| 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 |
1,833.8 |
1,812.0 |
-21.8 |
-1.2% |
1,907.1 |
| High |
1,843.1 |
1,837.2 |
-5.9 |
-0.3% |
1,910.2 |
| Low |
1,810.0 |
1,805.4 |
-4.6 |
-0.3% |
1,810.0 |
| Close |
1,811.2 |
1,834.3 |
23.1 |
1.3% |
1,811.2 |
| Range |
33.1 |
31.8 |
-1.3 |
-3.9% |
100.2 |
| ATR |
42.1 |
41.3 |
-0.7 |
-1.7% |
0.0 |
| Volume |
193,976 |
342,957 |
148,981 |
76.8% |
251,442 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,921.0 |
1,909.5 |
1,851.8 |
|
| R3 |
1,889.2 |
1,877.7 |
1,843.0 |
|
| R2 |
1,857.4 |
1,857.4 |
1,840.1 |
|
| R1 |
1,845.9 |
1,845.9 |
1,837.2 |
1,851.7 |
| PP |
1,825.6 |
1,825.6 |
1,825.6 |
1,828.5 |
| S1 |
1,814.1 |
1,814.1 |
1,831.4 |
1,819.9 |
| S2 |
1,793.8 |
1,793.8 |
1,828.5 |
|
| S3 |
1,762.0 |
1,782.3 |
1,825.6 |
|
| S4 |
1,730.2 |
1,750.5 |
1,816.8 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.4 |
2,078.0 |
1,866.3 |
|
| R3 |
2,044.2 |
1,977.8 |
1,838.8 |
|
| R2 |
1,944.0 |
1,944.0 |
1,829.6 |
|
| R1 |
1,877.6 |
1,877.6 |
1,820.4 |
1,860.7 |
| PP |
1,843.8 |
1,843.8 |
1,843.8 |
1,835.4 |
| S1 |
1,777.4 |
1,777.4 |
1,802.0 |
1,760.5 |
| S2 |
1,743.6 |
1,743.6 |
1,792.8 |
|
| S3 |
1,643.4 |
1,677.2 |
1,783.6 |
|
| S4 |
1,543.2 |
1,577.0 |
1,756.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.2 |
1,805.4 |
56.8 |
3.1% |
34.4 |
1.9% |
51% |
False |
True |
118,549 |
| 10 |
1,921.3 |
1,805.4 |
115.9 |
6.3% |
41.4 |
2.3% |
25% |
False |
True |
59,866 |
| 20 |
1,927.6 |
1,805.4 |
122.2 |
6.7% |
37.0 |
2.0% |
24% |
False |
True |
30,146 |
| 40 |
1,927.6 |
1,711.7 |
215.9 |
11.8% |
43.9 |
2.4% |
57% |
False |
False |
15,161 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
14.6% |
47.8 |
2.6% |
65% |
False |
False |
10,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,972.4 |
|
2.618 |
1,920.5 |
|
1.618 |
1,888.7 |
|
1.000 |
1,869.0 |
|
0.618 |
1,856.9 |
|
HIGH |
1,837.2 |
|
0.618 |
1,825.1 |
|
0.500 |
1,821.3 |
|
0.382 |
1,817.5 |
|
LOW |
1,805.4 |
|
0.618 |
1,785.7 |
|
1.000 |
1,773.6 |
|
1.618 |
1,753.9 |
|
2.618 |
1,722.1 |
|
4.250 |
1,670.3 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.0 |
1,832.5 |
| PP |
1,825.6 |
1,830.7 |
| S1 |
1,821.3 |
1,828.9 |
|