| 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 |
12,120.25 |
11,928.00 |
-192.25 |
-1.6% |
11,861.50 |
| High |
12,127.25 |
11,957.50 |
-169.75 |
-1.4% |
12,257.75 |
| Low |
11,859.50 |
11,614.00 |
-245.50 |
-2.1% |
11,580.50 |
| Close |
11,919.75 |
11,677.75 |
-242.00 |
-2.0% |
12,126.50 |
| Range |
267.75 |
343.50 |
75.75 |
28.3% |
677.25 |
| ATR |
308.02 |
310.56 |
2.53 |
0.8% |
0.00 |
| Volume |
7,170 |
23,255 |
16,085 |
224.3% |
19,438 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,780.25 |
12,572.50 |
11,866.75 |
|
| R3 |
12,436.75 |
12,229.00 |
11,772.25 |
|
| R2 |
12,093.25 |
12,093.25 |
11,740.75 |
|
| R1 |
11,885.50 |
11,885.50 |
11,709.25 |
11,817.50 |
| PP |
11,749.75 |
11,749.75 |
11,749.75 |
11,715.75 |
| S1 |
11,542.00 |
11,542.00 |
11,646.25 |
11,474.00 |
| S2 |
11,406.25 |
11,406.25 |
11,614.75 |
|
| S3 |
11,062.75 |
11,198.50 |
11,583.25 |
|
| S4 |
10,719.25 |
10,855.00 |
11,488.75 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,020.00 |
13,750.50 |
12,499.00 |
|
| R3 |
13,342.75 |
13,073.25 |
12,312.75 |
|
| R2 |
12,665.50 |
12,665.50 |
12,250.75 |
|
| R1 |
12,396.00 |
12,396.00 |
12,188.50 |
12,530.75 |
| PP |
11,988.25 |
11,988.25 |
11,988.25 |
12,055.50 |
| S1 |
11,718.75 |
11,718.75 |
12,064.50 |
11,853.50 |
| S2 |
11,311.00 |
11,311.00 |
12,002.25 |
|
| S3 |
10,633.75 |
11,041.50 |
11,940.25 |
|
| S4 |
9,956.50 |
10,364.25 |
11,754.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,257.75 |
11,612.75 |
645.00 |
5.5% |
342.75 |
2.9% |
10% |
False |
False |
9,291 |
| 10 |
12,257.75 |
11,580.50 |
677.25 |
5.8% |
272.75 |
2.3% |
14% |
False |
False |
5,182 |
| 20 |
12,257.75 |
10,932.75 |
1,325.00 |
11.3% |
302.50 |
2.6% |
56% |
False |
False |
3,274 |
| 40 |
12,257.75 |
10,595.25 |
1,662.50 |
14.2% |
339.50 |
2.9% |
65% |
False |
False |
2,101 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
21.1% |
347.25 |
3.0% |
44% |
False |
False |
1,648 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.5% |
319.50 |
2.7% |
32% |
False |
False |
1,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,417.50 |
|
2.618 |
12,856.75 |
|
1.618 |
12,513.25 |
|
1.000 |
12,301.00 |
|
0.618 |
12,169.75 |
|
HIGH |
11,957.50 |
|
0.618 |
11,826.25 |
|
0.500 |
11,785.75 |
|
0.382 |
11,745.25 |
|
LOW |
11,614.00 |
|
0.618 |
11,401.75 |
|
1.000 |
11,270.50 |
|
1.618 |
11,058.25 |
|
2.618 |
10,714.75 |
|
4.250 |
10,154.00 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,785.75 |
11,899.00 |
| PP |
11,749.75 |
11,825.25 |
| S1 |
11,713.75 |
11,751.50 |
|