Trading Metrics calculated at close of trading on 25-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
4,010.00 |
4,038.75 |
28.75 |
0.7% |
3,972.50 |
High |
4,039.50 |
4,049.25 |
9.75 |
0.2% |
4,049.25 |
Low |
4,002.00 |
4,024.75 |
22.75 |
0.6% |
3,937.50 |
Close |
4,033.00 |
4,032.50 |
-0.50 |
0.0% |
4,032.50 |
Range |
37.50 |
24.50 |
-13.00 |
-34.7% |
111.75 |
ATR |
82.22 |
78.09 |
-4.12 |
-5.0% |
0.00 |
Volume |
1,281,153 |
608,795 |
-672,358 |
-52.5% |
4,230,368 |
|
Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,109.00 |
4,095.25 |
4,046.00 |
|
R3 |
4,084.50 |
4,070.75 |
4,039.25 |
|
R2 |
4,060.00 |
4,060.00 |
4,037.00 |
|
R1 |
4,046.25 |
4,046.25 |
4,034.75 |
4,041.00 |
PP |
4,035.50 |
4,035.50 |
4,035.50 |
4,032.75 |
S1 |
4,021.75 |
4,021.75 |
4,030.25 |
4,016.50 |
S2 |
4,011.00 |
4,011.00 |
4,028.00 |
|
S3 |
3,986.50 |
3,997.25 |
4,025.75 |
|
S4 |
3,962.00 |
3,972.75 |
4,019.00 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,341.75 |
4,298.75 |
4,094.00 |
|
R3 |
4,230.00 |
4,187.00 |
4,063.25 |
|
R2 |
4,118.25 |
4,118.25 |
4,053.00 |
|
R1 |
4,075.25 |
4,075.25 |
4,042.75 |
4,096.75 |
PP |
4,006.50 |
4,006.50 |
4,006.50 |
4,017.00 |
S1 |
3,963.50 |
3,963.50 |
4,022.25 |
3,985.00 |
S2 |
3,894.75 |
3,894.75 |
4,012.00 |
|
S3 |
3,783.00 |
3,851.75 |
4,001.75 |
|
S4 |
3,671.25 |
3,740.00 |
3,971.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,049.25 |
3,937.50 |
111.75 |
2.8% |
45.00 |
1.1% |
85% |
True |
False |
1,152,904 |
10 |
4,050.75 |
3,912.50 |
138.25 |
3.4% |
56.00 |
1.4% |
87% |
False |
False |
1,457,805 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.6% |
81.25 |
2.0% |
95% |
False |
False |
1,740,609 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.6% |
91.75 |
2.3% |
97% |
False |
False |
2,044,247 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.7% |
92.75 |
2.3% |
79% |
False |
False |
2,020,090 |
80 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
86.25 |
2.1% |
63% |
False |
False |
1,517,077 |
100 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
84.00 |
2.1% |
63% |
False |
False |
1,214,120 |
120 |
4,345.75 |
3,502.00 |
843.75 |
20.9% |
87.00 |
2.2% |
63% |
False |
False |
1,012,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,153.50 |
2.618 |
4,113.50 |
1.618 |
4,089.00 |
1.000 |
4,073.75 |
0.618 |
4,064.50 |
HIGH |
4,049.25 |
0.618 |
4,040.00 |
0.500 |
4,037.00 |
0.382 |
4,034.00 |
LOW |
4,024.75 |
0.618 |
4,009.50 |
1.000 |
4,000.25 |
1.618 |
3,985.00 |
2.618 |
3,960.50 |
4.250 |
3,920.50 |
|
|
Fisher Pivots for day following 25-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,037.00 |
4,020.75 |
PP |
4,035.50 |
4,009.00 |
S1 |
4,034.00 |
3,997.25 |
|