| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,784.7 |
1,770.0 |
-14.7 |
-0.8% |
1,793.9 |
| High |
1,784.7 |
1,780.8 |
-3.9 |
-0.2% |
1,821.2 |
| Low |
1,764.2 |
1,767.7 |
3.5 |
0.2% |
1,779.6 |
| Close |
1,769.8 |
1,769.9 |
0.1 |
0.0% |
1,784.0 |
| Range |
20.5 |
13.1 |
-7.4 |
-36.1% |
41.6 |
| ATR |
25.6 |
24.7 |
-0.9 |
-3.5% |
0.0 |
| Volume |
2,884 |
2,360 |
-524 |
-18.2% |
12,995 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,812.1 |
1,804.1 |
1,777.1 |
|
| R3 |
1,799.0 |
1,791.0 |
1,773.5 |
|
| R2 |
1,785.9 |
1,785.9 |
1,772.3 |
|
| R1 |
1,777.9 |
1,777.9 |
1,771.1 |
1,775.4 |
| PP |
1,772.8 |
1,772.8 |
1,772.8 |
1,771.5 |
| S1 |
1,764.8 |
1,764.8 |
1,768.7 |
1,762.3 |
| S2 |
1,759.7 |
1,759.7 |
1,767.5 |
|
| S3 |
1,746.6 |
1,751.7 |
1,766.3 |
|
| S4 |
1,733.5 |
1,738.6 |
1,762.7 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.7 |
1,893.5 |
1,806.9 |
|
| R3 |
1,878.1 |
1,851.9 |
1,795.4 |
|
| R2 |
1,836.5 |
1,836.5 |
1,791.6 |
|
| R1 |
1,810.3 |
1,810.3 |
1,787.8 |
1,802.6 |
| PP |
1,794.9 |
1,794.9 |
1,794.9 |
1,791.1 |
| S1 |
1,768.7 |
1,768.7 |
1,780.2 |
1,761.0 |
| S2 |
1,753.3 |
1,753.3 |
1,776.4 |
|
| S3 |
1,711.7 |
1,727.1 |
1,772.6 |
|
| S4 |
1,670.1 |
1,685.5 |
1,761.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.3 |
1,764.2 |
53.1 |
3.0% |
17.2 |
1.0% |
11% |
False |
False |
2,315 |
| 10 |
1,821.2 |
1,735.2 |
86.0 |
4.9% |
22.7 |
1.3% |
40% |
False |
False |
3,145 |
| 20 |
1,821.2 |
1,647.7 |
173.5 |
9.8% |
25.2 |
1.4% |
70% |
False |
False |
2,872 |
| 40 |
1,821.2 |
1,647.7 |
173.5 |
9.8% |
26.0 |
1.5% |
70% |
False |
False |
2,492 |
| 60 |
1,821.2 |
1,647.7 |
173.5 |
9.8% |
25.0 |
1.4% |
70% |
False |
False |
1,922 |
| 80 |
1,848.4 |
1,647.7 |
200.7 |
11.3% |
23.1 |
1.3% |
61% |
False |
False |
1,541 |
| 100 |
1,852.1 |
1,647.7 |
204.4 |
11.5% |
21.9 |
1.2% |
60% |
False |
False |
1,318 |
| 120 |
1,920.2 |
1,647.7 |
272.5 |
15.4% |
21.2 |
1.2% |
45% |
False |
False |
1,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,836.5 |
|
2.618 |
1,815.1 |
|
1.618 |
1,802.0 |
|
1.000 |
1,793.9 |
|
0.618 |
1,788.9 |
|
HIGH |
1,780.8 |
|
0.618 |
1,775.8 |
|
0.500 |
1,774.3 |
|
0.382 |
1,772.7 |
|
LOW |
1,767.7 |
|
0.618 |
1,759.6 |
|
1.000 |
1,754.6 |
|
1.618 |
1,746.5 |
|
2.618 |
1,733.4 |
|
4.250 |
1,712.0 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,774.3 |
1,781.9 |
| PP |
1,772.8 |
1,777.9 |
| S1 |
1,771.4 |
1,773.9 |
|