| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,588.00 |
11,741.50 |
153.50 |
1.3% |
11,791.00 |
| High |
11,759.25 |
11,892.75 |
133.50 |
1.1% |
12,118.75 |
| Low |
11,526.50 |
11,720.00 |
193.50 |
1.7% |
11,528.25 |
| Close |
11,754.50 |
11,862.75 |
108.25 |
0.9% |
11,708.00 |
| Range |
232.75 |
172.75 |
-60.00 |
-25.8% |
590.50 |
| ATR |
338.16 |
326.34 |
-11.81 |
-3.5% |
0.00 |
| Volume |
531,087 |
474,645 |
-56,442 |
-10.6% |
3,170,706 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,343.50 |
12,275.75 |
11,957.75 |
|
| R3 |
12,170.75 |
12,103.00 |
11,910.25 |
|
| R2 |
11,998.00 |
11,998.00 |
11,894.50 |
|
| R1 |
11,930.25 |
11,930.25 |
11,878.50 |
11,964.00 |
| PP |
11,825.25 |
11,825.25 |
11,825.25 |
11,842.00 |
| S1 |
11,757.50 |
11,757.50 |
11,847.00 |
11,791.50 |
| S2 |
11,652.50 |
11,652.50 |
11,831.00 |
|
| S3 |
11,479.75 |
11,584.75 |
11,815.25 |
|
| S4 |
11,307.00 |
11,412.00 |
11,767.75 |
|
|
| 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 |
11,892.75 |
11,526.50 |
366.25 |
3.1% |
228.75 |
1.9% |
92% |
True |
False |
545,608 |
| 10 |
12,118.75 |
10,805.00 |
1,313.75 |
11.1% |
313.25 |
2.6% |
81% |
False |
False |
619,881 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.5% |
349.00 |
2.9% |
83% |
False |
False |
660,948 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
13.8% |
360.75 |
3.0% |
84% |
False |
False |
722,880 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.1% |
353.00 |
3.0% |
55% |
False |
False |
649,524 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.1% |
337.25 |
2.8% |
41% |
False |
False |
487,387 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.1% |
333.50 |
2.8% |
41% |
False |
False |
390,043 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.1% |
339.75 |
2.9% |
41% |
False |
False |
325,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,627.00 |
|
2.618 |
12,345.00 |
|
1.618 |
12,172.25 |
|
1.000 |
12,065.50 |
|
0.618 |
11,999.50 |
|
HIGH |
11,892.75 |
|
0.618 |
11,826.75 |
|
0.500 |
11,806.50 |
|
0.382 |
11,786.00 |
|
LOW |
11,720.00 |
|
0.618 |
11,613.25 |
|
1.000 |
11,547.25 |
|
1.618 |
11,440.50 |
|
2.618 |
11,267.75 |
|
4.250 |
10,985.75 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,844.00 |
11,811.75 |
| PP |
11,825.25 |
11,760.75 |
| S1 |
11,806.50 |
11,709.50 |
|