| 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 |
1,792.7 |
1,819.2 |
26.5 |
1.5% |
1,797.7 |
| High |
1,814.6 |
1,848.0 |
33.4 |
1.8% |
1,806.5 |
| Low |
1,788.9 |
1,816.3 |
27.4 |
1.5% |
1,769.1 |
| Close |
1,790.5 |
1,845.3 |
54.8 |
3.1% |
1,799.4 |
| Range |
25.7 |
31.7 |
6.0 |
23.3% |
37.4 |
| ATR |
23.8 |
26.2 |
2.4 |
10.1% |
0.0 |
| Volume |
1,238 |
2,476 |
1,238 |
100.0% |
5,533 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,931.6 |
1,920.2 |
1,862.7 |
|
| R3 |
1,899.9 |
1,888.5 |
1,854.0 |
|
| R2 |
1,868.2 |
1,868.2 |
1,851.1 |
|
| R1 |
1,856.8 |
1,856.8 |
1,848.2 |
1,862.5 |
| PP |
1,836.5 |
1,836.5 |
1,836.5 |
1,839.4 |
| S1 |
1,825.1 |
1,825.1 |
1,842.4 |
1,830.8 |
| S2 |
1,804.8 |
1,804.8 |
1,839.5 |
|
| S3 |
1,773.1 |
1,793.4 |
1,836.6 |
|
| S4 |
1,741.4 |
1,761.7 |
1,827.9 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,903.9 |
1,889.0 |
1,820.0 |
|
| R3 |
1,866.5 |
1,851.6 |
1,809.7 |
|
| R2 |
1,829.1 |
1,829.1 |
1,806.3 |
|
| R1 |
1,814.2 |
1,814.2 |
1,802.8 |
1,821.7 |
| PP |
1,791.7 |
1,791.7 |
1,791.7 |
1,795.4 |
| S1 |
1,776.8 |
1,776.8 |
1,796.0 |
1,784.3 |
| S2 |
1,754.3 |
1,754.3 |
1,792.5 |
|
| S3 |
1,716.9 |
1,739.4 |
1,789.1 |
|
| S4 |
1,679.5 |
1,702.0 |
1,778.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,848.0 |
1,783.9 |
64.1 |
3.5% |
23.1 |
1.3% |
96% |
True |
False |
1,609 |
| 10 |
1,848.0 |
1,769.1 |
78.9 |
4.3% |
21.5 |
1.2% |
97% |
True |
False |
1,415 |
| 20 |
1,848.0 |
1,663.2 |
184.8 |
10.0% |
25.4 |
1.4% |
99% |
True |
False |
1,794 |
| 40 |
1,848.0 |
1,663.2 |
184.8 |
10.0% |
24.4 |
1.3% |
99% |
True |
False |
1,307 |
| 60 |
1,848.0 |
1,662.5 |
185.5 |
10.1% |
24.5 |
1.3% |
99% |
True |
False |
1,031 |
| 80 |
1,860.6 |
1,662.5 |
198.1 |
10.7% |
22.4 |
1.2% |
92% |
False |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.7 |
|
2.618 |
1,931.0 |
|
1.618 |
1,899.3 |
|
1.000 |
1,879.7 |
|
0.618 |
1,867.6 |
|
HIGH |
1,848.0 |
|
0.618 |
1,835.9 |
|
0.500 |
1,832.2 |
|
0.382 |
1,828.4 |
|
LOW |
1,816.3 |
|
0.618 |
1,796.7 |
|
1.000 |
1,784.6 |
|
1.618 |
1,765.0 |
|
2.618 |
1,733.3 |
|
4.250 |
1,681.6 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,840.9 |
1,835.6 |
| PP |
1,836.5 |
1,825.9 |
| S1 |
1,832.2 |
1,816.2 |
|