Trading Metrics calculated at close of trading on 21-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
1,777.6 |
1,766.6 |
-11.0 |
-0.6% |
1,783.5 |
High |
1,784.5 |
1,769.7 |
-14.8 |
-0.8% |
1,806.0 |
Low |
1,764.0 |
1,748.8 |
-15.2 |
-0.9% |
1,764.0 |
Close |
1,769.0 |
1,754.6 |
-14.4 |
-0.8% |
1,769.0 |
Range |
20.5 |
20.9 |
0.4 |
2.0% |
42.0 |
ATR |
27.0 |
26.6 |
-0.4 |
-1.6% |
0.0 |
Volume |
31,810 |
66,246 |
34,436 |
108.3% |
228,380 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.4 |
1,808.4 |
1,766.1 |
|
R3 |
1,799.5 |
1,787.5 |
1,760.3 |
|
R2 |
1,778.6 |
1,778.6 |
1,758.4 |
|
R1 |
1,766.6 |
1,766.6 |
1,756.5 |
1,762.2 |
PP |
1,757.7 |
1,757.7 |
1,757.7 |
1,755.5 |
S1 |
1,745.7 |
1,745.7 |
1,752.7 |
1,741.3 |
S2 |
1,736.8 |
1,736.8 |
1,750.8 |
|
S3 |
1,715.9 |
1,724.8 |
1,748.9 |
|
S4 |
1,695.0 |
1,703.9 |
1,743.1 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.7 |
1,879.3 |
1,792.1 |
|
R3 |
1,863.7 |
1,837.3 |
1,780.6 |
|
R2 |
1,821.7 |
1,821.7 |
1,776.7 |
|
R1 |
1,795.3 |
1,795.3 |
1,772.9 |
1,787.5 |
PP |
1,779.7 |
1,779.7 |
1,779.7 |
1,775.8 |
S1 |
1,753.3 |
1,753.3 |
1,765.2 |
1,745.5 |
S2 |
1,737.7 |
1,737.7 |
1,761.3 |
|
S3 |
1,695.7 |
1,711.3 |
1,757.5 |
|
S4 |
1,653.7 |
1,669.3 |
1,745.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,806.0 |
1,748.8 |
57.2 |
3.3% |
19.7 |
1.1% |
10% |
False |
True |
52,733 |
10 |
1,806.0 |
1,681.3 |
124.7 |
7.1% |
27.2 |
1.6% |
59% |
False |
False |
51,694 |
20 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
26.8 |
1.5% |
70% |
False |
False |
35,879 |
40 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
27.2 |
1.6% |
70% |
False |
False |
20,720 |
60 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
26.6 |
1.5% |
70% |
False |
False |
14,776 |
80 |
1,836.7 |
1,632.3 |
204.4 |
11.6% |
24.9 |
1.4% |
60% |
False |
False |
11,619 |
100 |
1,844.8 |
1,632.3 |
212.5 |
12.1% |
24.7 |
1.4% |
58% |
False |
False |
9,509 |
120 |
1,910.6 |
1,632.3 |
278.3 |
15.9% |
24.6 |
1.4% |
44% |
False |
False |
8,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.5 |
2.618 |
1,824.4 |
1.618 |
1,803.5 |
1.000 |
1,790.6 |
0.618 |
1,782.6 |
HIGH |
1,769.7 |
0.618 |
1,761.7 |
0.500 |
1,759.3 |
0.382 |
1,756.8 |
LOW |
1,748.8 |
0.618 |
1,735.9 |
1.000 |
1,727.9 |
1.618 |
1,715.0 |
2.618 |
1,694.1 |
4.250 |
1,660.0 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,759.3 |
1,770.7 |
PP |
1,757.7 |
1,765.3 |
S1 |
1,756.2 |
1,760.0 |
|