Trading Metrics calculated at close of trading on 02-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
4,014.0 |
3,977.0 |
-37.0 |
-0.9% |
3,946.0 |
High |
4,021.0 |
3,999.0 |
-22.0 |
-0.5% |
4,021.0 |
Low |
3,969.0 |
3,940.0 |
-29.0 |
-0.7% |
3,921.0 |
Close |
3,979.0 |
3,979.0 |
0.0 |
0.0% |
3,979.0 |
Range |
52.0 |
59.0 |
7.0 |
13.5% |
100.0 |
ATR |
60.8 |
60.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
915,749 |
889,012 |
-26,737 |
-2.9% |
4,362,299 |
|
Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,149.7 |
4,123.3 |
4,011.5 |
|
R3 |
4,090.7 |
4,064.3 |
3,995.2 |
|
R2 |
4,031.7 |
4,031.7 |
3,989.8 |
|
R1 |
4,005.3 |
4,005.3 |
3,984.4 |
4,018.5 |
PP |
3,972.7 |
3,972.7 |
3,972.7 |
3,979.3 |
S1 |
3,946.3 |
3,946.3 |
3,973.6 |
3,959.5 |
S2 |
3,913.7 |
3,913.7 |
3,968.2 |
|
S3 |
3,854.7 |
3,887.3 |
3,962.8 |
|
S4 |
3,795.7 |
3,828.3 |
3,946.6 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.7 |
4,226.3 |
4,034.0 |
|
R3 |
4,173.7 |
4,126.3 |
4,006.5 |
|
R2 |
4,073.7 |
4,073.7 |
3,997.3 |
|
R1 |
4,026.3 |
4,026.3 |
3,988.2 |
4,050.0 |
PP |
3,973.7 |
3,973.7 |
3,973.7 |
3,985.5 |
S1 |
3,926.3 |
3,926.3 |
3,969.8 |
3,950.0 |
S2 |
3,873.7 |
3,873.7 |
3,960.7 |
|
S3 |
3,773.7 |
3,826.3 |
3,951.5 |
|
S4 |
3,673.7 |
3,726.3 |
3,924.0 |
|
|
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% |
52.2 |
1.3% |
58% |
False |
False |
872,459 |
10 |
4,021.0 |
3,888.0 |
133.0 |
3.3% |
43.9 |
1.1% |
68% |
False |
False |
804,541 |
20 |
4,021.0 |
3,581.0 |
440.0 |
11.1% |
59.3 |
1.5% |
90% |
False |
False |
912,245 |
40 |
4,021.0 |
3,251.0 |
770.0 |
19.4% |
66.2 |
1.7% |
95% |
False |
False |
931,326 |
60 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
73.7 |
1.9% |
95% |
False |
False |
1,009,235 |
80 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
70.6 |
1.8% |
95% |
False |
False |
771,926 |
100 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
65.8 |
1.7% |
95% |
False |
False |
618,672 |
120 |
4,021.0 |
3,236.0 |
785.0 |
19.7% |
63.5 |
1.6% |
95% |
False |
False |
516,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,249.8 |
2.618 |
4,153.5 |
1.618 |
4,094.5 |
1.000 |
4,058.0 |
0.618 |
4,035.5 |
HIGH |
3,999.0 |
0.618 |
3,976.5 |
0.500 |
3,969.5 |
0.382 |
3,962.5 |
LOW |
3,940.0 |
0.618 |
3,903.5 |
1.000 |
3,881.0 |
1.618 |
3,844.5 |
2.618 |
3,785.5 |
4.250 |
3,689.3 |
|
|
Fisher Pivots for day following 02-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
3,975.8 |
3,980.5 |
PP |
3,972.7 |
3,980.0 |
S1 |
3,969.5 |
3,979.5 |
|