| Trading Metrics calculated at close of trading on 09-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2022 |
09-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,500.00 |
11,641.50 |
141.50 |
1.2% |
12,000.50 |
| High |
11,685.75 |
11,748.00 |
62.25 |
0.5% |
12,015.75 |
| Low |
11,433.00 |
11,517.00 |
84.00 |
0.7% |
11,422.50 |
| Close |
11,645.50 |
11,569.75 |
-75.75 |
-0.7% |
11,569.75 |
| Range |
252.75 |
231.00 |
-21.75 |
-8.6% |
593.25 |
| ATR |
300.42 |
295.46 |
-4.96 |
-1.7% |
0.00 |
| Volume |
600,826 |
504,052 |
-96,774 |
-16.1% |
2,934,764 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,304.50 |
12,168.25 |
11,696.75 |
|
| R3 |
12,073.50 |
11,937.25 |
11,633.25 |
|
| R2 |
11,842.50 |
11,842.50 |
11,612.00 |
|
| R1 |
11,706.25 |
11,706.25 |
11,591.00 |
11,659.00 |
| PP |
11,611.50 |
11,611.50 |
11,611.50 |
11,588.00 |
| S1 |
11,475.25 |
11,475.25 |
11,548.50 |
11,428.00 |
| S2 |
11,380.50 |
11,380.50 |
11,527.50 |
|
| S3 |
11,149.50 |
11,244.25 |
11,506.25 |
|
| S4 |
10,918.50 |
11,013.25 |
11,442.75 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,449.00 |
13,102.75 |
11,896.00 |
|
| R3 |
12,855.75 |
12,509.50 |
11,733.00 |
|
| R2 |
12,262.50 |
12,262.50 |
11,678.50 |
|
| R1 |
11,916.25 |
11,916.25 |
11,624.25 |
11,792.75 |
| PP |
11,669.25 |
11,669.25 |
11,669.25 |
11,607.50 |
| S1 |
11,323.00 |
11,323.00 |
11,515.25 |
11,199.50 |
| S2 |
11,076.00 |
11,076.00 |
11,461.00 |
|
| S3 |
10,482.75 |
10,729.75 |
11,406.50 |
|
| S4 |
9,889.50 |
10,136.50 |
11,243.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,015.75 |
11,422.50 |
593.25 |
5.1% |
254.50 |
2.2% |
25% |
False |
False |
586,952 |
| 10 |
12,145.00 |
11,422.50 |
722.50 |
6.2% |
283.50 |
2.5% |
20% |
False |
False |
598,354 |
| 20 |
12,145.00 |
11,422.50 |
722.50 |
6.2% |
263.25 |
2.3% |
20% |
False |
False |
578,628 |
| 40 |
12,145.00 |
10,636.00 |
1,509.00 |
13.0% |
332.75 |
2.9% |
62% |
False |
False |
656,090 |
| 60 |
12,145.00 |
10,484.75 |
1,660.25 |
14.3% |
340.00 |
2.9% |
65% |
False |
False |
703,346 |
| 80 |
13,653.00 |
10,484.75 |
3,168.25 |
27.4% |
336.00 |
2.9% |
34% |
False |
False |
565,232 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
328.75 |
2.8% |
33% |
False |
False |
452,331 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
329.00 |
2.8% |
33% |
False |
False |
377,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,729.75 |
|
2.618 |
12,352.75 |
|
1.618 |
12,121.75 |
|
1.000 |
11,979.00 |
|
0.618 |
11,890.75 |
|
HIGH |
11,748.00 |
|
0.618 |
11,659.75 |
|
0.500 |
11,632.50 |
|
0.382 |
11,605.25 |
|
LOW |
11,517.00 |
|
0.618 |
11,374.25 |
|
1.000 |
11,286.00 |
|
1.618 |
11,143.25 |
|
2.618 |
10,912.25 |
|
4.250 |
10,535.25 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,632.50 |
11,585.25 |
| PP |
11,611.50 |
11,580.00 |
| S1 |
11,590.75 |
11,575.00 |
|