Trading Metrics calculated at close of trading on 30-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,925.0 |
3,947.0 |
22.0 |
0.6% |
3,922.0 |
High |
3,963.0 |
4,012.0 |
49.0 |
1.2% |
3,974.0 |
Low |
3,921.0 |
3,940.0 |
19.0 |
0.5% |
3,895.0 |
Close |
3,934.0 |
3,965.0 |
31.0 |
0.8% |
3,961.0 |
Range |
42.0 |
72.0 |
30.0 |
71.4% |
79.0 |
ATR |
59.9 |
61.2 |
1.3 |
2.2% |
0.0 |
Volume |
720,500 |
1,120,711 |
400,211 |
55.5% |
2,567,898 |
|
Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,188.3 |
4,148.7 |
4,004.6 |
|
R3 |
4,116.3 |
4,076.7 |
3,984.8 |
|
R2 |
4,044.3 |
4,044.3 |
3,978.2 |
|
R1 |
4,004.7 |
4,004.7 |
3,971.6 |
4,024.5 |
PP |
3,972.3 |
3,972.3 |
3,972.3 |
3,982.3 |
S1 |
3,932.7 |
3,932.7 |
3,958.4 |
3,952.5 |
S2 |
3,900.3 |
3,900.3 |
3,951.8 |
|
S3 |
3,828.3 |
3,860.7 |
3,945.2 |
|
S4 |
3,756.3 |
3,788.7 |
3,925.4 |
|
|
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 |
4,012.0 |
3,921.0 |
91.0 |
2.3% |
39.8 |
1.0% |
48% |
True |
False |
774,727 |
10 |
4,012.0 |
3,840.0 |
172.0 |
4.3% |
45.8 |
1.2% |
73% |
True |
False |
818,095 |
20 |
4,012.0 |
3,562.0 |
450.0 |
11.3% |
60.4 |
1.5% |
90% |
True |
False |
906,035 |
40 |
4,012.0 |
3,251.0 |
761.0 |
19.2% |
66.9 |
1.7% |
94% |
True |
False |
931,072 |
60 |
4,012.0 |
3,236.0 |
776.0 |
19.6% |
74.4 |
1.9% |
94% |
True |
False |
992,392 |
80 |
4,012.0 |
3,236.0 |
776.0 |
19.6% |
70.5 |
1.8% |
94% |
True |
False |
749,437 |
100 |
4,012.0 |
3,236.0 |
776.0 |
19.6% |
65.8 |
1.7% |
94% |
True |
False |
600,689 |
120 |
4,012.0 |
3,236.0 |
776.0 |
19.6% |
63.1 |
1.6% |
94% |
True |
False |
501,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,318.0 |
2.618 |
4,200.5 |
1.618 |
4,128.5 |
1.000 |
4,084.0 |
0.618 |
4,056.5 |
HIGH |
4,012.0 |
0.618 |
3,984.5 |
0.500 |
3,976.0 |
0.382 |
3,967.5 |
LOW |
3,940.0 |
0.618 |
3,895.5 |
1.000 |
3,868.0 |
1.618 |
3,823.5 |
2.618 |
3,751.5 |
4.250 |
3,634.0 |
|
|
Fisher Pivots for day following 30-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,976.0 |
3,966.5 |
PP |
3,972.3 |
3,966.0 |
S1 |
3,968.7 |
3,965.5 |
|