| 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 |
12,079.25 |
12,039.75 |
-39.50 |
-0.3% |
11,731.25 |
| High |
12,145.00 |
12,067.75 |
-77.25 |
-0.6% |
12,145.00 |
| Low |
11,943.25 |
11,740.50 |
-202.75 |
-1.7% |
11,465.00 |
| Close |
12,062.75 |
12,010.25 |
-52.50 |
-0.4% |
12,010.25 |
| Range |
201.75 |
327.25 |
125.50 |
62.2% |
680.00 |
| ATR |
314.03 |
314.97 |
0.94 |
0.3% |
0.00 |
| Volume |
629,297 |
588,295 |
-41,002 |
-6.5% |
3,048,783 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,921.25 |
12,793.00 |
12,190.25 |
|
| R3 |
12,594.00 |
12,465.75 |
12,100.25 |
|
| R2 |
12,266.75 |
12,266.75 |
12,070.25 |
|
| R1 |
12,138.50 |
12,138.50 |
12,040.25 |
12,039.00 |
| PP |
11,939.50 |
11,939.50 |
11,939.50 |
11,889.75 |
| S1 |
11,811.25 |
11,811.25 |
11,980.25 |
11,711.75 |
| S2 |
11,612.25 |
11,612.25 |
11,950.25 |
|
| S3 |
11,285.00 |
11,484.00 |
11,920.25 |
|
| S4 |
10,957.75 |
11,156.75 |
11,830.25 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,913.50 |
13,641.75 |
12,384.25 |
|
| R3 |
13,233.50 |
12,961.75 |
12,197.25 |
|
| R2 |
12,553.50 |
12,553.50 |
12,135.00 |
|
| R1 |
12,281.75 |
12,281.75 |
12,072.50 |
12,417.50 |
| PP |
11,873.50 |
11,873.50 |
11,873.50 |
11,941.25 |
| S1 |
11,601.75 |
11,601.75 |
11,948.00 |
11,737.50 |
| S2 |
11,193.50 |
11,193.50 |
11,885.50 |
|
| S3 |
10,513.50 |
10,921.75 |
11,823.25 |
|
| S4 |
9,833.50 |
10,241.75 |
11,636.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,145.00 |
11,465.00 |
680.00 |
5.7% |
312.50 |
2.6% |
80% |
False |
False |
609,756 |
| 10 |
12,145.00 |
11,465.00 |
680.00 |
5.7% |
257.50 |
2.1% |
80% |
False |
False |
537,072 |
| 20 |
12,145.00 |
10,636.00 |
1,509.00 |
12.6% |
306.75 |
2.6% |
91% |
False |
False |
616,686 |
| 40 |
12,145.00 |
10,484.75 |
1,660.25 |
13.8% |
348.00 |
2.9% |
92% |
False |
False |
686,027 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
20.9% |
350.50 |
2.9% |
61% |
False |
False |
703,168 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
27.8% |
335.50 |
2.8% |
46% |
False |
False |
528,596 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
27.8% |
332.00 |
2.8% |
46% |
False |
False |
423,017 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
27.8% |
335.50 |
2.8% |
46% |
False |
False |
352,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,458.50 |
|
2.618 |
12,924.50 |
|
1.618 |
12,597.25 |
|
1.000 |
12,395.00 |
|
0.618 |
12,270.00 |
|
HIGH |
12,067.75 |
|
0.618 |
11,942.75 |
|
0.500 |
11,904.00 |
|
0.382 |
11,865.50 |
|
LOW |
11,740.50 |
|
0.618 |
11,538.25 |
|
1.000 |
11,413.25 |
|
1.618 |
11,211.00 |
|
2.618 |
10,883.75 |
|
4.250 |
10,349.75 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,975.00 |
11,947.25 |
| PP |
11,939.50 |
11,884.25 |
| S1 |
11,904.00 |
11,821.50 |
|