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 |
3,972.50 |
3,957.75 |
-14.75 |
-0.4% |
3,984.00 |
High |
3,982.00 |
4,012.50 |
30.50 |
0.8% |
4,050.75 |
Low |
3,937.50 |
3,945.25 |
7.75 |
0.2% |
3,912.50 |
Close |
3,958.00 |
4,010.25 |
52.25 |
1.3% |
3,974.00 |
Range |
44.50 |
67.25 |
22.75 |
51.1% |
138.25 |
ATR |
87.07 |
85.66 |
-1.42 |
-1.6% |
0.00 |
Volume |
1,178,421 |
1,161,999 |
-16,422 |
-1.4% |
8,420,622 |
|
Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.00 |
4,168.00 |
4,047.25 |
|
R3 |
4,123.75 |
4,100.75 |
4,028.75 |
|
R2 |
4,056.50 |
4,056.50 |
4,022.50 |
|
R1 |
4,033.50 |
4,033.50 |
4,016.50 |
4,045.00 |
PP |
3,989.25 |
3,989.25 |
3,989.25 |
3,995.00 |
S1 |
3,966.25 |
3,966.25 |
4,004.00 |
3,977.75 |
S2 |
3,922.00 |
3,922.00 |
3,998.00 |
|
S3 |
3,854.75 |
3,899.00 |
3,991.75 |
|
S4 |
3,787.50 |
3,831.75 |
3,973.25 |
|
|
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 |
4,015.75 |
3,912.50 |
103.25 |
2.6% |
59.00 |
1.5% |
95% |
False |
False |
1,387,576 |
10 |
4,050.75 |
3,750.00 |
300.75 |
7.5% |
81.75 |
2.0% |
87% |
False |
False |
1,698,536 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.6% |
87.50 |
2.2% |
88% |
False |
False |
1,862,627 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.7% |
96.50 |
2.4% |
93% |
False |
False |
2,138,038 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.8% |
94.50 |
2.4% |
76% |
False |
False |
1,989,196 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.0% |
87.25 |
2.2% |
60% |
False |
False |
1,493,524 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.0% |
85.25 |
2.1% |
60% |
False |
False |
1,195,313 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.0% |
87.50 |
2.2% |
60% |
False |
False |
996,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.25 |
2.618 |
4,188.50 |
1.618 |
4,121.25 |
1.000 |
4,079.75 |
0.618 |
4,054.00 |
HIGH |
4,012.50 |
0.618 |
3,986.75 |
0.500 |
3,979.00 |
0.382 |
3,971.00 |
LOW |
3,945.25 |
0.618 |
3,903.75 |
1.000 |
3,878.00 |
1.618 |
3,836.50 |
2.618 |
3,769.25 |
4.250 |
3,659.50 |
|
|
Fisher Pivots for day following 22-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,999.75 |
3,998.50 |
PP |
3,989.25 |
3,986.75 |
S1 |
3,979.00 |
3,975.00 |
|