| 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 |
12,039.75 |
12,000.50 |
-39.25 |
-0.3% |
11,731.25 |
| High |
12,067.75 |
12,015.75 |
-52.00 |
-0.4% |
12,145.00 |
| Low |
11,740.50 |
11,745.25 |
4.75 |
0.0% |
11,465.00 |
| Close |
12,010.25 |
11,805.75 |
-204.50 |
-1.7% |
12,010.25 |
| Range |
327.25 |
270.50 |
-56.75 |
-17.3% |
680.00 |
| ATR |
314.97 |
311.79 |
-3.18 |
-1.0% |
0.00 |
| Volume |
588,295 |
537,924 |
-50,371 |
-8.6% |
3,048,783 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,667.00 |
12,507.00 |
11,954.50 |
|
| R3 |
12,396.50 |
12,236.50 |
11,880.25 |
|
| R2 |
12,126.00 |
12,126.00 |
11,855.25 |
|
| R1 |
11,966.00 |
11,966.00 |
11,830.50 |
11,910.75 |
| PP |
11,855.50 |
11,855.50 |
11,855.50 |
11,828.00 |
| S1 |
11,695.50 |
11,695.50 |
11,781.00 |
11,640.25 |
| S2 |
11,585.00 |
11,585.00 |
11,756.25 |
|
| S3 |
11,314.50 |
11,425.00 |
11,731.25 |
|
| S4 |
11,044.00 |
11,154.50 |
11,657.00 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,913.50 |
13,641.75 |
12,384.25 |
|
| R3 |
13,233.50 |
12,961.75 |
12,197.25 |
|
| R2 |
12,553.50 |
12,553.50 |
12,135.00 |
|
| R1 |
12,281.75 |
12,281.75 |
12,072.50 |
12,417.50 |
| PP |
11,873.50 |
11,873.50 |
11,873.50 |
11,941.25 |
| S1 |
11,601.75 |
11,601.75 |
11,948.00 |
11,737.50 |
| S2 |
11,193.50 |
11,193.50 |
11,885.50 |
|
| S3 |
10,513.50 |
10,921.75 |
11,823.25 |
|
| S4 |
9,833.50 |
10,241.75 |
11,636.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,145.00 |
11,465.00 |
680.00 |
5.8% |
324.00 |
2.7% |
50% |
False |
False |
616,091 |
| 10 |
12,145.00 |
11,465.00 |
680.00 |
5.8% |
260.75 |
2.2% |
50% |
False |
False |
532,277 |
| 20 |
12,145.00 |
10,751.00 |
1,394.00 |
11.8% |
303.25 |
2.6% |
76% |
False |
False |
599,525 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
14.1% |
341.75 |
2.9% |
80% |
False |
False |
680,496 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.2% |
350.25 |
3.0% |
53% |
False |
False |
707,268 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
335.25 |
2.8% |
40% |
False |
False |
535,307 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
331.75 |
2.8% |
40% |
False |
False |
428,390 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
335.50 |
2.8% |
40% |
False |
False |
357,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,165.50 |
|
2.618 |
12,724.00 |
|
1.618 |
12,453.50 |
|
1.000 |
12,286.25 |
|
0.618 |
12,183.00 |
|
HIGH |
12,015.75 |
|
0.618 |
11,912.50 |
|
0.500 |
11,880.50 |
|
0.382 |
11,848.50 |
|
LOW |
11,745.25 |
|
0.618 |
11,578.00 |
|
1.000 |
11,474.75 |
|
1.618 |
11,307.50 |
|
2.618 |
11,037.00 |
|
4.250 |
10,595.50 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,880.50 |
11,942.75 |
| PP |
11,855.50 |
11,897.00 |
| S1 |
11,830.75 |
11,851.50 |
|