Trading Metrics calculated at close of trading on 21-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,990.50 |
4,011.75 |
21.25 |
0.5% |
4,024.00 |
High |
4,027.50 |
4,014.75 |
-12.75 |
-0.3% |
4,083.75 |
Low |
3,976.25 |
3,972.00 |
-4.25 |
-0.1% |
3,945.50 |
Close |
4,007.50 |
3,991.50 |
-16.00 |
-0.4% |
4,007.50 |
Range |
51.25 |
42.75 |
-8.50 |
-16.6% |
138.25 |
ATR |
90.23 |
86.84 |
-3.39 |
-3.8% |
0.00 |
Volume |
5,353 |
2,507 |
-2,846 |
-53.2% |
47,905 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,121.00 |
4,099.00 |
4,015.00 |
|
R3 |
4,078.25 |
4,056.25 |
4,003.25 |
|
R2 |
4,035.50 |
4,035.50 |
3,999.25 |
|
R1 |
4,013.50 |
4,013.50 |
3,995.50 |
4,003.00 |
PP |
3,992.75 |
3,992.75 |
3,992.75 |
3,987.50 |
S1 |
3,970.75 |
3,970.75 |
3,987.50 |
3,960.50 |
S2 |
3,950.00 |
3,950.00 |
3,983.75 |
|
S3 |
3,907.25 |
3,928.00 |
3,979.75 |
|
S4 |
3,864.50 |
3,885.25 |
3,968.00 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.00 |
4,355.50 |
4,083.50 |
|
R3 |
4,288.75 |
4,217.25 |
4,045.50 |
|
R2 |
4,150.50 |
4,150.50 |
4,032.75 |
|
R1 |
4,079.00 |
4,079.00 |
4,020.25 |
4,045.50 |
PP |
4,012.25 |
4,012.25 |
4,012.25 |
3,995.50 |
S1 |
3,940.75 |
3,940.75 |
3,994.75 |
3,907.50 |
S2 |
3,874.00 |
3,874.00 |
3,982.25 |
|
S3 |
3,735.75 |
3,802.50 |
3,969.50 |
|
S4 |
3,597.50 |
3,664.25 |
3,931.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,083.75 |
3,945.50 |
138.25 |
3.5% |
63.25 |
1.6% |
33% |
False |
False |
8,515 |
10 |
4,083.75 |
3,781.00 |
302.75 |
7.6% |
82.75 |
2.1% |
70% |
False |
False |
7,408 |
20 |
4,083.75 |
3,735.00 |
348.75 |
8.7% |
88.00 |
2.2% |
74% |
False |
False |
5,441 |
40 |
4,083.75 |
3,530.25 |
553.50 |
13.9% |
97.00 |
2.4% |
83% |
False |
False |
4,642 |
60 |
4,194.25 |
3,530.25 |
664.00 |
16.6% |
93.75 |
2.3% |
69% |
False |
False |
3,704 |
80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
86.00 |
2.2% |
55% |
False |
False |
2,883 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
83.50 |
2.1% |
55% |
False |
False |
2,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,196.50 |
2.618 |
4,126.75 |
1.618 |
4,084.00 |
1.000 |
4,057.50 |
0.618 |
4,041.25 |
HIGH |
4,014.75 |
0.618 |
3,998.50 |
0.500 |
3,993.50 |
0.382 |
3,988.25 |
LOW |
3,972.00 |
0.618 |
3,945.50 |
1.000 |
3,929.25 |
1.618 |
3,902.75 |
2.618 |
3,860.00 |
4.250 |
3,790.25 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,993.50 |
3,989.75 |
PP |
3,992.75 |
3,988.25 |
S1 |
3,992.00 |
3,986.50 |
|