| 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 |
11,684.07 |
11,590.30 |
-93.77 |
-0.8% |
11,637.79 |
| High |
11,764.83 |
11,613.33 |
-151.50 |
-1.3% |
11,866.42 |
| Low |
11,555.26 |
11,450.34 |
-104.92 |
-0.9% |
11,503.34 |
| Close |
11,587.75 |
11,503.45 |
-84.30 |
-0.7% |
11,756.03 |
| Range |
209.57 |
162.99 |
-46.58 |
-22.2% |
363.08 |
| ATR |
259.39 |
252.51 |
-6.89 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,011.34 |
11,920.39 |
11,593.09 |
|
| R3 |
11,848.35 |
11,757.40 |
11,548.27 |
|
| R2 |
11,685.36 |
11,685.36 |
11,533.33 |
|
| R1 |
11,594.41 |
11,594.41 |
11,518.39 |
11,558.39 |
| PP |
11,522.37 |
11,522.37 |
11,522.37 |
11,504.37 |
| S1 |
11,431.42 |
11,431.42 |
11,488.51 |
11,395.40 |
| S2 |
11,359.38 |
11,359.38 |
11,473.57 |
|
| S3 |
11,196.39 |
11,268.43 |
11,458.63 |
|
| S4 |
11,033.40 |
11,105.44 |
11,413.81 |
|
|
| 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 |
11,450.34 |
416.08 |
3.6% |
160.10 |
1.4% |
13% |
False |
True |
|
| 10 |
12,024.62 |
11,450.34 |
574.28 |
5.0% |
177.33 |
1.5% |
9% |
False |
True |
|
| 20 |
12,024.62 |
10,632.39 |
1,392.23 |
12.1% |
230.68 |
2.0% |
63% |
False |
False |
|
| 40 |
12,024.62 |
10,444.78 |
1,579.84 |
13.7% |
254.90 |
2.2% |
67% |
False |
False |
|
| 60 |
12,752.83 |
10,444.78 |
2,308.05 |
20.1% |
255.05 |
2.2% |
46% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.5% |
250.06 |
2.2% |
32% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.5% |
253.09 |
2.2% |
32% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.5% |
257.64 |
2.2% |
32% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,306.04 |
|
2.618 |
12,040.04 |
|
1.618 |
11,877.05 |
|
1.000 |
11,776.32 |
|
0.618 |
11,714.06 |
|
HIGH |
11,613.33 |
|
0.618 |
11,551.07 |
|
0.500 |
11,531.84 |
|
0.382 |
11,512.60 |
|
LOW |
11,450.34 |
|
0.618 |
11,349.61 |
|
1.000 |
11,287.35 |
|
1.618 |
11,186.62 |
|
2.618 |
11,023.63 |
|
4.250 |
10,757.63 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,531.84 |
11,627.13 |
| PP |
11,522.37 |
11,585.90 |
| S1 |
11,512.91 |
11,544.68 |
|