.75 |
2.2% |
41% |
False |
False |
39,404 |
40 |
12,257.75 |
10,746.75 |
1,511.00 |
12.8% |
320.50 |
2.7% |
72% |
False |
False |
20,219 |
60 |
12,257.75 |
10,595.25 |
1,662.50 |
14.1% |
336.25 |
2.8% |
74% |
False |
False |
13,766 |
80 |
13,498.00 |
10,595.25 |
2,902.75 |
24.5% |
321.25 |
2.7% |
43% |
False |
False |
10,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,679.25 |
2.618 |
12,354.75 |
1.618 |
12,156.00 |
1.000 |
12,033.25 |
0.618 |
11,957.25 |
HIGH |
11,834.50 |
0.618 |
11,758.50 |
0.500 |
11,735.00 |
0.382 |
11,711.75 |
LOW |
11,635.75 |
0.618 |
11,513.00 |
1.000 |
11,437.00 |
1.618 |
11,314.25 |
2.618 |
11,115.50 |
4.250 |
10,791.00 |
|
|
Fisher Pivots for day following 12-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
11,798.25 |
11,788.00 |
PP |
11,766.75 |
11,746.25 |
S1 |
11,735.00 |
11,704.50 |
|