| 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 |
1,896.4 |
1,881.6 |
-14.8 |
-0.8% |
1,867.0 |
| High |
1,906.1 |
1,902.3 |
-3.8 |
-0.2% |
1,906.1 |
| Low |
1,874.9 |
1,843.4 |
-31.5 |
-1.7% |
1,821.2 |
| Close |
1,883.7 |
1,894.4 |
10.7 |
0.6% |
1,894.4 |
| Range |
31.2 |
58.9 |
27.7 |
88.8% |
84.9 |
| ATR |
43.4 |
44.5 |
1.1 |
2.5% |
0.0 |
| Volume |
219,155 |
205,981 |
-13,174 |
-6.0% |
1,002,832 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,056.7 |
2,034.5 |
1,926.8 |
|
| R3 |
1,997.8 |
1,975.6 |
1,910.6 |
|
| R2 |
1,938.9 |
1,938.9 |
1,905.2 |
|
| R1 |
1,916.7 |
1,916.7 |
1,899.8 |
1,927.8 |
| PP |
1,880.0 |
1,880.0 |
1,880.0 |
1,885.6 |
| S1 |
1,857.8 |
1,857.8 |
1,889.0 |
1,868.9 |
| S2 |
1,821.1 |
1,821.1 |
1,883.6 |
|
| S3 |
1,762.2 |
1,798.9 |
1,878.2 |
|
| S4 |
1,703.3 |
1,740.0 |
1,862.0 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.6 |
2,096.4 |
1,941.1 |
|
| R3 |
2,043.7 |
2,011.5 |
1,917.7 |
|
| R2 |
1,958.8 |
1,958.8 |
1,910.0 |
|
| R1 |
1,926.6 |
1,926.6 |
1,902.2 |
1,942.7 |
| PP |
1,873.9 |
1,873.9 |
1,873.9 |
1,882.0 |
| S1 |
1,841.7 |
1,841.7 |
1,886.6 |
1,857.8 |
| S2 |
1,789.0 |
1,789.0 |
1,878.8 |
|
| S3 |
1,704.1 |
1,756.8 |
1,871.1 |
|
| S4 |
1,619.2 |
1,671.9 |
1,847.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.1 |
1,821.2 |
84.9 |
4.5% |
44.9 |
2.4% |
86% |
False |
False |
200,566 |
| 10 |
1,906.1 |
1,821.2 |
84.9 |
4.5% |
35.4 |
1.9% |
86% |
False |
False |
166,477 |
| 20 |
1,913.3 |
1,759.0 |
154.3 |
8.1% |
43.3 |
2.3% |
88% |
False |
False |
188,058 |
| 40 |
1,913.3 |
1,643.8 |
269.5 |
14.2% |
49.2 |
2.6% |
93% |
False |
False |
217,110 |
| 60 |
1,935.4 |
1,643.8 |
291.6 |
15.4% |
51.1 |
2.7% |
86% |
False |
False |
234,609 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
48.6 |
2.6% |
63% |
False |
False |
176,642 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
46.6 |
2.5% |
63% |
False |
False |
141,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.6 |
|
2.618 |
2,056.5 |
|
1.618 |
1,997.6 |
|
1.000 |
1,961.2 |
|
0.618 |
1,938.7 |
|
HIGH |
1,902.3 |
|
0.618 |
1,879.8 |
|
0.500 |
1,872.9 |
|
0.382 |
1,865.9 |
|
LOW |
1,843.4 |
|
0.618 |
1,807.0 |
|
1.000 |
1,784.5 |
|
1.618 |
1,748.1 |
|
2.618 |
1,689.2 |
|
4.250 |
1,593.1 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,887.2 |
1,884.2 |
| PP |
1,880.0 |
1,873.9 |
| S1 |
1,872.9 |
1,863.7 |
|