| 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 |
11,520.00 |
12,079.25 |
559.25 |
4.9% |
11,723.00 |
| High |
12,078.50 |
12,145.00 |
66.50 |
0.6% |
11,933.00 |
| Low |
11,497.75 |
11,943.25 |
445.50 |
3.9% |
11,526.50 |
| Close |
12,042.25 |
12,062.75 |
20.50 |
0.2% |
11,782.75 |
| Range |
580.75 |
201.75 |
-379.00 |
-65.3% |
406.50 |
| ATR |
322.66 |
314.03 |
-8.64 |
-2.7% |
0.00 |
| Volume |
769,082 |
629,297 |
-139,785 |
-18.2% |
1,736,068 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,655.50 |
12,561.00 |
12,173.75 |
|
| R3 |
12,453.75 |
12,359.25 |
12,118.25 |
|
| R2 |
12,252.00 |
12,252.00 |
12,099.75 |
|
| R1 |
12,157.50 |
12,157.50 |
12,081.25 |
12,104.00 |
| PP |
12,050.25 |
12,050.25 |
12,050.25 |
12,023.50 |
| S1 |
11,955.75 |
11,955.75 |
12,044.25 |
11,902.00 |
| S2 |
11,848.50 |
11,848.50 |
12,025.75 |
|
| S3 |
11,646.75 |
11,754.00 |
12,007.25 |
|
| S4 |
11,445.00 |
11,552.25 |
11,951.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,967.00 |
12,781.25 |
12,006.25 |
|
| R3 |
12,560.50 |
12,374.75 |
11,894.50 |
|
| R2 |
12,154.00 |
12,154.00 |
11,857.25 |
|
| R1 |
11,968.25 |
11,968.25 |
11,820.00 |
12,061.00 |
| PP |
11,747.50 |
11,747.50 |
11,747.50 |
11,793.75 |
| S1 |
11,561.75 |
11,561.75 |
11,745.50 |
11,654.50 |
| S2 |
11,341.00 |
11,341.00 |
11,708.25 |
|
| S3 |
10,934.50 |
11,155.25 |
11,671.00 |
|
| S4 |
10,528.00 |
10,748.75 |
11,559.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,145.00 |
11,465.00 |
680.00 |
5.6% |
280.50 |
2.3% |
88% |
True |
False |
542,570 |
| 10 |
12,145.00 |
11,465.00 |
680.00 |
5.6% |
254.50 |
2.1% |
88% |
True |
False |
544,089 |
| 20 |
12,145.00 |
10,636.00 |
1,509.00 |
12.5% |
304.75 |
2.5% |
95% |
True |
False |
622,523 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
13.8% |
345.50 |
2.9% |
95% |
True |
False |
690,667 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
20.8% |
349.50 |
2.9% |
63% |
False |
False |
694,281 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
336.75 |
2.8% |
47% |
False |
False |
521,253 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
333.50 |
2.8% |
47% |
False |
False |
417,142 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
337.25 |
2.8% |
47% |
False |
False |
347,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,002.50 |
|
2.618 |
12,673.25 |
|
1.618 |
12,471.50 |
|
1.000 |
12,346.75 |
|
0.618 |
12,269.75 |
|
HIGH |
12,145.00 |
|
0.618 |
12,068.00 |
|
0.500 |
12,044.00 |
|
0.382 |
12,020.25 |
|
LOW |
11,943.25 |
|
0.618 |
11,818.50 |
|
1.000 |
11,741.50 |
|
1.618 |
11,616.75 |
|
2.618 |
11,415.00 |
|
4.250 |
11,085.75 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,056.50 |
11,976.75 |
| PP |
12,050.25 |
11,891.00 |
| S1 |
12,044.00 |
11,805.00 |
|