| 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 |
4,074.00 |
4,061.25 |
-12.75 |
-0.3% |
4,011.75 |
| High |
4,094.50 |
4,061.25 |
-33.25 |
-0.8% |
4,094.50 |
| Low |
4,059.25 |
3,993.50 |
-65.75 |
-1.6% |
3,972.00 |
| Close |
4,066.50 |
4,003.50 |
-63.00 |
-1.5% |
4,066.50 |
| Range |
35.25 |
67.75 |
32.50 |
92.2% |
122.50 |
| ATR |
78.63 |
78.23 |
-0.40 |
-0.5% |
0.00 |
| Volume |
2,948 |
7,004 |
4,056 |
137.6% |
21,042 |
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,222.75 |
4,180.75 |
4,040.75 |
|
| R3 |
4,155.00 |
4,113.00 |
4,022.25 |
|
| R2 |
4,087.25 |
4,087.25 |
4,016.00 |
|
| R1 |
4,045.25 |
4,045.25 |
4,009.75 |
4,032.50 |
| PP |
4,019.50 |
4,019.50 |
4,019.50 |
4,013.00 |
| S1 |
3,977.50 |
3,977.50 |
3,997.25 |
3,964.50 |
| S2 |
3,951.75 |
3,951.75 |
3,991.00 |
|
| S3 |
3,884.00 |
3,909.75 |
3,984.75 |
|
| S4 |
3,816.25 |
3,842.00 |
3,966.25 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,411.75 |
4,361.75 |
4,134.00 |
|
| R3 |
4,289.25 |
4,239.25 |
4,100.25 |
|
| R2 |
4,166.75 |
4,166.75 |
4,089.00 |
|
| R1 |
4,116.75 |
4,116.75 |
4,077.75 |
4,141.75 |
| PP |
4,044.25 |
4,044.25 |
4,044.25 |
4,057.00 |
| S1 |
3,994.25 |
3,994.25 |
4,055.25 |
4,019.25 |
| S2 |
3,921.75 |
3,921.75 |
4,044.00 |
|
| S3 |
3,799.25 |
3,871.75 |
4,032.75 |
|
| S4 |
3,676.75 |
3,749.25 |
3,999.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,094.50 |
3,972.00 |
122.50 |
3.1% |
50.00 |
1.2% |
26% |
False |
False |
5,609 |
| 10 |
4,094.50 |
3,945.50 |
149.00 |
3.7% |
57.75 |
1.4% |
39% |
False |
False |
7,595 |
| 20 |
4,094.50 |
3,735.00 |
359.50 |
9.0% |
77.50 |
1.9% |
75% |
False |
False |
6,022 |
| 40 |
4,094.50 |
3,530.25 |
564.25 |
14.1% |
91.00 |
2.3% |
84% |
False |
False |
4,942 |
| 60 |
4,194.25 |
3,530.25 |
664.00 |
16.6% |
92.25 |
2.3% |
71% |
False |
False |
4,091 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
85.75 |
2.1% |
56% |
False |
False |
3,188 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
82.50 |
2.1% |
56% |
False |
False |
2,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,349.25 |
|
2.618 |
4,238.50 |
|
1.618 |
4,170.75 |
|
1.000 |
4,129.00 |
|
0.618 |
4,103.00 |
|
HIGH |
4,061.25 |
|
0.618 |
4,035.25 |
|
0.500 |
4,027.50 |
|
0.382 |
4,019.50 |
|
LOW |
3,993.50 |
|
0.618 |
3,951.75 |
|
1.000 |
3,925.75 |
|
1.618 |
3,884.00 |
|
2.618 |
3,816.25 |
|
4.250 |
3,705.50 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,027.50 |
4,044.00 |
| PP |
4,019.50 |
4,030.50 |
| S1 |
4,011.50 |
4,017.00 |
|