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 |
1,763.4 |
1,783.1 |
19.7 |
1.1% |
1,766.6 |
High |
1,784.2 |
1,818.4 |
34.2 |
1.9% |
1,776.0 |
Low |
1,758.2 |
1,782.9 |
24.7 |
1.4% |
1,733.5 |
Close |
1,759.9 |
1,815.2 |
55.3 |
3.1% |
1,768.8 |
Range |
26.0 |
35.5 |
9.5 |
36.5% |
42.5 |
ATR |
25.3 |
27.6 |
2.4 |
9.4% |
0.0 |
Volume |
192,239 |
226,148 |
33,909 |
17.6% |
262,755 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.0 |
1,899.1 |
1,834.7 |
|
R3 |
1,876.5 |
1,863.6 |
1,825.0 |
|
R2 |
1,841.0 |
1,841.0 |
1,821.7 |
|
R1 |
1,828.1 |
1,828.1 |
1,818.5 |
1,834.6 |
PP |
1,805.5 |
1,805.5 |
1,805.5 |
1,808.7 |
S1 |
1,792.6 |
1,792.6 |
1,811.9 |
1,799.1 |
S2 |
1,770.0 |
1,770.0 |
1,808.7 |
|
S3 |
1,734.5 |
1,757.1 |
1,805.4 |
|
S4 |
1,699.0 |
1,721.6 |
1,795.7 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.9 |
1,870.4 |
1,792.2 |
|
R3 |
1,844.4 |
1,827.9 |
1,780.5 |
|
R2 |
1,801.9 |
1,801.9 |
1,776.6 |
|
R1 |
1,785.4 |
1,785.4 |
1,772.7 |
1,793.7 |
PP |
1,759.4 |
1,759.4 |
1,759.4 |
1,763.6 |
S1 |
1,742.9 |
1,742.9 |
1,764.9 |
1,751.2 |
S2 |
1,716.9 |
1,716.9 |
1,761.0 |
|
S3 |
1,674.4 |
1,700.4 |
1,757.1 |
|
S4 |
1,631.9 |
1,657.9 |
1,745.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.4 |
1,752.9 |
65.5 |
3.6% |
24.5 |
1.4% |
95% |
True |
False |
147,441 |
10 |
1,818.4 |
1,733.5 |
84.9 |
4.7% |
23.5 |
1.3% |
96% |
True |
False |
99,764 |
20 |
1,818.4 |
1,632.3 |
186.1 |
10.3% |
26.9 |
1.5% |
98% |
True |
False |
73,959 |
40 |
1,818.4 |
1,632.3 |
186.1 |
10.3% |
26.3 |
1.4% |
98% |
True |
False |
41,548 |
60 |
1,818.4 |
1,632.3 |
186.1 |
10.3% |
26.8 |
1.5% |
98% |
True |
False |
28,996 |
80 |
1,836.7 |
1,632.3 |
204.4 |
11.3% |
25.1 |
1.4% |
89% |
False |
False |
22,230 |
100 |
1,836.7 |
1,632.3 |
204.4 |
11.3% |
24.7 |
1.4% |
89% |
False |
False |
18,147 |
120 |
1,910.6 |
1,632.3 |
278.3 |
15.3% |
24.7 |
1.4% |
66% |
False |
False |
15,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,969.3 |
2.618 |
1,911.3 |
1.618 |
1,875.8 |
1.000 |
1,853.9 |
0.618 |
1,840.3 |
HIGH |
1,818.4 |
0.618 |
1,804.8 |
0.500 |
1,800.7 |
0.382 |
1,796.5 |
LOW |
1,782.9 |
0.618 |
1,761.0 |
1.000 |
1,747.4 |
1.618 |
1,725.5 |
2.618 |
1,690.0 |
4.250 |
1,632.0 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
1,810.4 |
1,805.4 |
PP |
1,805.5 |
1,795.5 |
S1 |
1,800.7 |
1,785.7 |
|