| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,731.25 |
11,625.00 |
-106.25 |
-0.9% |
11,723.00 |
| High |
11,788.50 |
11,704.50 |
-84.00 |
-0.7% |
11,933.00 |
| Low |
11,575.25 |
11,465.00 |
-110.25 |
-1.0% |
11,526.50 |
| Close |
11,616.25 |
11,524.75 |
-91.50 |
-0.8% |
11,782.75 |
| Range |
213.25 |
239.50 |
26.25 |
12.3% |
406.50 |
| ATR |
307.68 |
302.81 |
-4.87 |
-1.6% |
0.00 |
| Volume |
506,250 |
555,859 |
49,609 |
9.8% |
1,736,068 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.25 |
12,143.50 |
11,656.50 |
|
| R3 |
12,043.75 |
11,904.00 |
11,590.50 |
|
| R2 |
11,804.25 |
11,804.25 |
11,568.75 |
|
| R1 |
11,664.50 |
11,664.50 |
11,546.75 |
11,614.50 |
| PP |
11,564.75 |
11,564.75 |
11,564.75 |
11,539.75 |
| S1 |
11,425.00 |
11,425.00 |
11,502.75 |
11,375.00 |
| S2 |
11,325.25 |
11,325.25 |
11,480.75 |
|
| S3 |
11,085.75 |
11,185.50 |
11,459.00 |
|
| S4 |
10,846.25 |
10,946.00 |
11,393.00 |
|
|
| 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 |
11,465.00 |
468.00 |
4.1% |
205.00 |
1.8% |
13% |
False |
True |
464,041 |
| 10 |
12,118.75 |
11,465.00 |
653.75 |
5.7% |
237.75 |
2.1% |
9% |
False |
True |
539,220 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.9% |
309.50 |
2.7% |
60% |
False |
False |
621,422 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
14.2% |
344.50 |
3.0% |
64% |
False |
False |
692,552 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.8% |
348.00 |
3.0% |
41% |
False |
False |
671,293 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
333.75 |
2.9% |
31% |
False |
False |
503,797 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
331.25 |
2.9% |
31% |
False |
False |
403,166 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.0% |
338.75 |
2.9% |
31% |
False |
False |
336,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,722.50 |
|
2.618 |
12,331.50 |
|
1.618 |
12,092.00 |
|
1.000 |
11,944.00 |
|
0.618 |
11,852.50 |
|
HIGH |
11,704.50 |
|
0.618 |
11,613.00 |
|
0.500 |
11,584.75 |
|
0.382 |
11,556.50 |
|
LOW |
11,465.00 |
|
0.618 |
11,317.00 |
|
1.000 |
11,225.50 |
|
1.618 |
11,077.50 |
|
2.618 |
10,838.00 |
|
4.250 |
10,447.00 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,584.75 |
11,699.00 |
| PP |
11,564.75 |
11,641.00 |
| S1 |
11,544.75 |
11,582.75 |
|