| 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 |
11,777.33 |
11,684.07 |
-93.26 |
-0.8% |
11,637.79 |
| High |
11,803.91 |
11,764.83 |
-39.08 |
-0.3% |
11,866.42 |
| Low |
11,748.79 |
11,555.26 |
-193.53 |
-1.6% |
11,503.34 |
| Close |
11,756.03 |
11,587.75 |
-168.28 |
-1.4% |
11,756.03 |
| Range |
55.12 |
209.57 |
154.45 |
280.2% |
363.08 |
| ATR |
263.23 |
259.39 |
-3.83 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,264.66 |
12,135.77 |
11,703.01 |
|
| R3 |
12,055.09 |
11,926.20 |
11,645.38 |
|
| R2 |
11,845.52 |
11,845.52 |
11,626.17 |
|
| R1 |
11,716.63 |
11,716.63 |
11,606.96 |
11,676.29 |
| PP |
11,635.95 |
11,635.95 |
11,635.95 |
11,615.78 |
| S1 |
11,507.06 |
11,507.06 |
11,568.54 |
11,466.72 |
| S2 |
11,426.38 |
11,426.38 |
11,549.33 |
|
| S3 |
11,216.81 |
11,297.49 |
11,530.12 |
|
| S4 |
11,007.24 |
11,087.92 |
11,472.49 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,797.84 |
12,640.01 |
11,955.72 |
|
| R3 |
12,434.76 |
12,276.93 |
11,855.88 |
|
| R2 |
12,071.68 |
12,071.68 |
11,822.59 |
|
| R1 |
11,913.85 |
11,913.85 |
11,789.31 |
11,992.77 |
| PP |
11,708.60 |
11,708.60 |
11,708.60 |
11,748.05 |
| S1 |
11,550.77 |
11,550.77 |
11,722.75 |
11,629.69 |
| S2 |
11,345.52 |
11,345.52 |
11,689.47 |
|
| S3 |
10,982.44 |
11,187.69 |
11,656.18 |
|
| S4 |
10,619.36 |
10,824.61 |
11,556.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,866.42 |
11,503.34 |
363.08 |
3.1% |
155.60 |
1.3% |
23% |
False |
False |
|
| 10 |
12,024.62 |
11,503.34 |
521.28 |
4.5% |
180.50 |
1.6% |
16% |
False |
False |
|
| 20 |
12,024.62 |
10,632.39 |
1,392.23 |
12.0% |
230.12 |
2.0% |
69% |
False |
False |
|
| 40 |
12,024.62 |
10,444.78 |
1,579.84 |
13.6% |
258.61 |
2.2% |
72% |
False |
False |
|
| 60 |
12,752.83 |
10,444.78 |
2,308.05 |
19.9% |
259.26 |
2.2% |
50% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.3% |
250.72 |
2.2% |
35% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.3% |
253.69 |
2.2% |
35% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.3% |
257.93 |
2.2% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,655.50 |
|
2.618 |
12,313.48 |
|
1.618 |
12,103.91 |
|
1.000 |
11,974.40 |
|
0.618 |
11,894.34 |
|
HIGH |
11,764.83 |
|
0.618 |
11,684.77 |
|
0.500 |
11,660.05 |
|
0.382 |
11,635.32 |
|
LOW |
11,555.26 |
|
0.618 |
11,425.75 |
|
1.000 |
11,345.69 |
|
1.618 |
11,216.18 |
|
2.618 |
11,006.61 |
|
4.250 |
10,664.59 |
|
|
| Fisher Pivots for day following 28-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,660.05 |
11,710.84 |
| PP |
11,635.95 |
11,669.81 |
| S1 |
11,611.85 |
11,628.78 |
|