Trading Metrics calculated at close of trading on 23-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,922.0 |
3,949.0 |
27.0 |
0.7% |
3,881.0 |
High |
3,949.0 |
3,951.0 |
2.0 |
0.1% |
3,936.0 |
Low |
3,901.0 |
3,925.0 |
24.0 |
0.6% |
3,840.0 |
Close |
3,932.0 |
3,950.0 |
18.0 |
0.5% |
3,923.0 |
Range |
48.0 |
26.0 |
-22.0 |
-45.8% |
96.0 |
ATR |
69.0 |
66.0 |
-3.1 |
-4.5% |
0.0 |
Volume |
674,381 |
692,082 |
17,701 |
2.6% |
5,134,717 |
|
Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,020.0 |
4,011.0 |
3,964.3 |
|
R3 |
3,994.0 |
3,985.0 |
3,957.2 |
|
R2 |
3,968.0 |
3,968.0 |
3,954.8 |
|
R1 |
3,959.0 |
3,959.0 |
3,952.4 |
3,963.5 |
PP |
3,942.0 |
3,942.0 |
3,942.0 |
3,944.3 |
S1 |
3,933.0 |
3,933.0 |
3,947.6 |
3,937.5 |
S2 |
3,916.0 |
3,916.0 |
3,945.2 |
|
S3 |
3,890.0 |
3,907.0 |
3,942.9 |
|
S4 |
3,864.0 |
3,881.0 |
3,935.7 |
|
|
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 |
3,951.0 |
3,840.0 |
111.0 |
2.8% |
44.8 |
1.1% |
99% |
True |
False |
787,189 |
10 |
3,951.0 |
3,697.0 |
254.0 |
6.4% |
62.8 |
1.6% |
100% |
True |
False |
973,696 |
20 |
3,951.0 |
3,555.0 |
396.0 |
10.0% |
63.2 |
1.6% |
100% |
True |
False |
921,095 |
40 |
3,951.0 |
3,236.0 |
715.0 |
18.1% |
73.1 |
1.9% |
100% |
True |
False |
971,656 |
60 |
3,951.0 |
3,236.0 |
715.0 |
18.1% |
76.3 |
1.9% |
100% |
True |
False |
942,791 |
80 |
3,951.0 |
3,236.0 |
715.0 |
18.1% |
69.9 |
1.8% |
100% |
True |
False |
709,884 |
100 |
3,951.0 |
3,236.0 |
715.0 |
18.1% |
65.8 |
1.7% |
100% |
True |
False |
569,008 |
120 |
3,951.0 |
3,236.0 |
715.0 |
18.1% |
63.4 |
1.6% |
100% |
True |
False |
475,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,061.5 |
2.618 |
4,019.1 |
1.618 |
3,993.1 |
1.000 |
3,977.0 |
0.618 |
3,967.1 |
HIGH |
3,951.0 |
0.618 |
3,941.1 |
0.500 |
3,938.0 |
0.382 |
3,934.9 |
LOW |
3,925.0 |
0.618 |
3,908.9 |
1.000 |
3,899.0 |
1.618 |
3,882.9 |
2.618 |
3,856.9 |
4.250 |
3,814.5 |
|
|
Fisher Pivots for day following 23-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,946.0 |
3,941.0 |
PP |
3,942.0 |
3,932.0 |
S1 |
3,938.0 |
3,923.0 |
|