| 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 |
7,479.0 |
7,475.5 |
-3.5 |
0.0% |
7,396.0 |
| High |
7,510.0 |
7,510.0 |
0.0 |
0.0% |
7,510.0 |
| Low |
7,471.0 |
7,433.0 |
-38.0 |
-0.5% |
7,348.0 |
| Close |
7,500.0 |
7,493.5 |
-6.5 |
-0.1% |
7,500.0 |
| Range |
39.0 |
77.0 |
38.0 |
97.4% |
162.0 |
| ATR |
92.0 |
90.9 |
-1.1 |
-1.2% |
0.0 |
| Volume |
60,264 |
91,809 |
31,545 |
52.3% |
343,564 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,710.0 |
7,678.5 |
7,536.0 |
|
| R3 |
7,633.0 |
7,601.5 |
7,514.5 |
|
| R2 |
7,556.0 |
7,556.0 |
7,507.5 |
|
| R1 |
7,524.5 |
7,524.5 |
7,500.5 |
7,540.0 |
| PP |
7,479.0 |
7,479.0 |
7,479.0 |
7,486.5 |
| S1 |
7,447.5 |
7,447.5 |
7,486.5 |
7,463.0 |
| S2 |
7,402.0 |
7,402.0 |
7,479.5 |
|
| S3 |
7,325.0 |
7,370.5 |
7,472.5 |
|
| S4 |
7,248.0 |
7,293.5 |
7,451.0 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,938.5 |
7,881.5 |
7,589.0 |
|
| R3 |
7,776.5 |
7,719.5 |
7,544.5 |
|
| R2 |
7,614.5 |
7,614.5 |
7,529.5 |
|
| R1 |
7,557.5 |
7,557.5 |
7,515.0 |
7,586.0 |
| PP |
7,452.5 |
7,452.5 |
7,452.5 |
7,467.0 |
| S1 |
7,395.5 |
7,395.5 |
7,485.0 |
7,424.0 |
| S2 |
7,290.5 |
7,290.5 |
7,470.5 |
|
| S3 |
7,128.5 |
7,233.5 |
7,455.5 |
|
| S4 |
6,966.5 |
7,071.5 |
7,411.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,510.0 |
7,401.0 |
109.0 |
1.5% |
57.5 |
0.8% |
85% |
True |
False |
72,691 |
| 10 |
7,510.0 |
7,300.0 |
210.0 |
2.8% |
72.0 |
1.0% |
92% |
True |
False |
80,706 |
| 20 |
7,510.0 |
7,072.0 |
438.0 |
5.8% |
92.0 |
1.2% |
96% |
True |
False |
95,585 |
| 40 |
7,510.0 |
6,712.5 |
797.5 |
10.6% |
104.0 |
1.4% |
98% |
True |
False |
101,850 |
| 60 |
7,529.5 |
6,712.5 |
817.0 |
10.9% |
111.0 |
1.5% |
96% |
False |
False |
113,068 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
11.6% |
97.5 |
1.3% |
90% |
False |
False |
84,888 |
| 100 |
7,580.0 |
6,712.5 |
867.5 |
11.6% |
80.0 |
1.1% |
90% |
False |
False |
67,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,837.0 |
|
2.618 |
7,711.5 |
|
1.618 |
7,634.5 |
|
1.000 |
7,587.0 |
|
0.618 |
7,557.5 |
|
HIGH |
7,510.0 |
|
0.618 |
7,480.5 |
|
0.500 |
7,471.5 |
|
0.382 |
7,462.5 |
|
LOW |
7,433.0 |
|
0.618 |
7,385.5 |
|
1.000 |
7,356.0 |
|
1.618 |
7,308.5 |
|
2.618 |
7,231.5 |
|
4.250 |
7,106.0 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,486.0 |
7,486.0 |
| PP |
7,479.0 |
7,479.0 |
| S1 |
7,471.5 |
7,471.5 |
|