Trading Metrics calculated at close of trading on 25-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,965.0 |
3,963.0 |
-2.0 |
-0.1% |
3,918.0 |
High |
3,980.0 |
3,975.0 |
-5.0 |
-0.1% |
3,980.0 |
Low |
3,960.0 |
3,958.0 |
-2.0 |
-0.1% |
3,904.0 |
Close |
3,968.0 |
3,966.0 |
-2.0 |
-0.1% |
3,966.0 |
Range |
20.0 |
17.0 |
-3.0 |
-15.0% |
76.0 |
ATR |
53.2 |
50.6 |
-2.6 |
-4.9% |
0.0 |
Volume |
33,364 |
29,124 |
-4,240 |
-12.7% |
124,752 |
|
Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,017.3 |
4,008.7 |
3,975.4 |
|
R3 |
4,000.3 |
3,991.7 |
3,970.7 |
|
R2 |
3,983.3 |
3,983.3 |
3,969.1 |
|
R1 |
3,974.7 |
3,974.7 |
3,967.6 |
3,979.0 |
PP |
3,966.3 |
3,966.3 |
3,966.3 |
3,968.5 |
S1 |
3,957.7 |
3,957.7 |
3,964.4 |
3,962.0 |
S2 |
3,949.3 |
3,949.3 |
3,962.9 |
|
S3 |
3,932.3 |
3,940.7 |
3,961.3 |
|
S4 |
3,915.3 |
3,923.7 |
3,956.7 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.0 |
4,148.0 |
4,007.8 |
|
R3 |
4,102.0 |
4,072.0 |
3,986.9 |
|
R2 |
4,026.0 |
4,026.0 |
3,979.9 |
|
R1 |
3,996.0 |
3,996.0 |
3,973.0 |
4,011.0 |
PP |
3,950.0 |
3,950.0 |
3,950.0 |
3,957.5 |
S1 |
3,920.0 |
3,920.0 |
3,959.0 |
3,935.0 |
S2 |
3,874.0 |
3,874.0 |
3,952.1 |
|
S3 |
3,798.0 |
3,844.0 |
3,945.1 |
|
S4 |
3,722.0 |
3,768.0 |
3,924.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,980.0 |
3,904.0 |
76.0 |
1.9% |
23.0 |
0.6% |
82% |
False |
False |
24,950 |
10 |
3,980.0 |
3,848.0 |
132.0 |
3.3% |
38.1 |
1.0% |
89% |
False |
False |
14,937 |
20 |
3,980.0 |
3,580.0 |
400.0 |
10.1% |
47.0 |
1.2% |
97% |
False |
False |
9,728 |
40 |
3,980.0 |
3,257.0 |
723.0 |
18.2% |
54.5 |
1.4% |
98% |
False |
False |
5,567 |
60 |
3,980.0 |
3,250.0 |
730.0 |
18.4% |
52.8 |
1.3% |
98% |
False |
False |
3,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,047.3 |
2.618 |
4,019.5 |
1.618 |
4,002.5 |
1.000 |
3,992.0 |
0.618 |
3,985.5 |
HIGH |
3,975.0 |
0.618 |
3,968.5 |
0.500 |
3,966.5 |
0.382 |
3,964.5 |
LOW |
3,958.0 |
0.618 |
3,947.5 |
1.000 |
3,941.0 |
1.618 |
3,930.5 |
2.618 |
3,913.5 |
4.250 |
3,885.8 |
|
|
Fisher Pivots for day following 25-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,966.5 |
3,963.2 |
PP |
3,966.3 |
3,960.3 |
S1 |
3,966.2 |
3,957.5 |
|