| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,928.00 |
11,684.50 |
-243.50 |
-2.0% |
11,861.50 |
| High |
11,957.50 |
11,707.75 |
-249.75 |
-2.1% |
12,257.75 |
| Low |
11,614.00 |
11,535.50 |
-78.50 |
-0.7% |
11,580.50 |
| Close |
11,677.75 |
11,622.50 |
-55.25 |
-0.5% |
12,126.50 |
| Range |
343.50 |
172.25 |
-171.25 |
-49.9% |
677.25 |
| ATR |
310.56 |
300.68 |
-9.88 |
-3.2% |
0.00 |
| Volume |
23,255 |
30,599 |
7,344 |
31.6% |
19,438 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,138.75 |
12,052.75 |
11,717.25 |
|
| R3 |
11,966.50 |
11,880.50 |
11,669.75 |
|
| R2 |
11,794.25 |
11,794.25 |
11,654.00 |
|
| R1 |
11,708.25 |
11,708.25 |
11,638.25 |
11,665.00 |
| PP |
11,622.00 |
11,622.00 |
11,622.00 |
11,600.25 |
| S1 |
11,536.00 |
11,536.00 |
11,606.75 |
11,493.00 |
| S2 |
11,449.75 |
11,449.75 |
11,591.00 |
|
| S3 |
11,277.50 |
11,363.75 |
11,575.25 |
|
| S4 |
11,105.25 |
11,191.50 |
11,527.75 |
|
|
| 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 |
11,535.50 |
722.25 |
6.2% |
260.75 |
2.2% |
12% |
False |
True |
14,544 |
| 10 |
12,257.75 |
11,535.50 |
722.25 |
6.2% |
267.00 |
2.3% |
12% |
False |
True |
8,179 |
| 20 |
12,257.75 |
10,932.75 |
1,325.00 |
11.4% |
296.00 |
2.5% |
52% |
False |
False |
4,746 |
| 40 |
12,257.75 |
10,595.25 |
1,662.50 |
14.3% |
337.00 |
2.9% |
62% |
False |
False |
2,842 |
| 60 |
12,383.50 |
10,595.25 |
1,788.25 |
15.4% |
336.00 |
2.9% |
57% |
False |
False |
2,147 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.7% |
319.25 |
2.7% |
31% |
False |
False |
1,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,439.75 |
|
2.618 |
12,158.75 |
|
1.618 |
11,986.50 |
|
1.000 |
11,880.00 |
|
0.618 |
11,814.25 |
|
HIGH |
11,707.75 |
|
0.618 |
11,642.00 |
|
0.500 |
11,621.50 |
|
0.382 |
11,601.25 |
|
LOW |
11,535.50 |
|
0.618 |
11,429.00 |
|
1.000 |
11,363.25 |
|
1.618 |
11,256.75 |
|
2.618 |
11,084.50 |
|
4.250 |
10,803.50 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,622.25 |
11,831.50 |
| PP |
11,622.00 |
11,761.75 |
| S1 |
11,621.50 |
11,692.00 |
|