Trading Metrics calculated at close of trading on 29-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,936.0 |
3,945.0 |
9.0 |
0.2% |
3,918.0 |
High |
3,957.0 |
3,965.0 |
8.0 |
0.2% |
3,980.0 |
Low |
3,930.0 |
3,933.0 |
3.0 |
0.1% |
3,904.0 |
Close |
3,944.0 |
3,940.0 |
-4.0 |
-0.1% |
3,966.0 |
Range |
27.0 |
32.0 |
5.0 |
18.5% |
76.0 |
ATR |
49.6 |
48.3 |
-1.3 |
-2.5% |
0.0 |
Volume |
3,372 |
28,624 |
25,252 |
748.9% |
124,752 |
|
Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,042.0 |
4,023.0 |
3,957.6 |
|
R3 |
4,010.0 |
3,991.0 |
3,948.8 |
|
R2 |
3,978.0 |
3,978.0 |
3,945.9 |
|
R1 |
3,959.0 |
3,959.0 |
3,942.9 |
3,952.5 |
PP |
3,946.0 |
3,946.0 |
3,946.0 |
3,942.8 |
S1 |
3,927.0 |
3,927.0 |
3,937.1 |
3,920.5 |
S2 |
3,914.0 |
3,914.0 |
3,934.1 |
|
S3 |
3,882.0 |
3,895.0 |
3,931.2 |
|
S4 |
3,850.0 |
3,863.0 |
3,922.4 |
|
|
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 |
3,930.0 |
50.0 |
1.3% |
23.2 |
0.6% |
20% |
False |
False |
20,726 |
10 |
3,980.0 |
3,848.0 |
132.0 |
3.4% |
33.2 |
0.8% |
70% |
False |
False |
18,002 |
20 |
3,980.0 |
3,580.0 |
400.0 |
10.2% |
48.1 |
1.2% |
90% |
False |
False |
11,320 |
40 |
3,980.0 |
3,268.0 |
712.0 |
18.1% |
51.3 |
1.3% |
94% |
False |
False |
6,353 |
60 |
3,980.0 |
3,250.0 |
730.0 |
18.5% |
53.8 |
1.4% |
95% |
False |
False |
4,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,101.0 |
2.618 |
4,048.8 |
1.618 |
4,016.8 |
1.000 |
3,997.0 |
0.618 |
3,984.8 |
HIGH |
3,965.0 |
0.618 |
3,952.8 |
0.500 |
3,949.0 |
0.382 |
3,945.2 |
LOW |
3,933.0 |
0.618 |
3,913.2 |
1.000 |
3,901.0 |
1.618 |
3,881.2 |
2.618 |
3,849.2 |
4.250 |
3,797.0 |
|
|
Fisher Pivots for day following 29-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,949.0 |
3,952.5 |
PP |
3,946.0 |
3,948.3 |
S1 |
3,943.0 |
3,944.2 |
|