Trading Metrics calculated at close of trading on 23-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,934.0 |
3,951.0 |
17.0 |
0.4% |
3,887.0 |
High |
3,950.0 |
3,955.0 |
5.0 |
0.1% |
3,940.0 |
Low |
3,908.0 |
3,935.0 |
27.0 |
0.7% |
3,848.0 |
Close |
3,937.0 |
3,955.0 |
18.0 |
0.5% |
3,929.0 |
Range |
42.0 |
20.0 |
-22.0 |
-52.4% |
92.0 |
ATR |
58.1 |
55.4 |
-2.7 |
-4.7% |
0.0 |
Volume |
46,269 |
9,146 |
-37,123 |
-80.2% |
24,620 |
|
Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,008.3 |
4,001.7 |
3,966.0 |
|
R3 |
3,988.3 |
3,981.7 |
3,960.5 |
|
R2 |
3,968.3 |
3,968.3 |
3,958.7 |
|
R1 |
3,961.7 |
3,961.7 |
3,956.8 |
3,965.0 |
PP |
3,948.3 |
3,948.3 |
3,948.3 |
3,950.0 |
S1 |
3,941.7 |
3,941.7 |
3,953.2 |
3,945.0 |
S2 |
3,928.3 |
3,928.3 |
3,951.3 |
|
S3 |
3,908.3 |
3,921.7 |
3,949.5 |
|
S4 |
3,888.3 |
3,901.7 |
3,944.0 |
|
|
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 |
3,955.0 |
3,848.0 |
107.0 |
2.7% |
35.8 |
0.9% |
100% |
True |
False |
15,183 |
10 |
3,955.0 |
3,720.0 |
235.0 |
5.9% |
51.5 |
1.3% |
100% |
True |
False |
11,557 |
20 |
3,955.0 |
3,570.0 |
385.0 |
9.7% |
51.4 |
1.3% |
100% |
True |
False |
6,609 |
40 |
3,955.0 |
3,250.0 |
705.0 |
17.8% |
56.6 |
1.4% |
100% |
True |
False |
4,012 |
60 |
3,955.0 |
3,250.0 |
705.0 |
17.8% |
52.7 |
1.3% |
100% |
True |
False |
2,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,040.0 |
2.618 |
4,007.4 |
1.618 |
3,987.4 |
1.000 |
3,975.0 |
0.618 |
3,967.4 |
HIGH |
3,955.0 |
0.618 |
3,947.4 |
0.500 |
3,945.0 |
0.382 |
3,942.6 |
LOW |
3,935.0 |
0.618 |
3,922.6 |
1.000 |
3,915.0 |
1.618 |
3,902.6 |
2.618 |
3,882.6 |
4.250 |
3,850.0 |
|
|
Fisher Pivots for day following 23-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,951.7 |
3,946.5 |
PP |
3,948.3 |
3,938.0 |
S1 |
3,945.0 |
3,929.5 |
|