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 |
3,960.50 |
3,972.50 |
12.00 |
0.3% |
3,984.00 |
High |
3,994.00 |
3,982.00 |
-12.00 |
-0.3% |
4,050.75 |
Low |
3,942.50 |
3,937.50 |
-5.00 |
-0.1% |
3,912.50 |
Close |
3,974.00 |
3,958.00 |
-16.00 |
-0.4% |
3,974.00 |
Range |
51.50 |
44.50 |
-7.00 |
-13.6% |
138.25 |
ATR |
90.35 |
87.07 |
-3.27 |
-3.6% |
0.00 |
Volume |
1,534,155 |
1,178,421 |
-355,734 |
-23.2% |
8,420,622 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,092.75 |
4,069.75 |
3,982.50 |
|
R3 |
4,048.25 |
4,025.25 |
3,970.25 |
|
R2 |
4,003.75 |
4,003.75 |
3,966.25 |
|
R1 |
3,980.75 |
3,980.75 |
3,962.00 |
3,970.00 |
PP |
3,959.25 |
3,959.25 |
3,959.25 |
3,953.75 |
S1 |
3,936.25 |
3,936.25 |
3,954.00 |
3,925.50 |
S2 |
3,914.75 |
3,914.75 |
3,949.75 |
|
S3 |
3,870.25 |
3,891.75 |
3,945.75 |
|
S4 |
3,825.75 |
3,847.25 |
3,933.50 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.75 |
4,322.25 |
4,050.00 |
|
R3 |
4,255.50 |
4,184.00 |
4,012.00 |
|
R2 |
4,117.25 |
4,117.25 |
3,999.25 |
|
R1 |
4,045.75 |
4,045.75 |
3,986.75 |
4,012.50 |
PP |
3,979.00 |
3,979.00 |
3,979.00 |
3,962.50 |
S1 |
3,907.50 |
3,907.50 |
3,961.25 |
3,874.00 |
S2 |
3,840.75 |
3,840.75 |
3,948.75 |
|
S3 |
3,702.50 |
3,769.25 |
3,936.00 |
|
S4 |
3,564.25 |
3,631.00 |
3,898.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,050.75 |
3,912.50 |
138.25 |
3.5% |
63.75 |
1.6% |
33% |
False |
False |
1,601,285 |
10 |
4,050.75 |
3,750.00 |
300.75 |
7.6% |
82.50 |
2.1% |
69% |
False |
False |
1,770,141 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.8% |
88.25 |
2.2% |
73% |
False |
False |
1,896,364 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.9% |
97.25 |
2.5% |
83% |
False |
False |
2,183,064 |
60 |
4,175.00 |
3,502.00 |
673.00 |
17.0% |
94.50 |
2.4% |
68% |
False |
False |
1,970,063 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
87.25 |
2.2% |
54% |
False |
False |
1,479,017 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
85.50 |
2.2% |
54% |
False |
False |
1,183,734 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
88.00 |
2.2% |
54% |
False |
False |
986,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,171.00 |
2.618 |
4,098.50 |
1.618 |
4,054.00 |
1.000 |
4,026.50 |
0.618 |
4,009.50 |
HIGH |
3,982.00 |
0.618 |
3,965.00 |
0.500 |
3,959.75 |
0.382 |
3,954.50 |
LOW |
3,937.50 |
0.618 |
3,910.00 |
1.000 |
3,893.00 |
1.618 |
3,865.50 |
2.618 |
3,821.00 |
4.250 |
3,748.50 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,959.75 |
3,956.50 |
PP |
3,959.25 |
3,954.75 |
S1 |
3,958.50 |
3,953.25 |
|