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 |
3,962.25 |
4,094.50 |
132.25 |
3.3% |
3,972.50 |
High |
4,093.50 |
4,110.00 |
16.50 |
0.4% |
4,049.25 |
Low |
3,942.75 |
4,054.50 |
111.75 |
2.8% |
3,937.50 |
Close |
4,081.25 |
4,081.75 |
0.50 |
0.0% |
4,032.50 |
Range |
150.75 |
55.50 |
-95.25 |
-63.2% |
111.75 |
ATR |
80.99 |
79.17 |
-1.82 |
-2.2% |
0.00 |
Volume |
2,479,997 |
1,834,073 |
-645,924 |
-26.0% |
4,230,368 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.50 |
4,220.75 |
4,112.25 |
|
R3 |
4,193.00 |
4,165.25 |
4,097.00 |
|
R2 |
4,137.50 |
4,137.50 |
4,092.00 |
|
R1 |
4,109.75 |
4,109.75 |
4,086.75 |
4,096.00 |
PP |
4,082.00 |
4,082.00 |
4,082.00 |
4,075.25 |
S1 |
4,054.25 |
4,054.25 |
4,076.75 |
4,040.50 |
S2 |
4,026.50 |
4,026.50 |
4,071.50 |
|
S3 |
3,971.00 |
3,998.75 |
4,066.50 |
|
S4 |
3,915.50 |
3,943.25 |
4,051.25 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,341.75 |
4,298.75 |
4,094.00 |
|
R3 |
4,230.00 |
4,187.00 |
4,063.25 |
|
R2 |
4,118.25 |
4,118.25 |
4,053.00 |
|
R1 |
4,075.25 |
4,075.25 |
4,042.75 |
4,096.75 |
PP |
4,006.50 |
4,006.50 |
4,006.50 |
4,017.00 |
S1 |
3,963.50 |
3,963.50 |
4,022.25 |
3,985.00 |
S2 |
3,894.75 |
3,894.75 |
4,012.00 |
|
S3 |
3,783.00 |
3,851.75 |
4,001.75 |
|
S4 |
3,671.25 |
3,740.00 |
3,971.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,110.00 |
3,941.25 |
168.75 |
4.1% |
68.75 |
1.7% |
83% |
True |
False |
1,580,907 |
10 |
4,110.00 |
3,912.50 |
197.50 |
4.8% |
62.25 |
1.5% |
86% |
True |
False |
1,462,107 |
20 |
4,110.00 |
3,704.25 |
405.75 |
9.9% |
76.50 |
1.9% |
93% |
True |
False |
1,695,729 |
40 |
4,110.00 |
3,502.00 |
608.00 |
14.9% |
88.50 |
2.2% |
95% |
True |
False |
1,982,581 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.5% |
92.00 |
2.3% |
86% |
False |
False |
2,138,608 |
80 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
87.75 |
2.2% |
69% |
False |
False |
1,608,078 |
100 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
84.75 |
2.1% |
69% |
False |
False |
1,286,995 |
120 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
86.25 |
2.1% |
69% |
False |
False |
1,072,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,346.00 |
2.618 |
4,255.25 |
1.618 |
4,199.75 |
1.000 |
4,165.50 |
0.618 |
4,144.25 |
HIGH |
4,110.00 |
0.618 |
4,088.75 |
0.500 |
4,082.25 |
0.382 |
4,075.75 |
LOW |
4,054.50 |
0.618 |
4,020.25 |
1.000 |
3,999.00 |
1.618 |
3,964.75 |
2.618 |
3,909.25 |
4.250 |
3,818.50 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,082.25 |
4,063.00 |
PP |
4,082.00 |
4,044.25 |
S1 |
4,082.00 |
4,025.50 |
|