Trading Metrics calculated at close of trading on 21-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,892.0 |
3,922.0 |
30.0 |
0.8% |
3,881.0 |
High |
3,936.0 |
3,928.0 |
-8.0 |
-0.2% |
3,936.0 |
Low |
3,888.0 |
3,895.0 |
7.0 |
0.2% |
3,840.0 |
Close |
3,923.0 |
3,911.0 |
-12.0 |
-0.3% |
3,923.0 |
Range |
48.0 |
33.0 |
-15.0 |
-31.3% |
96.0 |
ATR |
73.6 |
70.7 |
-2.9 |
-3.9% |
0.0 |
Volume |
1,115,215 |
577,420 |
-537,795 |
-48.2% |
5,134,717 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,010.3 |
3,993.7 |
3,929.2 |
|
R3 |
3,977.3 |
3,960.7 |
3,920.1 |
|
R2 |
3,944.3 |
3,944.3 |
3,917.1 |
|
R1 |
3,927.7 |
3,927.7 |
3,914.0 |
3,919.5 |
PP |
3,911.3 |
3,911.3 |
3,911.3 |
3,907.3 |
S1 |
3,894.7 |
3,894.7 |
3,908.0 |
3,886.5 |
S2 |
3,878.3 |
3,878.3 |
3,905.0 |
|
S3 |
3,845.3 |
3,861.7 |
3,901.9 |
|
S4 |
3,812.3 |
3,828.7 |
3,892.9 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,187.7 |
4,151.3 |
3,975.8 |
|
R3 |
4,091.7 |
4,055.3 |
3,949.4 |
|
R2 |
3,995.7 |
3,995.7 |
3,940.6 |
|
R1 |
3,959.3 |
3,959.3 |
3,931.8 |
3,977.5 |
PP |
3,899.7 |
3,899.7 |
3,899.7 |
3,908.8 |
S1 |
3,863.3 |
3,863.3 |
3,914.2 |
3,881.5 |
S2 |
3,803.7 |
3,803.7 |
3,905.4 |
|
S3 |
3,707.7 |
3,767.3 |
3,896.6 |
|
S4 |
3,611.7 |
3,671.3 |
3,870.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,936.0 |
3,840.0 |
96.0 |
2.5% |
59.2 |
1.5% |
74% |
False |
False |
952,614 |
10 |
3,936.0 |
3,693.0 |
243.0 |
6.2% |
64.3 |
1.6% |
90% |
False |
False |
979,091 |
20 |
3,936.0 |
3,507.0 |
429.0 |
11.0% |
66.4 |
1.7% |
94% |
False |
False |
945,242 |
40 |
3,936.0 |
3,236.0 |
700.0 |
17.9% |
76.7 |
2.0% |
96% |
False |
False |
1,003,757 |
60 |
3,936.0 |
3,236.0 |
700.0 |
17.9% |
77.3 |
2.0% |
96% |
False |
False |
920,262 |
80 |
3,936.0 |
3,236.0 |
700.0 |
17.9% |
69.7 |
1.8% |
96% |
False |
False |
692,838 |
100 |
3,936.0 |
3,236.0 |
700.0 |
17.9% |
66.4 |
1.7% |
96% |
False |
False |
555,352 |
120 |
3,936.0 |
3,236.0 |
700.0 |
17.9% |
62.8 |
1.6% |
96% |
False |
False |
463,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,068.3 |
2.618 |
4,014.4 |
1.618 |
3,981.4 |
1.000 |
3,961.0 |
0.618 |
3,948.4 |
HIGH |
3,928.0 |
0.618 |
3,915.4 |
0.500 |
3,911.5 |
0.382 |
3,907.6 |
LOW |
3,895.0 |
0.618 |
3,874.6 |
1.000 |
3,862.0 |
1.618 |
3,841.6 |
2.618 |
3,808.6 |
4.250 |
3,754.8 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,911.5 |
3,903.3 |
PP |
3,911.3 |
3,895.7 |
S1 |
3,911.2 |
3,888.0 |
|