| 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 |
11,878.00 |
11,731.25 |
-146.75 |
-1.2% |
11,723.00 |
| High |
11,933.00 |
11,788.50 |
-144.50 |
-1.2% |
11,933.00 |
| Low |
11,766.25 |
11,575.25 |
-191.00 |
-1.6% |
11,526.50 |
| Close |
11,782.75 |
11,616.25 |
-166.50 |
-1.4% |
11,782.75 |
| Range |
166.75 |
213.25 |
46.50 |
27.9% |
406.50 |
| ATR |
314.94 |
307.68 |
-7.26 |
-2.3% |
0.00 |
| Volume |
252,366 |
506,250 |
253,884 |
100.6% |
1,736,068 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,299.75 |
12,171.25 |
11,733.50 |
|
| R3 |
12,086.50 |
11,958.00 |
11,675.00 |
|
| R2 |
11,873.25 |
11,873.25 |
11,655.25 |
|
| R1 |
11,744.75 |
11,744.75 |
11,635.75 |
11,702.50 |
| PP |
11,660.00 |
11,660.00 |
11,660.00 |
11,638.75 |
| S1 |
11,531.50 |
11,531.50 |
11,596.75 |
11,489.00 |
| S2 |
11,446.75 |
11,446.75 |
11,577.25 |
|
| S3 |
11,233.50 |
11,318.25 |
11,557.50 |
|
| S4 |
11,020.25 |
11,105.00 |
11,499.00 |
|
|
| 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 |
3.5% |
197.75 |
1.7% |
22% |
False |
False |
448,463 |
| 10 |
12,118.75 |
11,526.50 |
592.25 |
5.1% |
233.50 |
2.0% |
15% |
False |
False |
541,302 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.8% |
309.00 |
2.7% |
66% |
False |
False |
624,013 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
14.1% |
350.00 |
3.0% |
69% |
False |
False |
697,595 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.6% |
351.00 |
3.0% |
45% |
False |
False |
662,085 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
334.50 |
2.9% |
34% |
False |
False |
496,854 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
331.50 |
2.9% |
34% |
False |
False |
397,615 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
338.25 |
2.9% |
34% |
False |
False |
331,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,694.75 |
|
2.618 |
12,346.75 |
|
1.618 |
12,133.50 |
|
1.000 |
12,001.75 |
|
0.618 |
11,920.25 |
|
HIGH |
11,788.50 |
|
0.618 |
11,707.00 |
|
0.500 |
11,682.00 |
|
0.382 |
11,656.75 |
|
LOW |
11,575.25 |
|
0.618 |
11,443.50 |
|
1.000 |
11,362.00 |
|
1.618 |
11,230.25 |
|
2.618 |
11,017.00 |
|
4.250 |
10,669.00 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,682.00 |
11,754.00 |
| PP |
11,660.00 |
11,708.25 |
| S1 |
11,638.00 |
11,662.25 |
|