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 |
3,994.50 |
4,128.00 |
133.50 |
3.3% |
4,011.75 |
High |
4,127.00 |
4,142.50 |
15.50 |
0.4% |
4,094.50 |
Low |
3,975.50 |
4,088.00 |
112.50 |
2.8% |
3,972.00 |
Close |
4,115.25 |
4,115.50 |
0.25 |
0.0% |
4,066.50 |
Range |
151.50 |
54.50 |
-97.00 |
-64.0% |
122.50 |
ATR |
81.54 |
79.61 |
-1.93 |
-2.4% |
0.00 |
Volume |
23,718 |
29,533 |
5,815 |
24.5% |
21,042 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,278.75 |
4,251.75 |
4,145.50 |
|
R3 |
4,224.25 |
4,197.25 |
4,130.50 |
|
R2 |
4,169.75 |
4,169.75 |
4,125.50 |
|
R1 |
4,142.75 |
4,142.75 |
4,120.50 |
4,129.00 |
PP |
4,115.25 |
4,115.25 |
4,115.25 |
4,108.50 |
S1 |
4,088.25 |
4,088.25 |
4,110.50 |
4,074.50 |
S2 |
4,060.75 |
4,060.75 |
4,105.50 |
|
S3 |
4,006.25 |
4,033.75 |
4,100.50 |
|
S4 |
3,951.75 |
3,979.25 |
4,085.50 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.75 |
4,361.75 |
4,134.00 |
|
R3 |
4,289.25 |
4,239.25 |
4,100.25 |
|
R2 |
4,166.75 |
4,166.75 |
4,089.00 |
|
R1 |
4,116.75 |
4,116.75 |
4,077.75 |
4,141.75 |
PP |
4,044.25 |
4,044.25 |
4,044.25 |
4,057.00 |
S1 |
3,994.25 |
3,994.25 |
4,055.25 |
4,019.25 |
S2 |
3,921.75 |
3,921.75 |
4,044.00 |
|
S3 |
3,799.25 |
3,871.75 |
4,032.75 |
|
S4 |
3,676.75 |
3,749.25 |
3,999.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,142.50 |
3,974.50 |
168.00 |
4.1% |
71.75 |
1.7% |
84% |
True |
False |
14,576 |
10 |
4,142.50 |
3,945.50 |
197.00 |
4.8% |
63.50 |
1.5% |
86% |
True |
False |
10,678 |
20 |
4,142.50 |
3,735.00 |
407.50 |
9.9% |
77.25 |
1.9% |
93% |
True |
False |
8,580 |
40 |
4,142.50 |
3,530.25 |
612.25 |
14.9% |
88.50 |
2.2% |
96% |
True |
False |
6,263 |
60 |
4,194.25 |
3,530.25 |
664.00 |
16.1% |
91.50 |
2.2% |
88% |
False |
False |
5,101 |
80 |
4,373.50 |
3,530.25 |
843.25 |
20.5% |
87.00 |
2.1% |
69% |
False |
False |
3,956 |
100 |
4,373.50 |
3,530.25 |
843.25 |
20.5% |
83.25 |
2.0% |
69% |
False |
False |
3,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,374.00 |
2.618 |
4,285.25 |
1.618 |
4,230.75 |
1.000 |
4,197.00 |
0.618 |
4,176.25 |
HIGH |
4,142.50 |
0.618 |
4,121.75 |
0.500 |
4,115.25 |
0.382 |
4,108.75 |
LOW |
4,088.00 |
0.618 |
4,054.25 |
1.000 |
4,033.50 |
1.618 |
3,999.75 |
2.618 |
3,945.25 |
4.250 |
3,856.50 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
4,115.50 |
4,096.50 |
PP |
4,115.25 |
4,077.50 |
S1 |
4,115.25 |
4,058.50 |
|