| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,949.0 |
3,959.0 |
10.0 |
0.3% |
3,922.0 |
| High |
3,951.0 |
3,974.0 |
23.0 |
0.6% |
3,974.0 |
| Low |
3,925.0 |
3,951.0 |
26.0 |
0.7% |
3,895.0 |
| Close |
3,950.0 |
3,961.0 |
11.0 |
0.3% |
3,961.0 |
| Range |
26.0 |
23.0 |
-3.0 |
-11.5% |
79.0 |
| ATR |
66.0 |
63.0 |
-3.0 |
-4.5% |
0.0 |
| Volume |
692,082 |
624,015 |
-68,067 |
-9.8% |
2,567,898 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,031.0 |
4,019.0 |
3,973.7 |
|
| R3 |
4,008.0 |
3,996.0 |
3,967.3 |
|
| R2 |
3,985.0 |
3,985.0 |
3,965.2 |
|
| R1 |
3,973.0 |
3,973.0 |
3,963.1 |
3,979.0 |
| PP |
3,962.0 |
3,962.0 |
3,962.0 |
3,965.0 |
| S1 |
3,950.0 |
3,950.0 |
3,958.9 |
3,956.0 |
| S2 |
3,939.0 |
3,939.0 |
3,956.8 |
|
| S3 |
3,916.0 |
3,927.0 |
3,954.7 |
|
| S4 |
3,893.0 |
3,904.0 |
3,948.4 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,180.3 |
4,149.7 |
4,004.5 |
|
| R3 |
4,101.3 |
4,070.7 |
3,982.7 |
|
| R2 |
4,022.3 |
4,022.3 |
3,975.5 |
|
| R1 |
3,991.7 |
3,991.7 |
3,968.2 |
4,007.0 |
| PP |
3,943.3 |
3,943.3 |
3,943.3 |
3,951.0 |
| S1 |
3,912.7 |
3,912.7 |
3,953.8 |
3,928.0 |
| S2 |
3,864.3 |
3,864.3 |
3,946.5 |
|
| S3 |
3,785.3 |
3,833.7 |
3,939.3 |
|
| S4 |
3,706.3 |
3,754.7 |
3,917.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,974.0 |
3,888.0 |
86.0 |
2.2% |
35.6 |
0.9% |
85% |
True |
False |
736,622 |
| 10 |
3,974.0 |
3,840.0 |
134.0 |
3.4% |
49.2 |
1.2% |
90% |
True |
False |
894,872 |
| 20 |
3,974.0 |
3,555.0 |
419.0 |
10.6% |
61.6 |
1.6% |
97% |
True |
False |
903,297 |
| 40 |
3,974.0 |
3,236.0 |
738.0 |
18.6% |
70.8 |
1.8% |
98% |
True |
False |
954,814 |
| 60 |
3,974.0 |
3,236.0 |
738.0 |
18.6% |
75.3 |
1.9% |
98% |
True |
False |
952,885 |
| 80 |
3,974.0 |
3,236.0 |
738.0 |
18.6% |
69.7 |
1.8% |
98% |
True |
False |
717,677 |
| 100 |
3,974.0 |
3,236.0 |
738.0 |
18.6% |
65.6 |
1.7% |
98% |
True |
False |
575,215 |
| 120 |
3,974.0 |
3,236.0 |
738.0 |
18.6% |
63.4 |
1.6% |
98% |
True |
False |
480,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,071.8 |
|
2.618 |
4,034.2 |
|
1.618 |
4,011.2 |
|
1.000 |
3,997.0 |
|
0.618 |
3,988.2 |
|
HIGH |
3,974.0 |
|
0.618 |
3,965.2 |
|
0.500 |
3,962.5 |
|
0.382 |
3,959.8 |
|
LOW |
3,951.0 |
|
0.618 |
3,936.8 |
|
1.000 |
3,928.0 |
|
1.618 |
3,913.8 |
|
2.618 |
3,890.8 |
|
4.250 |
3,853.3 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,962.5 |
3,953.2 |
| PP |
3,962.0 |
3,945.3 |
| S1 |
3,961.5 |
3,937.5 |
|