Trading Metrics calculated at close of trading on 22-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,918.0 |
3,934.0 |
16.0 |
0.4% |
3,887.0 |
High |
3,920.0 |
3,950.0 |
30.0 |
0.8% |
3,940.0 |
Low |
3,904.0 |
3,908.0 |
4.0 |
0.1% |
3,848.0 |
Close |
3,916.0 |
3,937.0 |
21.0 |
0.5% |
3,929.0 |
Range |
16.0 |
42.0 |
26.0 |
162.5% |
92.0 |
ATR |
59.4 |
58.1 |
-1.2 |
-2.1% |
0.0 |
Volume |
6,849 |
46,269 |
39,420 |
575.6% |
24,620 |
|
Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.7 |
4,039.3 |
3,960.1 |
|
R3 |
4,015.7 |
3,997.3 |
3,948.6 |
|
R2 |
3,973.7 |
3,973.7 |
3,944.7 |
|
R1 |
3,955.3 |
3,955.3 |
3,940.9 |
3,964.5 |
PP |
3,931.7 |
3,931.7 |
3,931.7 |
3,936.3 |
S1 |
3,913.3 |
3,913.3 |
3,933.2 |
3,922.5 |
S2 |
3,889.7 |
3,889.7 |
3,929.3 |
|
S3 |
3,847.7 |
3,871.3 |
3,925.5 |
|
S4 |
3,805.7 |
3,829.3 |
3,913.9 |
|
|
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 |
3,950.0 |
3,848.0 |
102.0 |
2.6% |
43.2 |
1.1% |
87% |
True |
False |
15,279 |
10 |
3,950.0 |
3,705.0 |
245.0 |
6.2% |
53.2 |
1.4% |
95% |
True |
False |
11,975 |
20 |
3,950.0 |
3,569.0 |
381.0 |
9.7% |
52.4 |
1.3% |
97% |
True |
False |
6,154 |
40 |
3,950.0 |
3,250.0 |
700.0 |
17.8% |
58.4 |
1.5% |
98% |
True |
False |
3,788 |
60 |
3,950.0 |
3,250.0 |
700.0 |
17.8% |
52.4 |
1.3% |
98% |
True |
False |
2,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,128.5 |
2.618 |
4,060.0 |
1.618 |
4,018.0 |
1.000 |
3,992.0 |
0.618 |
3,976.0 |
HIGH |
3,950.0 |
0.618 |
3,934.0 |
0.500 |
3,929.0 |
0.382 |
3,924.0 |
LOW |
3,908.0 |
0.618 |
3,882.0 |
1.000 |
3,866.0 |
1.618 |
3,840.0 |
2.618 |
3,798.0 |
4.250 |
3,729.5 |
|
|
Fisher Pivots for day following 22-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,934.3 |
3,931.7 |
PP |
3,931.7 |
3,926.3 |
S1 |
3,929.0 |
3,921.0 |
|