| 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 |
3,935.75 |
3,964.75 |
29.00 |
0.7% |
4,074.00 |
| High |
3,977.25 |
3,990.00 |
12.75 |
0.3% |
4,075.75 |
| Low |
3,916.00 |
3,930.00 |
14.00 |
0.4% |
3,914.00 |
| Close |
3,965.75 |
3,936.25 |
-29.50 |
-0.7% |
3,936.25 |
| Range |
61.25 |
60.00 |
-1.25 |
-2.0% |
161.75 |
| ATR |
77.17 |
75.94 |
-1.23 |
-1.6% |
0.00 |
| Volume |
1,708,915 |
1,739,761 |
30,846 |
1.8% |
8,571,938 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,132.00 |
4,094.25 |
3,969.25 |
|
| R3 |
4,072.00 |
4,034.25 |
3,952.75 |
|
| R2 |
4,012.00 |
4,012.00 |
3,947.25 |
|
| R1 |
3,974.25 |
3,974.25 |
3,941.75 |
3,963.00 |
| PP |
3,952.00 |
3,952.00 |
3,952.00 |
3,946.50 |
| S1 |
3,914.25 |
3,914.25 |
3,930.75 |
3,903.00 |
| S2 |
3,892.00 |
3,892.00 |
3,925.25 |
|
| S3 |
3,832.00 |
3,854.25 |
3,919.75 |
|
| S4 |
3,772.00 |
3,794.25 |
3,903.25 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,460.50 |
4,360.25 |
4,025.25 |
|
| R3 |
4,298.75 |
4,198.50 |
3,980.75 |
|
| R2 |
4,137.00 |
4,137.00 |
3,966.00 |
|
| R1 |
4,036.75 |
4,036.75 |
3,951.00 |
4,006.00 |
| PP |
3,975.25 |
3,975.25 |
3,975.25 |
3,960.00 |
| S1 |
3,875.00 |
3,875.00 |
3,921.50 |
3,844.25 |
| S2 |
3,813.50 |
3,813.50 |
3,906.50 |
|
| S3 |
3,651.75 |
3,713.25 |
3,891.75 |
|
| S4 |
3,490.00 |
3,551.50 |
3,847.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,075.75 |
3,914.00 |
161.75 |
4.1% |
70.00 |
1.8% |
14% |
False |
False |
1,714,387 |
| 10 |
4,110.00 |
3,914.00 |
196.00 |
5.0% |
74.75 |
1.9% |
11% |
False |
False |
1,771,746 |
| 20 |
4,110.00 |
3,912.50 |
197.50 |
5.0% |
65.50 |
1.7% |
12% |
False |
False |
1,614,776 |
| 40 |
4,110.00 |
3,590.50 |
519.50 |
13.2% |
84.25 |
2.1% |
67% |
False |
False |
1,891,733 |
| 60 |
4,110.00 |
3,502.00 |
608.00 |
15.4% |
89.75 |
2.3% |
71% |
False |
False |
2,101,158 |
| 80 |
4,313.50 |
3,502.00 |
811.50 |
20.6% |
88.25 |
2.2% |
54% |
False |
False |
1,737,811 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
83.75 |
2.1% |
51% |
False |
False |
1,391,024 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.4% |
83.75 |
2.1% |
51% |
False |
False |
1,159,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,245.00 |
|
2.618 |
4,147.00 |
|
1.618 |
4,087.00 |
|
1.000 |
4,050.00 |
|
0.618 |
4,027.00 |
|
HIGH |
3,990.00 |
|
0.618 |
3,967.00 |
|
0.500 |
3,960.00 |
|
0.382 |
3,953.00 |
|
LOW |
3,930.00 |
|
0.618 |
3,893.00 |
|
1.000 |
3,870.00 |
|
1.618 |
3,833.00 |
|
2.618 |
3,773.00 |
|
4.250 |
3,675.00 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,960.00 |
3,952.00 |
| PP |
3,952.00 |
3,946.75 |
| S1 |
3,944.25 |
3,941.50 |
|