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 |
3,957.75 |
4,010.00 |
52.25 |
1.3% |
3,984.00 |
High |
4,012.50 |
4,039.50 |
27.00 |
0.7% |
4,050.75 |
Low |
3,945.25 |
4,002.00 |
56.75 |
1.4% |
3,912.50 |
Close |
4,010.25 |
4,033.00 |
22.75 |
0.6% |
3,974.00 |
Range |
67.25 |
37.50 |
-29.75 |
-44.2% |
138.25 |
ATR |
85.66 |
82.22 |
-3.44 |
-4.0% |
0.00 |
Volume |
1,161,999 |
1,281,153 |
119,154 |
10.3% |
8,420,622 |
|
Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,137.25 |
4,122.75 |
4,053.50 |
|
R3 |
4,099.75 |
4,085.25 |
4,043.25 |
|
R2 |
4,062.25 |
4,062.25 |
4,040.00 |
|
R1 |
4,047.75 |
4,047.75 |
4,036.50 |
4,055.00 |
PP |
4,024.75 |
4,024.75 |
4,024.75 |
4,028.50 |
S1 |
4,010.25 |
4,010.25 |
4,029.50 |
4,017.50 |
S2 |
3,987.25 |
3,987.25 |
4,026.00 |
|
S3 |
3,949.75 |
3,972.75 |
4,022.75 |
|
S4 |
3,912.25 |
3,935.25 |
4,012.50 |
|
|
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 |
4,039.50 |
3,912.50 |
127.00 |
3.1% |
55.75 |
1.4% |
95% |
True |
False |
1,343,307 |
10 |
4,050.75 |
3,751.50 |
299.25 |
7.4% |
75.75 |
1.9% |
94% |
False |
False |
1,637,736 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.6% |
85.50 |
2.1% |
95% |
False |
False |
1,820,758 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.6% |
94.00 |
2.3% |
97% |
False |
False |
2,100,543 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.7% |
93.50 |
2.3% |
79% |
False |
False |
2,010,280 |
80 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
87.00 |
2.2% |
63% |
False |
False |
1,509,506 |
100 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
84.50 |
2.1% |
63% |
False |
False |
1,208,075 |
120 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
87.25 |
2.2% |
63% |
False |
False |
1,007,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,199.00 |
2.618 |
4,137.75 |
1.618 |
4,100.25 |
1.000 |
4,077.00 |
0.618 |
4,062.75 |
HIGH |
4,039.50 |
0.618 |
4,025.25 |
0.500 |
4,020.75 |
0.382 |
4,016.25 |
LOW |
4,002.00 |
0.618 |
3,978.75 |
1.000 |
3,964.50 |
1.618 |
3,941.25 |
2.618 |
3,903.75 |
4.250 |
3,842.50 |
|
|
Fisher Pivots for day following 23-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,029.00 |
4,018.25 |
PP |
4,024.75 |
4,003.25 |
S1 |
4,020.75 |
3,988.50 |
|