| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,790.64 |
11,637.79 |
-152.85 |
-1.3% |
11,728.11 |
| High |
11,791.15 |
11,664.94 |
-126.21 |
-1.1% |
12,024.62 |
| Low |
11,579.64 |
11,524.44 |
-55.20 |
-0.5% |
11,521.64 |
| Close |
11,677.02 |
11,553.45 |
-123.57 |
-1.1% |
11,677.02 |
| Range |
211.51 |
140.50 |
-71.01 |
-33.6% |
502.98 |
| ATR |
301.87 |
291.21 |
-10.66 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,002.44 |
11,918.45 |
11,630.73 |
|
| R3 |
11,861.94 |
11,777.95 |
11,592.09 |
|
| R2 |
11,721.44 |
11,721.44 |
11,579.21 |
|
| R1 |
11,637.45 |
11,637.45 |
11,566.33 |
11,609.20 |
| PP |
11,580.94 |
11,580.94 |
11,580.94 |
11,566.82 |
| S1 |
11,496.95 |
11,496.95 |
11,540.57 |
11,468.70 |
| S2 |
11,440.44 |
11,440.44 |
11,527.69 |
|
| S3 |
11,299.94 |
11,356.45 |
11,514.81 |
|
| S4 |
11,159.44 |
11,215.95 |
11,476.18 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,250.03 |
12,966.51 |
11,953.66 |
|
| R3 |
12,747.05 |
12,463.53 |
11,815.34 |
|
| R2 |
12,244.07 |
12,244.07 |
11,769.23 |
|
| R1 |
11,960.55 |
11,960.55 |
11,723.13 |
11,850.82 |
| PP |
11,741.09 |
11,741.09 |
11,741.09 |
11,686.23 |
| S1 |
11,457.57 |
11,457.57 |
11,630.91 |
11,347.84 |
| S2 |
11,238.11 |
11,238.11 |
11,584.81 |
|
| S3 |
10,735.13 |
10,954.59 |
11,538.70 |
|
| S4 |
10,232.15 |
10,451.61 |
11,400.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,024.62 |
11,521.64 |
502.98 |
4.4% |
194.56 |
1.7% |
6% |
False |
False |
|
| 10 |
12,024.62 |
10,790.35 |
1,234.27 |
10.7% |
235.98 |
2.0% |
62% |
False |
False |
|
| 20 |
12,024.62 |
10,632.39 |
1,392.23 |
12.1% |
252.32 |
2.2% |
66% |
False |
False |
|
| 40 |
12,024.62 |
10,444.78 |
1,579.84 |
13.7% |
274.82 |
2.4% |
70% |
False |
False |
|
| 60 |
12,752.83 |
10,444.78 |
2,308.05 |
20.0% |
265.17 |
2.3% |
48% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
255.02 |
2.2% |
34% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
258.14 |
2.2% |
34% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
262.86 |
2.3% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,262.07 |
|
2.618 |
12,032.77 |
|
1.618 |
11,892.27 |
|
1.000 |
11,805.44 |
|
0.618 |
11,751.77 |
|
HIGH |
11,664.94 |
|
0.618 |
11,611.27 |
|
0.500 |
11,594.69 |
|
0.382 |
11,578.11 |
|
LOW |
11,524.44 |
|
0.618 |
11,437.61 |
|
1.000 |
11,383.94 |
|
1.618 |
11,297.11 |
|
2.618 |
11,156.61 |
|
4.250 |
10,927.32 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,594.69 |
11,656.40 |
| PP |
11,580.94 |
11,622.08 |
| S1 |
11,567.20 |
11,587.77 |
|