| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,566.00 |
11,500.00 |
-66.00 |
-0.6% |
11,731.25 |
| High |
11,596.25 |
11,685.75 |
89.50 |
0.8% |
12,145.00 |
| Low |
11,422.50 |
11,433.00 |
10.50 |
0.1% |
11,465.00 |
| Close |
11,509.50 |
11,645.50 |
136.00 |
1.2% |
12,010.25 |
| Range |
173.75 |
252.75 |
79.00 |
45.5% |
680.00 |
| ATR |
304.09 |
300.42 |
-3.67 |
-1.2% |
0.00 |
| Volume |
634,691 |
600,826 |
-33,865 |
-5.3% |
3,048,783 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,346.25 |
12,248.75 |
11,784.50 |
|
| R3 |
12,093.50 |
11,996.00 |
11,715.00 |
|
| R2 |
11,840.75 |
11,840.75 |
11,691.75 |
|
| R1 |
11,743.25 |
11,743.25 |
11,668.75 |
11,792.00 |
| PP |
11,588.00 |
11,588.00 |
11,588.00 |
11,612.50 |
| S1 |
11,490.50 |
11,490.50 |
11,622.25 |
11,539.25 |
| S2 |
11,335.25 |
11,335.25 |
11,599.25 |
|
| S3 |
11,082.50 |
11,237.75 |
11,576.00 |
|
| S4 |
10,829.75 |
10,985.00 |
11,506.50 |
|
|
| 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 |
12,067.75 |
11,422.50 |
645.25 |
5.5% |
273.75 |
2.4% |
35% |
False |
False |
603,801 |
| 10 |
12,145.00 |
11,422.50 |
722.50 |
6.2% |
277.00 |
2.4% |
31% |
False |
False |
573,186 |
| 20 |
12,145.00 |
10,805.00 |
1,340.00 |
11.5% |
295.25 |
2.5% |
63% |
False |
False |
596,533 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
14.3% |
343.50 |
2.9% |
70% |
False |
False |
669,745 |
| 60 |
12,268.75 |
10,484.75 |
1,784.00 |
15.3% |
341.50 |
2.9% |
65% |
False |
False |
707,446 |
| 80 |
13,750.25 |
10,484.75 |
3,265.50 |
28.0% |
336.25 |
2.9% |
36% |
False |
False |
558,943 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
329.25 |
2.8% |
35% |
False |
False |
447,297 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
330.25 |
2.8% |
35% |
False |
False |
372,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,760.00 |
|
2.618 |
12,347.50 |
|
1.618 |
12,094.75 |
|
1.000 |
11,938.50 |
|
0.618 |
11,842.00 |
|
HIGH |
11,685.75 |
|
0.618 |
11,589.25 |
|
0.500 |
11,559.50 |
|
0.382 |
11,529.50 |
|
LOW |
11,433.00 |
|
0.618 |
11,276.75 |
|
1.000 |
11,180.25 |
|
1.618 |
11,024.00 |
|
2.618 |
10,771.25 |
|
4.250 |
10,358.75 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,616.75 |
11,641.75 |
| PP |
11,588.00 |
11,638.00 |
| S1 |
11,559.50 |
11,634.50 |
|