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 |
3,947.0 |
4,014.0 |
67.0 |
1.7% |
3,922.0 |
High |
4,012.0 |
4,021.0 |
9.0 |
0.2% |
3,974.0 |
Low |
3,940.0 |
3,969.0 |
29.0 |
0.7% |
3,895.0 |
Close |
3,965.0 |
3,979.0 |
14.0 |
0.4% |
3,961.0 |
Range |
72.0 |
52.0 |
-20.0 |
-27.8% |
79.0 |
ATR |
61.2 |
60.8 |
-0.4 |
-0.6% |
0.0 |
Volume |
1,120,711 |
915,749 |
-204,962 |
-18.3% |
2,567,898 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,145.7 |
4,114.3 |
4,007.6 |
|
R3 |
4,093.7 |
4,062.3 |
3,993.3 |
|
R2 |
4,041.7 |
4,041.7 |
3,988.5 |
|
R1 |
4,010.3 |
4,010.3 |
3,983.8 |
4,000.0 |
PP |
3,989.7 |
3,989.7 |
3,989.7 |
3,984.5 |
S1 |
3,958.3 |
3,958.3 |
3,974.2 |
3,948.0 |
S2 |
3,937.7 |
3,937.7 |
3,969.5 |
|
S3 |
3,885.7 |
3,906.3 |
3,964.7 |
|
S4 |
3,833.7 |
3,854.3 |
3,950.4 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,180.3 |
4,149.7 |
4,004.5 |
|
R3 |
4,101.3 |
4,070.7 |
3,982.7 |
|
R2 |
4,022.3 |
4,022.3 |
3,975.5 |
|
R1 |
3,991.7 |
3,991.7 |
3,968.2 |
4,007.0 |
PP |
3,943.3 |
3,943.3 |
3,943.3 |
3,951.0 |
S1 |
3,912.7 |
3,912.7 |
3,953.8 |
3,928.0 |
S2 |
3,864.3 |
3,864.3 |
3,946.5 |
|
S3 |
3,785.3 |
3,833.7 |
3,939.3 |
|
S4 |
3,706.3 |
3,754.7 |
3,917.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,021.0 |
3,921.0 |
100.0 |
2.5% |
45.0 |
1.1% |
58% |
True |
False |
819,460 |
10 |
4,021.0 |
3,840.0 |
181.0 |
4.5% |
44.9 |
1.1% |
77% |
True |
False |
803,325 |
20 |
4,021.0 |
3,562.0 |
459.0 |
11.5% |
58.2 |
1.5% |
91% |
True |
False |
908,785 |
40 |
4,021.0 |
3,251.0 |
770.0 |
19.4% |
66.7 |
1.7% |
95% |
True |
False |
931,629 |
60 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
74.1 |
1.9% |
95% |
True |
False |
1,003,473 |
80 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
70.7 |
1.8% |
95% |
True |
False |
760,848 |
100 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
65.8 |
1.7% |
95% |
True |
False |
609,843 |
120 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
63.4 |
1.6% |
95% |
True |
False |
509,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,242.0 |
2.618 |
4,157.1 |
1.618 |
4,105.1 |
1.000 |
4,073.0 |
0.618 |
4,053.1 |
HIGH |
4,021.0 |
0.618 |
4,001.1 |
0.500 |
3,995.0 |
0.382 |
3,988.9 |
LOW |
3,969.0 |
0.618 |
3,936.9 |
1.000 |
3,917.0 |
1.618 |
3,884.9 |
2.618 |
3,832.9 |
4.250 |
3,748.0 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,995.0 |
3,976.3 |
PP |
3,989.7 |
3,973.7 |
S1 |
3,984.3 |
3,971.0 |
|