Trading Metrics calculated at close of trading on 29-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
4,020.25 |
3,972.00 |
-48.25 |
-1.2% |
3,972.50 |
High |
4,024.00 |
3,990.25 |
-33.75 |
-0.8% |
4,049.25 |
Low |
3,960.25 |
3,941.25 |
-19.00 |
-0.5% |
3,937.50 |
Close |
3,970.25 |
3,962.00 |
-8.25 |
-0.2% |
4,032.50 |
Range |
63.75 |
49.00 |
-14.75 |
-23.1% |
111.75 |
ATR |
77.68 |
75.63 |
-2.05 |
-2.6% |
0.00 |
Volume |
1,481,503 |
1,500,171 |
18,668 |
1.3% |
4,230,368 |
|
Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,111.50 |
4,085.75 |
3,989.00 |
|
R3 |
4,062.50 |
4,036.75 |
3,975.50 |
|
R2 |
4,013.50 |
4,013.50 |
3,971.00 |
|
R1 |
3,987.75 |
3,987.75 |
3,966.50 |
3,976.00 |
PP |
3,964.50 |
3,964.50 |
3,964.50 |
3,958.75 |
S1 |
3,938.75 |
3,938.75 |
3,957.50 |
3,927.00 |
S2 |
3,915.50 |
3,915.50 |
3,953.00 |
|
S3 |
3,866.50 |
3,889.75 |
3,948.50 |
|
S4 |
3,817.50 |
3,840.75 |
3,935.00 |
|
|
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 |
3,941.25 |
108.00 |
2.7% |
48.50 |
1.2% |
19% |
False |
True |
1,206,724 |
10 |
4,050.75 |
3,912.50 |
138.25 |
3.5% |
56.00 |
1.4% |
36% |
False |
False |
1,404,004 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.7% |
77.25 |
2.0% |
74% |
False |
False |
1,685,342 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.9% |
88.50 |
2.2% |
84% |
False |
False |
1,986,497 |
60 |
4,175.00 |
3,502.00 |
673.00 |
17.0% |
91.50 |
2.3% |
68% |
False |
False |
2,069,119 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.50 |
2.2% |
55% |
False |
False |
1,554,281 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
83.75 |
2.1% |
55% |
False |
False |
1,243,883 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.75 |
2.2% |
55% |
False |
False |
1,036,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,198.50 |
2.618 |
4,118.50 |
1.618 |
4,069.50 |
1.000 |
4,039.25 |
0.618 |
4,020.50 |
HIGH |
3,990.25 |
0.618 |
3,971.50 |
0.500 |
3,965.75 |
0.382 |
3,960.00 |
LOW |
3,941.25 |
0.618 |
3,911.00 |
1.000 |
3,892.25 |
1.618 |
3,862.00 |
2.618 |
3,813.00 |
4.250 |
3,733.00 |
|
|
Fisher Pivots for day following 29-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,965.75 |
3,995.25 |
PP |
3,964.50 |
3,984.25 |
S1 |
3,963.25 |
3,973.00 |
|