| 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 |
1,219.0450 |
1,296.3230 |
77.2780 |
6.3% |
1,208.1130 |
| High |
1,299.5860 |
1,305.4060 |
5.8200 |
0.4% |
1,229.5250 |
| Low |
1,213.4520 |
1,263.9910 |
50.5390 |
4.2% |
1,077.4100 |
| Close |
1,297.1520 |
1,275.7840 |
-21.3680 |
-1.6% |
1,199.1400 |
| Range |
86.1340 |
41.4150 |
-44.7190 |
-51.9% |
152.1150 |
| ATR |
93.9199 |
90.1696 |
-3.7504 |
-4.0% |
0.0000 |
| Volume |
784,471 |
587,671 |
-196,800 |
-25.1% |
2,113,218 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.9720 |
1,382.2930 |
1,298.5623 |
|
| R3 |
1,364.5570 |
1,340.8780 |
1,287.1731 |
|
| R2 |
1,323.1420 |
1,323.1420 |
1,283.3768 |
|
| R1 |
1,299.4630 |
1,299.4630 |
1,279.5804 |
1,290.5950 |
| PP |
1,281.7270 |
1,281.7270 |
1,281.7270 |
1,277.2930 |
| S1 |
1,258.0480 |
1,258.0480 |
1,271.9876 |
1,249.1800 |
| S2 |
1,240.3120 |
1,240.3120 |
1,268.1913 |
|
| S3 |
1,198.8970 |
1,216.6330 |
1,264.3949 |
|
| S4 |
1,157.4820 |
1,175.2180 |
1,253.0058 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.0367 |
1,564.2033 |
1,282.8033 |
|
| R3 |
1,472.9217 |
1,412.0883 |
1,240.9716 |
|
| R2 |
1,320.8067 |
1,320.8067 |
1,227.0278 |
|
| R1 |
1,259.9733 |
1,259.9733 |
1,213.0839 |
1,214.3325 |
| PP |
1,168.6917 |
1,168.6917 |
1,168.6917 |
1,145.8713 |
| S1 |
1,107.8583 |
1,107.8583 |
1,185.1961 |
1,062.2175 |
| S2 |
1,016.5767 |
1,016.5767 |
1,171.2523 |
|
| S3 |
864.4617 |
955.7433 |
1,157.3084 |
|
| S4 |
712.3467 |
803.6283 |
1,115.4768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,305.4060 |
1,151.0730 |
154.3330 |
12.1% |
60.6758 |
4.8% |
81% |
True |
False |
472,561 |
| 10 |
1,305.4060 |
1,077.4100 |
227.9960 |
17.9% |
64.7988 |
5.1% |
87% |
True |
False |
513,755 |
| 20 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.3% |
109.4945 |
8.6% |
34% |
False |
False |
792,786 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.3% |
90.3475 |
7.1% |
34% |
False |
False |
719,466 |
| 60 |
1,787.3340 |
1,077.4100 |
709.9240 |
55.6% |
91.4686 |
7.2% |
28% |
False |
False |
704,553 |
| 80 |
2,028.6500 |
1,077.4100 |
951.2400 |
74.6% |
98.3633 |
7.7% |
21% |
False |
False |
693,632 |
| 100 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
79.7% |
108.2232 |
8.5% |
26% |
False |
False |
701,923 |
| 120 |
2,028.6500 |
883.1590 |
1,145.4910 |
89.8% |
109.7120 |
8.6% |
34% |
False |
False |
723,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,481.4198 |
|
2.618 |
1,413.8305 |
|
1.618 |
1,372.4155 |
|
1.000 |
1,346.8210 |
|
0.618 |
1,331.0005 |
|
HIGH |
1,305.4060 |
|
0.618 |
1,289.5855 |
|
0.500 |
1,284.6985 |
|
0.382 |
1,279.8115 |
|
LOW |
1,263.9910 |
|
0.618 |
1,238.3965 |
|
1.000 |
1,222.5760 |
|
1.618 |
1,196.9815 |
|
2.618 |
1,155.5665 |
|
4.250 |
1,087.9773 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,284.6985 |
1,261.4342 |
| PP |
1,281.7270 |
1,247.0843 |
| S1 |
1,278.7555 |
1,232.7345 |
|