Trading Metrics calculated at close of trading on 22-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,922.0 |
3,922.0 |
0.0 |
0.0% |
3,881.0 |
High |
3,928.0 |
3,949.0 |
21.0 |
0.5% |
3,936.0 |
Low |
3,895.0 |
3,901.0 |
6.0 |
0.2% |
3,840.0 |
Close |
3,911.0 |
3,932.0 |
21.0 |
0.5% |
3,923.0 |
Range |
33.0 |
48.0 |
15.0 |
45.5% |
96.0 |
ATR |
70.7 |
69.0 |
-1.6 |
-2.3% |
0.0 |
Volume |
577,420 |
674,381 |
96,961 |
16.8% |
5,134,717 |
|
Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,071.3 |
4,049.7 |
3,958.4 |
|
R3 |
4,023.3 |
4,001.7 |
3,945.2 |
|
R2 |
3,975.3 |
3,975.3 |
3,940.8 |
|
R1 |
3,953.7 |
3,953.7 |
3,936.4 |
3,964.5 |
PP |
3,927.3 |
3,927.3 |
3,927.3 |
3,932.8 |
S1 |
3,905.7 |
3,905.7 |
3,927.6 |
3,916.5 |
S2 |
3,879.3 |
3,879.3 |
3,923.2 |
|
S3 |
3,831.3 |
3,857.7 |
3,918.8 |
|
S4 |
3,783.3 |
3,809.7 |
3,905.6 |
|
|
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 |
3,949.0 |
3,840.0 |
109.0 |
2.8% |
51.8 |
1.3% |
84% |
True |
False |
861,463 |
10 |
3,949.0 |
3,697.0 |
252.0 |
6.4% |
64.3 |
1.6% |
93% |
True |
False |
973,166 |
20 |
3,949.0 |
3,555.0 |
394.0 |
10.0% |
64.6 |
1.6% |
96% |
True |
False |
932,155 |
40 |
3,949.0 |
3,236.0 |
713.0 |
18.1% |
75.3 |
1.9% |
98% |
True |
False |
990,734 |
60 |
3,949.0 |
3,236.0 |
713.0 |
18.1% |
77.3 |
2.0% |
98% |
True |
False |
931,465 |
80 |
3,949.0 |
3,236.0 |
713.0 |
18.1% |
69.9 |
1.8% |
98% |
True |
False |
701,266 |
100 |
3,949.0 |
3,236.0 |
713.0 |
18.1% |
66.7 |
1.7% |
98% |
True |
False |
562,095 |
120 |
3,949.0 |
3,236.0 |
713.0 |
18.1% |
63.2 |
1.6% |
98% |
True |
False |
469,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,153.0 |
2.618 |
4,074.7 |
1.618 |
4,026.7 |
1.000 |
3,997.0 |
0.618 |
3,978.7 |
HIGH |
3,949.0 |
0.618 |
3,930.7 |
0.500 |
3,925.0 |
0.382 |
3,919.3 |
LOW |
3,901.0 |
0.618 |
3,871.3 |
1.000 |
3,853.0 |
1.618 |
3,823.3 |
2.618 |
3,775.3 |
4.250 |
3,697.0 |
|
|
Fisher Pivots for day following 22-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,929.7 |
3,927.5 |
PP |
3,927.3 |
3,923.0 |
S1 |
3,925.0 |
3,918.5 |
|