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 |
1,748.1 |
1,768.7 |
20.6 |
1.2% |
1,752.0 |
High |
1,769.4 |
1,803.7 |
34.3 |
1.9% |
1,761.2 |
Low |
1,745.1 |
1,768.7 |
23.6 |
1.4% |
1,719.0 |
Close |
1,746.0 |
1,801.1 |
55.1 |
3.2% |
1,754.0 |
Range |
24.3 |
35.0 |
10.7 |
44.0% |
42.2 |
ATR |
25.5 |
27.8 |
2.3 |
9.1% |
0.0 |
Volume |
3,339 |
1,053 |
-2,286 |
-68.5% |
621,243 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.2 |
1,883.6 |
1,820.4 |
|
R3 |
1,861.2 |
1,848.6 |
1,810.7 |
|
R2 |
1,826.2 |
1,826.2 |
1,807.5 |
|
R1 |
1,813.6 |
1,813.6 |
1,804.3 |
1,819.9 |
PP |
1,791.2 |
1,791.2 |
1,791.2 |
1,794.3 |
S1 |
1,778.6 |
1,778.6 |
1,797.9 |
1,784.9 |
S2 |
1,756.2 |
1,756.2 |
1,794.7 |
|
S3 |
1,721.2 |
1,743.6 |
1,791.5 |
|
S4 |
1,686.2 |
1,708.6 |
1,781.9 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.3 |
1,854.9 |
1,777.2 |
|
R3 |
1,829.1 |
1,812.7 |
1,765.6 |
|
R2 |
1,786.9 |
1,786.9 |
1,761.7 |
|
R1 |
1,770.5 |
1,770.5 |
1,757.9 |
1,778.7 |
PP |
1,744.7 |
1,744.7 |
1,744.7 |
1,748.9 |
S1 |
1,728.3 |
1,728.3 |
1,750.1 |
1,736.5 |
S2 |
1,702.5 |
1,702.5 |
1,746.3 |
|
S3 |
1,660.3 |
1,686.1 |
1,742.4 |
|
S4 |
1,618.1 |
1,643.9 |
1,730.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,803.7 |
1,737.9 |
65.8 |
3.7% |
24.0 |
1.3% |
96% |
True |
False |
58,174 |
10 |
1,803.7 |
1,719.0 |
84.7 |
4.7% |
23.2 |
1.3% |
97% |
True |
False |
108,424 |
20 |
1,803.7 |
1,618.3 |
185.4 |
10.3% |
27.1 |
1.5% |
99% |
True |
False |
178,259 |
40 |
1,803.7 |
1,618.3 |
185.4 |
10.3% |
26.7 |
1.5% |
99% |
True |
False |
178,570 |
60 |
1,803.7 |
1,618.3 |
185.4 |
10.3% |
27.5 |
1.5% |
99% |
True |
False |
186,454 |
80 |
1,824.6 |
1,618.3 |
206.3 |
11.5% |
26.0 |
1.4% |
89% |
False |
False |
176,585 |
100 |
1,824.6 |
1,618.3 |
206.3 |
11.5% |
25.7 |
1.4% |
89% |
False |
False |
161,743 |
120 |
1,900.8 |
1,618.3 |
282.5 |
15.7% |
26.0 |
1.4% |
65% |
False |
False |
139,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.5 |
2.618 |
1,895.3 |
1.618 |
1,860.3 |
1.000 |
1,838.7 |
0.618 |
1,825.3 |
HIGH |
1,803.7 |
0.618 |
1,790.3 |
0.500 |
1,786.2 |
0.382 |
1,782.1 |
LOW |
1,768.7 |
0.618 |
1,747.1 |
1.000 |
1,733.7 |
1.618 |
1,712.1 |
2.618 |
1,677.1 |
4.250 |
1,620.0 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1,796.1 |
1,791.0 |
PP |
1,791.2 |
1,780.9 |
S1 |
1,786.2 |
1,770.8 |
|