| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,723.00 |
11,588.00 |
-135.00 |
-1.2% |
11,791.00 |
| High |
11,756.00 |
11,759.25 |
3.25 |
0.0% |
12,118.75 |
| Low |
11,553.00 |
11,526.50 |
-26.50 |
-0.2% |
11,528.25 |
| Close |
11,588.00 |
11,754.50 |
166.50 |
1.4% |
11,708.00 |
| Range |
203.00 |
232.75 |
29.75 |
14.7% |
590.50 |
| ATR |
346.27 |
338.16 |
-8.11 |
-2.3% |
0.00 |
| Volume |
477,970 |
531,087 |
53,117 |
11.1% |
3,170,706 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,378.25 |
12,299.25 |
11,882.50 |
|
| R3 |
12,145.50 |
12,066.50 |
11,818.50 |
|
| R2 |
11,912.75 |
11,912.75 |
11,797.25 |
|
| R1 |
11,833.75 |
11,833.75 |
11,775.75 |
11,873.25 |
| PP |
11,680.00 |
11,680.00 |
11,680.00 |
11,700.00 |
| S1 |
11,601.00 |
11,601.00 |
11,733.25 |
11,640.50 |
| S2 |
11,447.25 |
11,447.25 |
11,711.75 |
|
| S3 |
11,214.50 |
11,368.25 |
11,690.50 |
|
| S4 |
10,981.75 |
11,135.50 |
11,626.50 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,556.50 |
13,222.75 |
12,032.75 |
|
| R3 |
12,966.00 |
12,632.25 |
11,870.50 |
|
| R2 |
12,375.50 |
12,375.50 |
11,816.25 |
|
| R1 |
12,041.75 |
12,041.75 |
11,762.25 |
11,913.50 |
| PP |
11,785.00 |
11,785.00 |
11,785.00 |
11,720.75 |
| S1 |
11,451.25 |
11,451.25 |
11,653.75 |
11,323.00 |
| S2 |
11,194.50 |
11,194.50 |
11,599.75 |
|
| S3 |
10,604.00 |
10,860.75 |
11,545.50 |
|
| S4 |
10,013.50 |
10,270.25 |
11,383.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,963.00 |
11,526.50 |
436.50 |
3.7% |
245.50 |
2.1% |
52% |
False |
True |
566,252 |
| 10 |
12,118.75 |
10,805.00 |
1,313.75 |
11.2% |
330.25 |
2.8% |
72% |
False |
False |
639,323 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.6% |
354.75 |
3.0% |
75% |
False |
False |
676,448 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
13.9% |
368.25 |
3.1% |
78% |
False |
False |
733,457 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.3% |
357.00 |
3.0% |
51% |
False |
False |
641,644 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
338.75 |
2.9% |
38% |
False |
False |
481,462 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
336.00 |
2.9% |
38% |
False |
False |
385,303 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
341.75 |
2.9% |
38% |
False |
False |
321,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,748.50 |
|
2.618 |
12,368.50 |
|
1.618 |
12,135.75 |
|
1.000 |
11,992.00 |
|
0.618 |
11,903.00 |
|
HIGH |
11,759.25 |
|
0.618 |
11,670.25 |
|
0.500 |
11,643.00 |
|
0.382 |
11,615.50 |
|
LOW |
11,526.50 |
|
0.618 |
11,382.75 |
|
1.000 |
11,293.75 |
|
1.618 |
11,150.00 |
|
2.618 |
10,917.25 |
|
4.250 |
10,537.25 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,717.25 |
11,731.25 |
| PP |
11,680.00 |
11,708.00 |
| S1 |
11,643.00 |
11,684.75 |
|