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 |
4,094.50 |
4,077.50 |
-17.00 |
-0.4% |
4,020.25 |
High |
4,110.00 |
4,085.50 |
-24.50 |
-0.6% |
4,110.00 |
Low |
4,054.50 |
4,006.75 |
-47.75 |
-1.2% |
3,941.25 |
Close |
4,081.75 |
4,075.50 |
-6.25 |
-0.2% |
4,075.50 |
Range |
55.50 |
78.75 |
23.25 |
41.9% |
168.75 |
ATR |
79.17 |
79.14 |
-0.03 |
0.0% |
0.00 |
Volume |
1,834,073 |
1,849,784 |
15,711 |
0.9% |
9,145,528 |
|
Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,292.25 |
4,262.50 |
4,118.75 |
|
R3 |
4,213.50 |
4,183.75 |
4,097.25 |
|
R2 |
4,134.75 |
4,134.75 |
4,090.00 |
|
R1 |
4,105.00 |
4,105.00 |
4,082.75 |
4,080.50 |
PP |
4,056.00 |
4,056.00 |
4,056.00 |
4,043.50 |
S1 |
4,026.25 |
4,026.25 |
4,068.25 |
4,001.75 |
S2 |
3,977.25 |
3,977.25 |
4,061.00 |
|
S3 |
3,898.50 |
3,947.50 |
4,053.75 |
|
S4 |
3,819.75 |
3,868.75 |
4,032.25 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.50 |
4,480.75 |
4,168.25 |
|
R3 |
4,379.75 |
4,312.00 |
4,122.00 |
|
R2 |
4,211.00 |
4,211.00 |
4,106.50 |
|
R1 |
4,143.25 |
4,143.25 |
4,091.00 |
4,177.00 |
PP |
4,042.25 |
4,042.25 |
4,042.25 |
4,059.25 |
S1 |
3,974.50 |
3,974.50 |
4,060.00 |
4,008.50 |
S2 |
3,873.50 |
3,873.50 |
4,044.50 |
|
S3 |
3,704.75 |
3,805.75 |
4,029.00 |
|
S4 |
3,536.00 |
3,637.00 |
3,982.75 |
|
|
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% |
79.50 |
2.0% |
80% |
False |
False |
1,829,105 |
10 |
4,110.00 |
3,937.50 |
172.50 |
4.2% |
62.25 |
1.5% |
80% |
False |
False |
1,491,005 |
20 |
4,110.00 |
3,711.00 |
399.00 |
9.8% |
76.50 |
1.9% |
91% |
False |
False |
1,693,841 |
40 |
4,110.00 |
3,502.00 |
608.00 |
14.9% |
88.75 |
2.2% |
94% |
False |
False |
1,974,887 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.5% |
92.25 |
2.3% |
85% |
False |
False |
2,162,490 |
80 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
87.50 |
2.1% |
68% |
False |
False |
1,631,053 |
100 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
84.50 |
2.1% |
68% |
False |
False |
1,305,426 |
120 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
85.75 |
2.1% |
68% |
False |
False |
1,088,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,420.25 |
2.618 |
4,291.75 |
1.618 |
4,213.00 |
1.000 |
4,164.25 |
0.618 |
4,134.25 |
HIGH |
4,085.50 |
0.618 |
4,055.50 |
0.500 |
4,046.00 |
0.382 |
4,036.75 |
LOW |
4,006.75 |
0.618 |
3,958.00 |
1.000 |
3,928.00 |
1.618 |
3,879.25 |
2.618 |
3,800.50 |
4.250 |
3,672.00 |
|
|
Fisher Pivots for day following 02-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,065.75 |
4,059.00 |
PP |
4,056.00 |
4,042.75 |
S1 |
4,046.00 |
4,026.50 |
|