| 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 |
11,741.50 |
11,878.00 |
136.50 |
1.2% |
11,723.00 |
| High |
11,892.75 |
11,933.00 |
40.25 |
0.3% |
11,933.00 |
| Low |
11,720.00 |
11,766.25 |
46.25 |
0.4% |
11,526.50 |
| Close |
11,862.75 |
11,782.75 |
-80.00 |
-0.7% |
11,782.75 |
| Range |
172.75 |
166.75 |
-6.00 |
-3.5% |
406.50 |
| ATR |
326.34 |
314.94 |
-11.40 |
-3.5% |
0.00 |
| Volume |
474,645 |
252,366 |
-222,279 |
-46.8% |
1,736,068 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,327.50 |
12,222.00 |
11,874.50 |
|
| R3 |
12,160.75 |
12,055.25 |
11,828.50 |
|
| R2 |
11,994.00 |
11,994.00 |
11,813.25 |
|
| R1 |
11,888.50 |
11,888.50 |
11,798.00 |
11,858.00 |
| PP |
11,827.25 |
11,827.25 |
11,827.25 |
11,812.00 |
| S1 |
11,721.75 |
11,721.75 |
11,767.50 |
11,691.00 |
| S2 |
11,660.50 |
11,660.50 |
11,752.25 |
|
| S3 |
11,493.75 |
11,555.00 |
11,737.00 |
|
| S4 |
11,327.00 |
11,388.25 |
11,691.00 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,967.00 |
12,781.25 |
12,006.25 |
|
| R3 |
12,560.50 |
12,374.75 |
11,894.50 |
|
| R2 |
12,154.00 |
12,154.00 |
11,857.25 |
|
| R1 |
11,968.25 |
11,968.25 |
11,820.00 |
12,061.00 |
| PP |
11,747.50 |
11,747.50 |
11,747.50 |
11,793.75 |
| S1 |
11,561.75 |
11,561.75 |
11,745.50 |
11,654.50 |
| S2 |
11,341.00 |
11,341.00 |
11,708.25 |
|
| S3 |
10,934.50 |
11,155.25 |
11,671.00 |
|
| S4 |
10,528.00 |
10,748.75 |
11,559.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,933.00 |
11,526.50 |
406.50 |
3.4% |
202.25 |
1.7% |
63% |
True |
False |
464,388 |
| 10 |
12,118.75 |
11,526.50 |
592.25 |
5.0% |
242.75 |
2.1% |
43% |
False |
False |
558,903 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.6% |
326.50 |
2.8% |
77% |
False |
False |
635,113 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
13.9% |
353.00 |
3.0% |
79% |
False |
False |
706,893 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.3% |
352.00 |
3.0% |
52% |
False |
False |
653,698 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
334.00 |
2.8% |
39% |
False |
False |
490,531 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
332.75 |
2.8% |
39% |
False |
False |
392,559 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.3% |
339.00 |
2.9% |
39% |
False |
False |
327,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,641.75 |
|
2.618 |
12,369.50 |
|
1.618 |
12,202.75 |
|
1.000 |
12,099.75 |
|
0.618 |
12,036.00 |
|
HIGH |
11,933.00 |
|
0.618 |
11,869.25 |
|
0.500 |
11,849.50 |
|
0.382 |
11,830.00 |
|
LOW |
11,766.25 |
|
0.618 |
11,663.25 |
|
1.000 |
11,599.50 |
|
1.618 |
11,496.50 |
|
2.618 |
11,329.75 |
|
4.250 |
11,057.50 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,849.50 |
11,765.00 |
| PP |
11,827.25 |
11,747.50 |
| S1 |
11,805.00 |
11,729.75 |
|