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 |
3,963.0 |
3,936.0 |
-27.0 |
-0.7% |
3,918.0 |
High |
3,975.0 |
3,957.0 |
-18.0 |
-0.5% |
3,980.0 |
Low |
3,958.0 |
3,930.0 |
-28.0 |
-0.7% |
3,904.0 |
Close |
3,966.0 |
3,944.0 |
-22.0 |
-0.6% |
3,966.0 |
Range |
17.0 |
27.0 |
10.0 |
58.8% |
76.0 |
ATR |
50.6 |
49.6 |
-1.0 |
-2.1% |
0.0 |
Volume |
29,124 |
3,372 |
-25,752 |
-88.4% |
124,752 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.7 |
4,011.3 |
3,958.9 |
|
R3 |
3,997.7 |
3,984.3 |
3,951.4 |
|
R2 |
3,970.7 |
3,970.7 |
3,949.0 |
|
R1 |
3,957.3 |
3,957.3 |
3,946.5 |
3,964.0 |
PP |
3,943.7 |
3,943.7 |
3,943.7 |
3,947.0 |
S1 |
3,930.3 |
3,930.3 |
3,941.5 |
3,937.0 |
S2 |
3,916.7 |
3,916.7 |
3,939.1 |
|
S3 |
3,889.7 |
3,903.3 |
3,936.6 |
|
S4 |
3,862.7 |
3,876.3 |
3,929.2 |
|
|
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 |
3,908.0 |
72.0 |
1.8% |
25.2 |
0.6% |
50% |
False |
False |
24,255 |
10 |
3,980.0 |
3,848.0 |
132.0 |
3.3% |
36.7 |
0.9% |
73% |
False |
False |
15,241 |
20 |
3,980.0 |
3,580.0 |
400.0 |
10.1% |
47.9 |
1.2% |
91% |
False |
False |
9,896 |
40 |
3,980.0 |
3,268.0 |
712.0 |
18.1% |
52.9 |
1.3% |
95% |
False |
False |
5,649 |
60 |
3,980.0 |
3,250.0 |
730.0 |
18.5% |
53.2 |
1.3% |
95% |
False |
False |
4,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,071.8 |
2.618 |
4,027.7 |
1.618 |
4,000.7 |
1.000 |
3,984.0 |
0.618 |
3,973.7 |
HIGH |
3,957.0 |
0.618 |
3,946.7 |
0.500 |
3,943.5 |
0.382 |
3,940.3 |
LOW |
3,930.0 |
0.618 |
3,913.3 |
1.000 |
3,903.0 |
1.618 |
3,886.3 |
2.618 |
3,859.3 |
4.250 |
3,815.3 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,943.8 |
3,955.0 |
PP |
3,943.7 |
3,951.3 |
S1 |
3,943.5 |
3,947.7 |
|