Trading Metrics calculated at close of trading on 30-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,972.00 |
3,962.25 |
-9.75 |
-0.2% |
3,972.50 |
High |
3,990.25 |
4,093.50 |
103.25 |
2.6% |
4,049.25 |
Low |
3,941.25 |
3,942.75 |
1.50 |
0.0% |
3,937.50 |
Close |
3,962.00 |
4,081.25 |
119.25 |
3.0% |
4,032.50 |
Range |
49.00 |
150.75 |
101.75 |
207.7% |
111.75 |
ATR |
75.63 |
80.99 |
5.37 |
7.1% |
0.00 |
Volume |
1,500,171 |
2,479,997 |
979,826 |
65.3% |
4,230,368 |
|
Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,491.50 |
4,437.00 |
4,164.25 |
|
R3 |
4,340.75 |
4,286.25 |
4,122.75 |
|
R2 |
4,190.00 |
4,190.00 |
4,109.00 |
|
R1 |
4,135.50 |
4,135.50 |
4,095.00 |
4,162.75 |
PP |
4,039.25 |
4,039.25 |
4,039.25 |
4,052.75 |
S1 |
3,984.75 |
3,984.75 |
4,067.50 |
4,012.00 |
S2 |
3,888.50 |
3,888.50 |
4,053.50 |
|
S3 |
3,737.75 |
3,834.00 |
4,039.75 |
|
S4 |
3,587.00 |
3,683.25 |
3,998.25 |
|
|
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 |
4,093.50 |
3,941.25 |
152.25 |
3.7% |
65.00 |
1.6% |
92% |
True |
False |
1,470,323 |
10 |
4,093.50 |
3,912.50 |
181.00 |
4.4% |
62.00 |
1.5% |
93% |
True |
False |
1,428,950 |
20 |
4,093.50 |
3,704.25 |
389.25 |
9.5% |
81.00 |
2.0% |
97% |
True |
False |
1,714,561 |
40 |
4,093.50 |
3,502.00 |
591.50 |
14.5% |
89.25 |
2.2% |
98% |
True |
False |
1,988,959 |
60 |
4,175.00 |
3,502.00 |
673.00 |
16.5% |
92.75 |
2.3% |
86% |
False |
False |
2,109,517 |
80 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
87.75 |
2.1% |
69% |
False |
False |
1,585,237 |
100 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
85.00 |
2.1% |
69% |
False |
False |
1,268,667 |
120 |
4,345.75 |
3,502.00 |
843.75 |
20.7% |
87.00 |
2.1% |
69% |
False |
False |
1,057,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,734.25 |
2.618 |
4,488.25 |
1.618 |
4,337.50 |
1.000 |
4,244.25 |
0.618 |
4,186.75 |
HIGH |
4,093.50 |
0.618 |
4,036.00 |
0.500 |
4,018.00 |
0.382 |
4,000.25 |
LOW |
3,942.75 |
0.618 |
3,849.50 |
1.000 |
3,792.00 |
1.618 |
3,698.75 |
2.618 |
3,548.00 |
4.250 |
3,302.00 |
|
|
Fisher Pivots for day following 30-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,060.25 |
4,060.00 |
PP |
4,039.25 |
4,038.75 |
S1 |
4,018.00 |
4,017.50 |
|