Trading Metrics calculated at close of trading on 30-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
4,003.50 |
3,994.50 |
-9.00 |
-0.2% |
4,011.75 |
High |
4,023.75 |
4,127.00 |
103.25 |
2.6% |
4,094.50 |
Low |
3,974.50 |
3,975.50 |
1.00 |
0.0% |
3,972.00 |
Close |
3,995.00 |
4,115.25 |
120.25 |
3.0% |
4,066.50 |
Range |
49.25 |
151.50 |
102.25 |
207.6% |
122.50 |
ATR |
76.16 |
81.54 |
5.38 |
7.1% |
0.00 |
Volume |
9,677 |
23,718 |
14,041 |
145.1% |
21,042 |
|
Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.00 |
4,472.75 |
4,198.50 |
|
R3 |
4,375.50 |
4,321.25 |
4,157.00 |
|
R2 |
4,224.00 |
4,224.00 |
4,143.00 |
|
R1 |
4,169.75 |
4,169.75 |
4,129.25 |
4,197.00 |
PP |
4,072.50 |
4,072.50 |
4,072.50 |
4,086.25 |
S1 |
4,018.25 |
4,018.25 |
4,101.25 |
4,045.50 |
S2 |
3,921.00 |
3,921.00 |
4,087.50 |
|
S3 |
3,769.50 |
3,866.75 |
4,073.50 |
|
S4 |
3,618.00 |
3,715.25 |
4,032.00 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.75 |
4,361.75 |
4,134.00 |
|
R3 |
4,289.25 |
4,239.25 |
4,100.25 |
|
R2 |
4,166.75 |
4,166.75 |
4,089.00 |
|
R1 |
4,116.75 |
4,116.75 |
4,077.75 |
4,141.75 |
PP |
4,044.25 |
4,044.25 |
4,044.25 |
4,057.00 |
S1 |
3,994.25 |
3,994.25 |
4,055.25 |
4,019.25 |
S2 |
3,921.75 |
3,921.75 |
4,044.00 |
|
S3 |
3,799.25 |
3,871.75 |
4,032.75 |
|
S4 |
3,676.75 |
3,749.25 |
3,999.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,127.00 |
3,974.50 |
152.50 |
3.7% |
68.25 |
1.7% |
92% |
True |
False |
11,095 |
10 |
4,127.00 |
3,945.50 |
181.50 |
4.4% |
63.50 |
1.5% |
94% |
True |
False |
8,663 |
20 |
4,127.00 |
3,735.00 |
392.00 |
9.5% |
81.75 |
2.0% |
97% |
True |
False |
7,457 |
40 |
4,127.00 |
3,530.25 |
596.75 |
14.5% |
89.50 |
2.2% |
98% |
True |
False |
5,638 |
60 |
4,194.25 |
3,530.25 |
664.00 |
16.1% |
92.50 |
2.2% |
88% |
False |
False |
4,618 |
80 |
4,373.50 |
3,530.25 |
843.25 |
20.5% |
86.75 |
2.1% |
69% |
False |
False |
3,601 |
100 |
4,373.50 |
3,530.25 |
843.25 |
20.5% |
83.50 |
2.0% |
69% |
False |
False |
2,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,771.00 |
2.618 |
4,523.75 |
1.618 |
4,372.25 |
1.000 |
4,278.50 |
0.618 |
4,220.75 |
HIGH |
4,127.00 |
0.618 |
4,069.25 |
0.500 |
4,051.25 |
0.382 |
4,033.25 |
LOW |
3,975.50 |
0.618 |
3,881.75 |
1.000 |
3,824.00 |
1.618 |
3,730.25 |
2.618 |
3,578.75 |
4.250 |
3,331.50 |
|
|
Fisher Pivots for day following 30-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,094.00 |
4,093.75 |
PP |
4,072.50 |
4,072.25 |
S1 |
4,051.25 |
4,050.75 |
|