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 |
3,900.0 |
3,918.0 |
18.0 |
0.5% |
3,887.0 |
High |
3,940.0 |
3,920.0 |
-20.0 |
-0.5% |
3,940.0 |
Low |
3,892.0 |
3,904.0 |
12.0 |
0.3% |
3,848.0 |
Close |
3,929.0 |
3,916.0 |
-13.0 |
-0.3% |
3,929.0 |
Range |
48.0 |
16.0 |
-32.0 |
-66.7% |
92.0 |
ATR |
62.0 |
59.4 |
-2.6 |
-4.3% |
0.0 |
Volume |
296 |
6,849 |
6,553 |
2,213.9% |
24,620 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,961.3 |
3,954.7 |
3,924.8 |
|
R3 |
3,945.3 |
3,938.7 |
3,920.4 |
|
R2 |
3,929.3 |
3,929.3 |
3,918.9 |
|
R1 |
3,922.7 |
3,922.7 |
3,917.5 |
3,918.0 |
PP |
3,913.3 |
3,913.3 |
3,913.3 |
3,911.0 |
S1 |
3,906.7 |
3,906.7 |
3,914.5 |
3,902.0 |
S2 |
3,897.3 |
3,897.3 |
3,913.1 |
|
S3 |
3,881.3 |
3,890.7 |
3,911.6 |
|
S4 |
3,865.3 |
3,874.7 |
3,907.2 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,181.7 |
4,147.3 |
3,979.6 |
|
R3 |
4,089.7 |
4,055.3 |
3,954.3 |
|
R2 |
3,997.7 |
3,997.7 |
3,945.9 |
|
R1 |
3,963.3 |
3,963.3 |
3,937.4 |
3,980.5 |
PP |
3,905.7 |
3,905.7 |
3,905.7 |
3,914.3 |
S1 |
3,871.3 |
3,871.3 |
3,920.6 |
3,888.5 |
S2 |
3,813.7 |
3,813.7 |
3,912.1 |
|
S3 |
3,721.7 |
3,779.3 |
3,903.7 |
|
S4 |
3,629.7 |
3,687.3 |
3,878.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,940.0 |
3,848.0 |
92.0 |
2.3% |
48.2 |
1.2% |
74% |
False |
False |
6,227 |
10 |
3,940.0 |
3,705.0 |
235.0 |
6.0% |
52.8 |
1.3% |
90% |
False |
False |
7,465 |
20 |
3,940.0 |
3,513.0 |
427.0 |
10.9% |
54.0 |
1.4% |
94% |
False |
False |
3,841 |
40 |
3,940.0 |
3,250.0 |
690.0 |
17.6% |
59.9 |
1.5% |
97% |
False |
False |
2,635 |
60 |
3,940.0 |
3,250.0 |
690.0 |
17.6% |
52.6 |
1.3% |
97% |
False |
False |
1,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,988.0 |
2.618 |
3,961.9 |
1.618 |
3,945.9 |
1.000 |
3,936.0 |
0.618 |
3,929.9 |
HIGH |
3,920.0 |
0.618 |
3,913.9 |
0.500 |
3,912.0 |
0.382 |
3,910.1 |
LOW |
3,904.0 |
0.618 |
3,894.1 |
1.000 |
3,888.0 |
1.618 |
3,878.1 |
2.618 |
3,862.1 |
4.250 |
3,836.0 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,914.7 |
3,908.7 |
PP |
3,913.3 |
3,901.3 |
S1 |
3,912.0 |
3,894.0 |
|