| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
11,684.50 |
11,619.00 |
-65.50 |
-0.6% |
11,861.50 |
| High |
11,707.75 |
11,799.50 |
91.75 |
0.8% |
12,257.75 |
| Low |
11,535.50 |
11,547.50 |
12.00 |
0.1% |
11,580.50 |
| Close |
11,622.50 |
11,759.00 |
136.50 |
1.2% |
12,126.50 |
| Range |
172.25 |
252.00 |
79.75 |
46.3% |
677.25 |
| ATR |
300.68 |
297.20 |
-3.48 |
-1.2% |
0.00 |
| Volume |
30,599 |
64,137 |
33,538 |
109.6% |
19,438 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,458.00 |
12,360.50 |
11,897.50 |
|
| R3 |
12,206.00 |
12,108.50 |
11,828.25 |
|
| R2 |
11,954.00 |
11,954.00 |
11,805.25 |
|
| R1 |
11,856.50 |
11,856.50 |
11,782.00 |
11,905.25 |
| PP |
11,702.00 |
11,702.00 |
11,702.00 |
11,726.50 |
| S1 |
11,604.50 |
11,604.50 |
11,736.00 |
11,653.25 |
| S2 |
11,450.00 |
11,450.00 |
11,712.75 |
|
| S3 |
11,198.00 |
11,352.50 |
11,689.75 |
|
| S4 |
10,946.00 |
11,100.50 |
11,620.50 |
|
|
| 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 |
12,184.00 |
11,535.50 |
648.50 |
5.5% |
272.00 |
2.3% |
34% |
False |
False |
26,072 |
| 10 |
12,257.75 |
11,535.50 |
722.25 |
6.1% |
275.25 |
2.3% |
31% |
False |
False |
14,518 |
| 20 |
12,257.75 |
10,944.00 |
1,313.75 |
11.2% |
291.50 |
2.5% |
62% |
False |
False |
7,887 |
| 40 |
12,257.75 |
10,595.25 |
1,662.50 |
14.1% |
339.25 |
2.9% |
70% |
False |
False |
4,427 |
| 60 |
12,383.50 |
10,595.25 |
1,788.25 |
15.2% |
337.50 |
2.9% |
65% |
False |
False |
3,213 |
| 80 |
13,793.25 |
10,595.25 |
3,198.00 |
27.2% |
320.00 |
2.7% |
36% |
False |
False |
2,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,870.50 |
|
2.618 |
12,459.25 |
|
1.618 |
12,207.25 |
|
1.000 |
12,051.50 |
|
0.618 |
11,955.25 |
|
HIGH |
11,799.50 |
|
0.618 |
11,703.25 |
|
0.500 |
11,673.50 |
|
0.382 |
11,643.75 |
|
LOW |
11,547.50 |
|
0.618 |
11,391.75 |
|
1.000 |
11,295.50 |
|
1.618 |
11,139.75 |
|
2.618 |
10,887.75 |
|
4.250 |
10,476.50 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,730.50 |
11,754.75 |
| PP |
11,702.00 |
11,750.75 |
| S1 |
11,673.50 |
11,746.50 |
|