Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
4,038.75 |
4,020.25 |
-18.50 |
-0.5% |
3,972.50 |
High |
4,049.25 |
4,024.00 |
-25.25 |
-0.6% |
4,049.25 |
Low |
4,024.75 |
3,960.25 |
-64.50 |
-1.6% |
3,937.50 |
Close |
4,032.50 |
3,970.25 |
-62.25 |
-1.5% |
4,032.50 |
Range |
24.50 |
63.75 |
39.25 |
160.2% |
111.75 |
ATR |
78.09 |
77.68 |
-0.42 |
-0.5% |
0.00 |
Volume |
608,795 |
1,481,503 |
872,708 |
143.4% |
4,230,368 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,176.00 |
4,137.00 |
4,005.25 |
|
R3 |
4,112.25 |
4,073.25 |
3,987.75 |
|
R2 |
4,048.50 |
4,048.50 |
3,982.00 |
|
R1 |
4,009.50 |
4,009.50 |
3,976.00 |
3,997.00 |
PP |
3,984.75 |
3,984.75 |
3,984.75 |
3,978.75 |
S1 |
3,945.75 |
3,945.75 |
3,964.50 |
3,933.50 |
S2 |
3,921.00 |
3,921.00 |
3,958.50 |
|
S3 |
3,857.25 |
3,882.00 |
3,952.75 |
|
S4 |
3,793.50 |
3,818.25 |
3,935.25 |
|
|
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% |
47.50 |
1.2% |
29% |
False |
False |
1,142,374 |
10 |
4,050.75 |
3,912.50 |
138.25 |
3.5% |
56.50 |
1.4% |
42% |
False |
False |
1,413,249 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.7% |
77.00 |
1.9% |
77% |
False |
False |
1,710,465 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.8% |
90.75 |
2.3% |
85% |
False |
False |
2,006,880 |
60 |
4,175.00 |
3,502.00 |
673.00 |
17.0% |
92.75 |
2.3% |
70% |
False |
False |
2,044,441 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.75 |
2.2% |
55% |
False |
False |
1,535,568 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
84.00 |
2.1% |
55% |
False |
False |
1,228,910 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.75 |
2.2% |
55% |
False |
False |
1,024,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,295.00 |
2.618 |
4,191.00 |
1.618 |
4,127.25 |
1.000 |
4,087.75 |
0.618 |
4,063.50 |
HIGH |
4,024.00 |
0.618 |
3,999.75 |
0.500 |
3,992.00 |
0.382 |
3,984.50 |
LOW |
3,960.25 |
0.618 |
3,920.75 |
1.000 |
3,896.50 |
1.618 |
3,857.00 |
2.618 |
3,793.25 |
4.250 |
3,689.25 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,992.00 |
4,004.75 |
PP |
3,984.75 |
3,993.25 |
S1 |
3,977.50 |
3,981.75 |
|