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 |
1,765.2 |
1,771.1 |
5.9 |
0.3% |
1,766.6 |
High |
1,776.0 |
1,778.5 |
2.5 |
0.1% |
1,776.0 |
Low |
1,760.6 |
1,753.3 |
-7.3 |
-0.4% |
1,733.5 |
Close |
1,768.8 |
1,755.3 |
-13.5 |
-0.8% |
1,768.8 |
Range |
15.4 |
25.2 |
9.8 |
63.6% |
42.5 |
ATR |
25.6 |
25.6 |
0.0 |
-0.1% |
0.0 |
Volume |
62,949 |
128,551 |
65,602 |
104.2% |
262,755 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.0 |
1,821.8 |
1,769.2 |
|
R3 |
1,812.8 |
1,796.6 |
1,762.2 |
|
R2 |
1,787.6 |
1,787.6 |
1,759.9 |
|
R1 |
1,771.4 |
1,771.4 |
1,757.6 |
1,766.9 |
PP |
1,762.4 |
1,762.4 |
1,762.4 |
1,760.1 |
S1 |
1,746.2 |
1,746.2 |
1,753.0 |
1,741.7 |
S2 |
1,737.2 |
1,737.2 |
1,750.7 |
|
S3 |
1,712.0 |
1,721.0 |
1,748.4 |
|
S4 |
1,686.8 |
1,695.8 |
1,741.4 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,886.9 |
1,870.4 |
1,792.2 |
|
R3 |
1,844.4 |
1,827.9 |
1,780.5 |
|
R2 |
1,801.9 |
1,801.9 |
1,776.6 |
|
R1 |
1,785.4 |
1,785.4 |
1,772.7 |
1,793.7 |
PP |
1,759.4 |
1,759.4 |
1,759.4 |
1,763.6 |
S1 |
1,742.9 |
1,742.9 |
1,764.9 |
1,751.2 |
S2 |
1,716.9 |
1,716.9 |
1,761.0 |
|
S3 |
1,674.4 |
1,700.4 |
1,757.1 |
|
S4 |
1,631.9 |
1,657.9 |
1,745.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,778.5 |
1,733.5 |
45.0 |
2.6% |
22.2 |
1.3% |
48% |
True |
False |
78,261 |
10 |
1,806.0 |
1,733.5 |
72.5 |
4.1% |
21.1 |
1.2% |
30% |
False |
False |
61,968 |
20 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
26.6 |
1.5% |
71% |
False |
False |
49,245 |
40 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
26.8 |
1.5% |
71% |
False |
False |
28,501 |
60 |
1,806.0 |
1,632.3 |
173.7 |
9.9% |
26.7 |
1.5% |
71% |
False |
False |
20,082 |
80 |
1,836.7 |
1,632.3 |
204.4 |
11.6% |
24.9 |
1.4% |
60% |
False |
False |
15,507 |
100 |
1,836.7 |
1,632.3 |
204.4 |
11.6% |
24.3 |
1.4% |
60% |
False |
False |
12,721 |
120 |
1,910.6 |
1,632.3 |
278.3 |
15.9% |
24.7 |
1.4% |
44% |
False |
False |
10,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.6 |
2.618 |
1,844.5 |
1.618 |
1,819.3 |
1.000 |
1,803.7 |
0.618 |
1,794.1 |
HIGH |
1,778.5 |
0.618 |
1,768.9 |
0.500 |
1,765.9 |
0.382 |
1,762.9 |
LOW |
1,753.3 |
0.618 |
1,737.7 |
1.000 |
1,728.1 |
1.618 |
1,712.5 |
2.618 |
1,687.3 |
4.250 |
1,646.2 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,765.9 |
1,756.0 |
PP |
1,762.4 |
1,755.8 |
S1 |
1,758.8 |
1,755.5 |
|