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 |
1,869.1 |
1,867.0 |
-2.1 |
-0.1% |
1,853.1 |
High |
1,878.8 |
1,867.0 |
-11.8 |
-0.6% |
1,878.8 |
Low |
1,861.3 |
1,827.1 |
-34.2 |
-1.8% |
1,829.8 |
Close |
1,870.2 |
1,832.8 |
-37.4 |
-2.0% |
1,870.2 |
Range |
17.5 |
39.9 |
22.4 |
128.0% |
49.0 |
ATR |
43.8 |
43.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
79,453 |
168,217 |
88,764 |
111.7% |
497,164 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.0 |
1,937.3 |
1,854.7 |
|
R3 |
1,922.1 |
1,897.4 |
1,843.8 |
|
R2 |
1,882.2 |
1,882.2 |
1,840.1 |
|
R1 |
1,857.5 |
1,857.5 |
1,836.5 |
1,849.9 |
PP |
1,842.3 |
1,842.3 |
1,842.3 |
1,838.5 |
S1 |
1,817.6 |
1,817.6 |
1,829.1 |
1,810.0 |
S2 |
1,802.4 |
1,802.4 |
1,825.5 |
|
S3 |
1,762.5 |
1,777.7 |
1,821.8 |
|
S4 |
1,722.6 |
1,737.8 |
1,810.9 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.6 |
1,987.4 |
1,897.2 |
|
R3 |
1,957.6 |
1,938.4 |
1,883.7 |
|
R2 |
1,908.6 |
1,908.6 |
1,879.2 |
|
R1 |
1,889.4 |
1,889.4 |
1,874.7 |
1,899.0 |
PP |
1,859.6 |
1,859.6 |
1,859.6 |
1,864.4 |
S1 |
1,840.4 |
1,840.4 |
1,865.7 |
1,850.0 |
S2 |
1,810.6 |
1,810.6 |
1,861.2 |
|
S3 |
1,761.6 |
1,791.4 |
1,856.7 |
|
S4 |
1,712.6 |
1,742.4 |
1,843.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.8 |
1,827.1 |
51.7 |
2.8% |
27.3 |
1.5% |
11% |
False |
True |
133,076 |
10 |
1,913.3 |
1,820.6 |
92.7 |
5.1% |
34.1 |
1.9% |
13% |
False |
False |
161,800 |
20 |
1,913.3 |
1,758.3 |
155.0 |
8.5% |
42.9 |
2.3% |
48% |
False |
False |
192,132 |
40 |
1,913.3 |
1,643.8 |
269.5 |
14.7% |
49.9 |
2.7% |
70% |
False |
False |
221,566 |
60 |
1,935.4 |
1,643.8 |
291.6 |
15.9% |
51.2 |
2.8% |
65% |
False |
False |
221,513 |
80 |
2,038.8 |
1,643.8 |
395.0 |
21.6% |
48.6 |
2.7% |
48% |
False |
False |
166,215 |
100 |
2,038.8 |
1,643.8 |
395.0 |
21.6% |
45.9 |
2.5% |
48% |
False |
False |
132,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.6 |
2.618 |
1,971.5 |
1.618 |
1,931.6 |
1.000 |
1,906.9 |
0.618 |
1,891.7 |
HIGH |
1,867.0 |
0.618 |
1,851.8 |
0.500 |
1,847.1 |
0.382 |
1,842.3 |
LOW |
1,827.1 |
0.618 |
1,802.4 |
1.000 |
1,787.2 |
1.618 |
1,762.5 |
2.618 |
1,722.6 |
4.250 |
1,657.5 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,847.1 |
1,853.0 |
PP |
1,842.3 |
1,846.2 |
S1 |
1,837.6 |
1,839.5 |
|