| 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 |
1,799.5 |
1,801.9 |
2.4 |
0.1% |
1,810.5 |
| High |
1,806.9 |
1,819.0 |
12.1 |
0.7% |
1,822.9 |
| Low |
1,793.2 |
1,800.1 |
6.9 |
0.4% |
1,778.1 |
| Close |
1,801.5 |
1,810.7 |
9.2 |
0.5% |
1,810.7 |
| Range |
13.7 |
18.9 |
5.2 |
38.0% |
44.8 |
| ATR |
26.4 |
25.9 |
-0.5 |
-2.0% |
0.0 |
| Volume |
116,274 |
150,938 |
34,664 |
29.8% |
730,454 |
|
| Daily Pivots for day following 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.6 |
1,857.6 |
1,821.1 |
|
| R3 |
1,847.7 |
1,838.7 |
1,815.9 |
|
| R2 |
1,828.8 |
1,828.8 |
1,814.2 |
|
| R1 |
1,819.8 |
1,819.8 |
1,812.4 |
1,824.3 |
| PP |
1,809.9 |
1,809.9 |
1,809.9 |
1,812.2 |
| S1 |
1,800.9 |
1,800.9 |
1,809.0 |
1,805.4 |
| S2 |
1,791.0 |
1,791.0 |
1,807.2 |
|
| S3 |
1,772.1 |
1,782.0 |
1,805.5 |
|
| S4 |
1,753.2 |
1,763.1 |
1,800.3 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.3 |
1,919.3 |
1,835.3 |
|
| R3 |
1,893.5 |
1,874.5 |
1,823.0 |
|
| R2 |
1,848.7 |
1,848.7 |
1,818.9 |
|
| R1 |
1,829.7 |
1,829.7 |
1,814.8 |
1,839.2 |
| PP |
1,803.9 |
1,803.9 |
1,803.9 |
1,808.7 |
| S1 |
1,784.9 |
1,784.9 |
1,806.6 |
1,794.4 |
| S2 |
1,759.1 |
1,759.1 |
1,802.5 |
|
| S3 |
1,714.3 |
1,740.1 |
1,798.4 |
|
| S4 |
1,669.5 |
1,695.3 |
1,786.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,822.9 |
1,778.1 |
44.8 |
2.5% |
22.8 |
1.3% |
73% |
False |
False |
146,090 |
| 10 |
1,822.9 |
1,752.9 |
70.0 |
3.9% |
24.8 |
1.4% |
83% |
False |
False |
158,843 |
| 20 |
1,822.9 |
1,733.5 |
89.4 |
4.9% |
22.9 |
1.3% |
86% |
False |
False |
106,350 |
| 40 |
1,822.9 |
1,632.3 |
190.6 |
10.5% |
25.9 |
1.4% |
94% |
False |
False |
63,463 |
| 60 |
1,822.9 |
1,632.3 |
190.6 |
10.5% |
26.6 |
1.5% |
94% |
False |
False |
43,782 |
| 80 |
1,822.9 |
1,632.3 |
190.6 |
10.5% |
25.4 |
1.4% |
94% |
False |
False |
33,508 |
| 100 |
1,836.7 |
1,632.3 |
204.4 |
11.3% |
24.7 |
1.4% |
87% |
False |
False |
27,216 |
| 120 |
1,880.8 |
1,632.3 |
248.5 |
13.7% |
24.3 |
1.3% |
72% |
False |
False |
22,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.3 |
|
2.618 |
1,868.5 |
|
1.618 |
1,849.6 |
|
1.000 |
1,837.9 |
|
0.618 |
1,830.7 |
|
HIGH |
1,819.0 |
|
0.618 |
1,811.8 |
|
0.500 |
1,809.6 |
|
0.382 |
1,807.3 |
|
LOW |
1,800.1 |
|
0.618 |
1,788.4 |
|
1.000 |
1,781.2 |
|
1.618 |
1,769.5 |
|
2.618 |
1,750.6 |
|
4.250 |
1,719.8 |
|
|
| Fisher Pivots for day following 09-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,810.3 |
1,807.1 |
| PP |
1,809.9 |
1,803.4 |
| S1 |
1,809.6 |
1,799.8 |
|