| 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 |
11,710.00 |
11,859.75 |
149.75 |
1.3% |
11,912.00 |
| High |
11,876.00 |
12,010.00 |
134.00 |
1.1% |
12,236.00 |
| Low |
11,646.25 |
11,841.50 |
195.25 |
1.7% |
11,646.25 |
| Close |
11,874.00 |
11,982.25 |
108.25 |
0.9% |
11,825.50 |
| Range |
229.75 |
168.50 |
-61.25 |
-26.7% |
589.75 |
| ATR |
333.25 |
321.48 |
-11.77 |
-3.5% |
0.00 |
| Volume |
631 |
746 |
115 |
18.2% |
6,850 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,450.00 |
12,384.75 |
12,075.00 |
|
| R3 |
12,281.50 |
12,216.25 |
12,028.50 |
|
| R2 |
12,113.00 |
12,113.00 |
12,013.25 |
|
| R1 |
12,047.75 |
12,047.75 |
11,997.75 |
12,080.50 |
| PP |
11,944.50 |
11,944.50 |
11,944.50 |
11,961.00 |
| S1 |
11,879.25 |
11,879.25 |
11,966.75 |
11,912.00 |
| S2 |
11,776.00 |
11,776.00 |
11,951.25 |
|
| S3 |
11,607.50 |
11,710.75 |
11,936.00 |
|
| S4 |
11,439.00 |
11,542.25 |
11,889.50 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,671.75 |
13,338.50 |
12,149.75 |
|
| R3 |
13,082.00 |
12,748.75 |
11,987.75 |
|
| R2 |
12,492.25 |
12,492.25 |
11,933.50 |
|
| R1 |
12,159.00 |
12,159.00 |
11,879.50 |
12,030.75 |
| PP |
11,902.50 |
11,902.50 |
11,902.50 |
11,838.50 |
| S1 |
11,569.25 |
11,569.25 |
11,771.50 |
11,441.00 |
| S2 |
11,312.75 |
11,312.75 |
11,717.50 |
|
| S3 |
10,723.00 |
10,979.50 |
11,663.25 |
|
| S4 |
10,133.25 |
10,389.75 |
11,501.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,010.00 |
11,646.25 |
363.75 |
3.0% |
225.75 |
1.9% |
92% |
True |
False |
772 |
| 10 |
12,236.00 |
10,944.00 |
1,292.00 |
10.8% |
308.00 |
2.6% |
80% |
False |
False |
1,255 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.4% |
344.00 |
2.9% |
83% |
False |
False |
1,148 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
13.7% |
356.00 |
3.0% |
85% |
False |
False |
1,032 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
20.5% |
346.25 |
2.9% |
56% |
False |
False |
821 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
27.8% |
313.75 |
2.6% |
42% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,726.00 |
|
2.618 |
12,451.25 |
|
1.618 |
12,282.75 |
|
1.000 |
12,178.50 |
|
0.618 |
12,114.25 |
|
HIGH |
12,010.00 |
|
0.618 |
11,945.75 |
|
0.500 |
11,925.75 |
|
0.382 |
11,905.75 |
|
LOW |
11,841.50 |
|
0.618 |
11,737.25 |
|
1.000 |
11,673.00 |
|
1.618 |
11,568.75 |
|
2.618 |
11,400.25 |
|
4.250 |
11,125.50 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,963.50 |
11,931.00 |
| PP |
11,944.50 |
11,879.50 |
| S1 |
11,925.75 |
11,828.00 |
|