| 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 |
12,000.50 |
11,812.00 |
-188.50 |
-1.6% |
11,731.25 |
| High |
12,015.75 |
11,846.25 |
-169.50 |
-1.4% |
12,145.00 |
| Low |
11,745.25 |
11,502.00 |
-243.25 |
-2.1% |
11,465.00 |
| Close |
11,805.75 |
11,566.00 |
-239.75 |
-2.0% |
12,010.25 |
| Range |
270.50 |
344.25 |
73.75 |
27.3% |
680.00 |
| ATR |
311.79 |
314.11 |
2.32 |
0.7% |
0.00 |
| Volume |
537,924 |
657,271 |
119,347 |
22.2% |
3,048,783 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,670.75 |
12,462.75 |
11,755.25 |
|
| R3 |
12,326.50 |
12,118.50 |
11,660.75 |
|
| R2 |
11,982.25 |
11,982.25 |
11,629.00 |
|
| R1 |
11,774.25 |
11,774.25 |
11,597.50 |
11,706.00 |
| PP |
11,638.00 |
11,638.00 |
11,638.00 |
11,604.00 |
| S1 |
11,430.00 |
11,430.00 |
11,534.50 |
11,362.00 |
| S2 |
11,293.75 |
11,293.75 |
11,503.00 |
|
| S3 |
10,949.50 |
11,085.75 |
11,471.25 |
|
| S4 |
10,605.25 |
10,741.50 |
11,376.75 |
|
|
| 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 |
11,497.75 |
647.25 |
5.6% |
345.00 |
3.0% |
11% |
False |
False |
636,373 |
| 10 |
12,145.00 |
11,465.00 |
680.00 |
5.9% |
275.00 |
2.4% |
15% |
False |
False |
550,207 |
| 20 |
12,145.00 |
10,805.00 |
1,340.00 |
11.6% |
306.00 |
2.6% |
57% |
False |
False |
604,654 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
14.4% |
344.00 |
3.0% |
65% |
False |
False |
677,985 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.7% |
352.50 |
3.0% |
43% |
False |
False |
710,134 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.9% |
336.25 |
2.9% |
32% |
False |
False |
543,515 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.9% |
332.50 |
2.9% |
32% |
False |
False |
434,956 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.9% |
334.75 |
2.9% |
32% |
False |
False |
362,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,309.25 |
|
2.618 |
12,747.50 |
|
1.618 |
12,403.25 |
|
1.000 |
12,190.50 |
|
0.618 |
12,059.00 |
|
HIGH |
11,846.25 |
|
0.618 |
11,714.75 |
|
0.500 |
11,674.00 |
|
0.382 |
11,633.50 |
|
LOW |
11,502.00 |
|
0.618 |
11,289.25 |
|
1.000 |
11,157.75 |
|
1.618 |
10,945.00 |
|
2.618 |
10,600.75 |
|
4.250 |
10,039.00 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,674.00 |
11,785.00 |
| PP |
11,638.00 |
11,712.00 |
| S1 |
11,602.00 |
11,639.00 |
|