Trading Metrics calculated at close of trading on 29-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,946.0 |
3,925.0 |
-21.0 |
-0.5% |
3,922.0 |
High |
3,958.0 |
3,963.0 |
5.0 |
0.1% |
3,974.0 |
Low |
3,922.0 |
3,921.0 |
-1.0 |
0.0% |
3,895.0 |
Close |
3,938.0 |
3,934.0 |
-4.0 |
-0.1% |
3,961.0 |
Range |
36.0 |
42.0 |
6.0 |
16.7% |
79.0 |
ATR |
61.3 |
59.9 |
-1.4 |
-2.2% |
0.0 |
Volume |
716,327 |
720,500 |
4,173 |
0.6% |
2,567,898 |
|
Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,065.3 |
4,041.7 |
3,957.1 |
|
R3 |
4,023.3 |
3,999.7 |
3,945.6 |
|
R2 |
3,981.3 |
3,981.3 |
3,941.7 |
|
R1 |
3,957.7 |
3,957.7 |
3,937.9 |
3,969.5 |
PP |
3,939.3 |
3,939.3 |
3,939.3 |
3,945.3 |
S1 |
3,915.7 |
3,915.7 |
3,930.2 |
3,927.5 |
S2 |
3,897.3 |
3,897.3 |
3,926.3 |
|
S3 |
3,855.3 |
3,873.7 |
3,922.5 |
|
S4 |
3,813.3 |
3,831.7 |
3,910.9 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,180.3 |
4,149.7 |
4,004.5 |
|
R3 |
4,101.3 |
4,070.7 |
3,982.7 |
|
R2 |
4,022.3 |
4,022.3 |
3,975.5 |
|
R1 |
3,991.7 |
3,991.7 |
3,968.2 |
4,007.0 |
PP |
3,943.3 |
3,943.3 |
3,943.3 |
3,951.0 |
S1 |
3,912.7 |
3,912.7 |
3,953.8 |
3,928.0 |
S2 |
3,864.3 |
3,864.3 |
3,946.5 |
|
S3 |
3,785.3 |
3,833.7 |
3,939.3 |
|
S4 |
3,706.3 |
3,754.7 |
3,917.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,974.0 |
3,901.0 |
73.0 |
1.9% |
35.0 |
0.9% |
45% |
False |
False |
685,461 |
10 |
3,974.0 |
3,840.0 |
134.0 |
3.4% |
47.1 |
1.2% |
70% |
False |
False |
819,037 |
20 |
3,974.0 |
3,562.0 |
412.0 |
10.5% |
59.5 |
1.5% |
90% |
False |
False |
893,159 |
40 |
3,974.0 |
3,251.0 |
723.0 |
18.4% |
68.2 |
1.7% |
94% |
False |
False |
938,441 |
60 |
3,974.0 |
3,236.0 |
738.0 |
18.8% |
74.1 |
1.9% |
95% |
False |
False |
976,233 |
80 |
3,974.0 |
3,236.0 |
738.0 |
18.8% |
69.9 |
1.8% |
95% |
False |
False |
735,429 |
100 |
3,974.0 |
3,236.0 |
738.0 |
18.8% |
65.5 |
1.7% |
95% |
False |
False |
589,485 |
120 |
3,974.0 |
3,236.0 |
738.0 |
18.8% |
62.8 |
1.6% |
95% |
False |
False |
492,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,141.5 |
2.618 |
4,073.0 |
1.618 |
4,031.0 |
1.000 |
4,005.0 |
0.618 |
3,989.0 |
HIGH |
3,963.0 |
0.618 |
3,947.0 |
0.500 |
3,942.0 |
0.382 |
3,937.0 |
LOW |
3,921.0 |
0.618 |
3,895.0 |
1.000 |
3,879.0 |
1.618 |
3,853.0 |
2.618 |
3,811.0 |
4.250 |
3,742.5 |
|
|
Fisher Pivots for day following 29-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,942.0 |
3,947.5 |
PP |
3,939.3 |
3,943.0 |
S1 |
3,936.7 |
3,938.5 |
|