Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
1,751.0 |
1,755.0 |
4.0 |
0.2% |
1,752.0 |
High |
1,761.2 |
1,763.5 |
2.3 |
0.1% |
1,761.2 |
Low |
1,745.9 |
1,738.2 |
-7.7 |
-0.4% |
1,719.0 |
Close |
1,754.0 |
1,740.3 |
-13.7 |
-0.8% |
1,754.0 |
Range |
15.3 |
25.3 |
10.0 |
65.4% |
42.2 |
ATR |
26.0 |
25.9 |
0.0 |
-0.2% |
0.0 |
Volume |
134,299 |
132,767 |
-1,532 |
-1.1% |
621,243 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.2 |
1,807.1 |
1,754.2 |
|
R3 |
1,797.9 |
1,781.8 |
1,747.3 |
|
R2 |
1,772.6 |
1,772.6 |
1,744.9 |
|
R1 |
1,756.5 |
1,756.5 |
1,742.6 |
1,751.9 |
PP |
1,747.3 |
1,747.3 |
1,747.3 |
1,745.1 |
S1 |
1,731.2 |
1,731.2 |
1,738.0 |
1,726.6 |
S2 |
1,722.0 |
1,722.0 |
1,735.7 |
|
S3 |
1,696.7 |
1,705.9 |
1,733.3 |
|
S4 |
1,671.4 |
1,680.6 |
1,726.4 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.3 |
1,854.9 |
1,777.2 |
|
R3 |
1,829.1 |
1,812.7 |
1,765.6 |
|
R2 |
1,786.9 |
1,786.9 |
1,761.7 |
|
R1 |
1,770.5 |
1,770.5 |
1,757.9 |
1,778.7 |
PP |
1,744.7 |
1,744.7 |
1,744.7 |
1,748.9 |
S1 |
1,728.3 |
1,728.3 |
1,750.1 |
1,736.5 |
S2 |
1,702.5 |
1,702.5 |
1,746.3 |
|
S3 |
1,660.3 |
1,686.1 |
1,742.4 |
|
S4 |
1,618.1 |
1,643.9 |
1,730.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,763.5 |
1,719.0 |
44.5 |
2.6% |
22.2 |
1.3% |
48% |
True |
False |
150,802 |
10 |
1,791.8 |
1,719.0 |
72.8 |
4.2% |
21.2 |
1.2% |
29% |
False |
False |
173,555 |
20 |
1,791.8 |
1,618.3 |
173.5 |
10.0% |
26.9 |
1.5% |
70% |
False |
False |
204,435 |
40 |
1,791.8 |
1,618.3 |
173.5 |
10.0% |
27.4 |
1.6% |
70% |
False |
False |
192,820 |
60 |
1,791.8 |
1,618.3 |
173.5 |
10.0% |
27.5 |
1.6% |
70% |
False |
False |
195,300 |
80 |
1,824.6 |
1,618.3 |
206.3 |
11.9% |
25.8 |
1.5% |
59% |
False |
False |
181,201 |
100 |
1,824.6 |
1,618.3 |
206.3 |
11.9% |
25.5 |
1.5% |
59% |
False |
False |
163,882 |
120 |
1,900.8 |
1,618.3 |
282.5 |
16.2% |
26.0 |
1.5% |
43% |
False |
False |
139,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.0 |
2.618 |
1,829.7 |
1.618 |
1,804.4 |
1.000 |
1,788.8 |
0.618 |
1,779.1 |
HIGH |
1,763.5 |
0.618 |
1,753.8 |
0.500 |
1,750.9 |
0.382 |
1,747.9 |
LOW |
1,738.2 |
0.618 |
1,722.6 |
1.000 |
1,712.9 |
1.618 |
1,697.3 |
2.618 |
1,672.0 |
4.250 |
1,630.7 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,750.9 |
1,741.3 |
PP |
1,747.3 |
1,740.9 |
S1 |
1,743.8 |
1,740.6 |
|