| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
16,459.93 |
17,102.64 |
642.71 |
3.9% |
16,639.53 |
| High |
17,119.54 |
17,222.14 |
102.60 |
0.6% |
16,799.45 |
| Low |
16,429.86 |
16,867.48 |
437.62 |
2.7% |
15,516.53 |
| Close |
17,102.98 |
16,928.71 |
-174.27 |
-1.0% |
16,499.01 |
| Range |
689.68 |
354.66 |
-335.02 |
-48.6% |
1,282.92 |
| ATR |
856.96 |
821.08 |
-35.88 |
-4.2% |
0.00 |
| Volume |
75,837 |
66,940 |
-8,897 |
-11.7% |
182,349 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,070.09 |
17,854.06 |
17,123.77 |
|
| R3 |
17,715.43 |
17,499.40 |
17,026.24 |
|
| R2 |
17,360.77 |
17,360.77 |
16,993.73 |
|
| R1 |
17,144.74 |
17,144.74 |
16,961.22 |
17,075.43 |
| PP |
17,006.11 |
17,006.11 |
17,006.11 |
16,971.45 |
| S1 |
16,790.08 |
16,790.08 |
16,896.20 |
16,720.77 |
| S2 |
16,651.45 |
16,651.45 |
16,863.69 |
|
| S3 |
16,296.79 |
16,435.42 |
16,831.18 |
|
| S4 |
15,942.13 |
16,080.76 |
16,733.65 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,120.42 |
19,592.64 |
17,204.62 |
|
| R3 |
18,837.50 |
18,309.72 |
16,851.81 |
|
| R2 |
17,554.58 |
17,554.58 |
16,734.21 |
|
| R1 |
17,026.80 |
17,026.80 |
16,616.61 |
16,649.23 |
| PP |
16,271.66 |
16,271.66 |
16,271.66 |
16,082.88 |
| S1 |
15,743.88 |
15,743.88 |
16,381.41 |
15,366.31 |
| S2 |
14,988.74 |
14,988.74 |
16,263.81 |
|
| S3 |
13,705.82 |
14,460.96 |
16,146.21 |
|
| S4 |
12,422.90 |
13,178.04 |
15,793.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,222.14 |
16,014.95 |
1,207.19 |
7.1% |
480.71 |
2.8% |
76% |
True |
False |
44,451 |
| 10 |
17,222.14 |
15,516.53 |
1,705.61 |
10.1% |
561.51 |
3.3% |
83% |
True |
False |
45,871 |
| 20 |
21,466.76 |
15,516.53 |
5,950.23 |
35.1% |
1,035.04 |
6.1% |
24% |
False |
False |
72,799 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.1% |
828.29 |
4.9% |
24% |
False |
False |
62,585 |
| 60 |
22,718.84 |
15,516.53 |
7,202.31 |
42.5% |
917.36 |
5.4% |
20% |
False |
False |
62,927 |
| 80 |
25,198.76 |
15,516.53 |
9,682.23 |
57.2% |
930.59 |
5.5% |
15% |
False |
False |
58,849 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
57.2% |
1,011.83 |
6.0% |
15% |
False |
False |
57,366 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
57.2% |
1,092.11 |
6.5% |
15% |
False |
False |
58,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,729.45 |
|
2.618 |
18,150.64 |
|
1.618 |
17,795.98 |
|
1.000 |
17,576.80 |
|
0.618 |
17,441.32 |
|
HIGH |
17,222.14 |
|
0.618 |
17,086.66 |
|
0.500 |
17,044.81 |
|
0.382 |
17,002.96 |
|
LOW |
16,867.48 |
|
0.618 |
16,648.30 |
|
1.000 |
16,512.82 |
|
1.618 |
16,293.64 |
|
2.618 |
15,938.98 |
|
4.250 |
15,360.18 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
17,044.81 |
16,839.37 |
| PP |
17,006.11 |
16,750.03 |
| S1 |
16,967.41 |
16,660.69 |
|