| 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 |
11,861.50 |
11,733.50 |
-128.00 |
-1.1% |
11,834.25 |
| High |
11,903.25 |
11,820.00 |
-83.25 |
-0.7% |
12,048.50 |
| Low |
11,689.00 |
11,580.50 |
-108.50 |
-0.9% |
11,646.25 |
| Close |
11,730.75 |
11,639.50 |
-91.25 |
-0.8% |
11,900.00 |
| Range |
214.25 |
239.50 |
25.25 |
11.8% |
402.25 |
| ATR |
303.21 |
298.66 |
-4.55 |
-1.5% |
0.00 |
| Volume |
1,834 |
1,574 |
-260 |
-14.2% |
2,673 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,398.50 |
12,258.50 |
11,771.25 |
|
| R3 |
12,159.00 |
12,019.00 |
11,705.25 |
|
| R2 |
11,919.50 |
11,919.50 |
11,683.50 |
|
| R1 |
11,779.50 |
11,779.50 |
11,661.50 |
11,729.75 |
| PP |
11,680.00 |
11,680.00 |
11,680.00 |
11,655.00 |
| S1 |
11,540.00 |
11,540.00 |
11,617.50 |
11,490.25 |
| S2 |
11,440.50 |
11,440.50 |
11,595.50 |
|
| S3 |
11,201.00 |
11,300.50 |
11,573.75 |
|
| S4 |
10,961.50 |
11,061.00 |
11,507.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,071.75 |
12,888.00 |
12,121.25 |
|
| R3 |
12,669.50 |
12,485.75 |
12,010.50 |
|
| R2 |
12,267.25 |
12,267.25 |
11,973.75 |
|
| R1 |
12,083.50 |
12,083.50 |
11,936.75 |
12,175.50 |
| PP |
11,865.00 |
11,865.00 |
11,865.00 |
11,910.75 |
| S1 |
11,681.25 |
11,681.25 |
11,863.25 |
11,773.00 |
| S2 |
11,462.75 |
11,462.75 |
11,826.25 |
|
| S3 |
11,060.50 |
11,279.00 |
11,789.50 |
|
| S4 |
10,658.25 |
10,876.75 |
11,678.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,048.50 |
11,580.50 |
468.00 |
4.0% |
202.75 |
1.7% |
13% |
False |
True |
1,073 |
| 10 |
12,236.00 |
11,580.50 |
655.50 |
5.6% |
235.25 |
2.0% |
9% |
False |
True |
1,186 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.8% |
305.25 |
2.6% |
60% |
False |
False |
1,192 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
14.1% |
339.75 |
2.9% |
64% |
False |
False |
1,082 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
21.1% |
341.50 |
2.9% |
42% |
False |
False |
886 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.6% |
312.25 |
2.7% |
31% |
False |
False |
670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,838.00 |
|
2.618 |
12,447.00 |
|
1.618 |
12,207.50 |
|
1.000 |
12,059.50 |
|
0.618 |
11,968.00 |
|
HIGH |
11,820.00 |
|
0.618 |
11,728.50 |
|
0.500 |
11,700.25 |
|
0.382 |
11,672.00 |
|
LOW |
11,580.50 |
|
0.618 |
11,432.50 |
|
1.000 |
11,341.00 |
|
1.618 |
11,193.00 |
|
2.618 |
10,953.50 |
|
4.250 |
10,562.50 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,700.25 |
11,814.50 |
| PP |
11,680.00 |
11,756.25 |
| S1 |
11,659.75 |
11,697.75 |
|