| 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 |
16,685.60 |
16,639.53 |
-46.07 |
-0.3% |
16,767.98 |
| High |
16,974.01 |
16,799.45 |
-174.56 |
-1.0% |
17,132.13 |
| Low |
16,543.97 |
15,516.53 |
-1,027.44 |
-6.2% |
15,818.60 |
| Close |
16,639.53 |
15,624.83 |
-1,014.70 |
-6.1% |
16,639.53 |
| Range |
430.04 |
1,282.92 |
852.88 |
198.3% |
1,313.53 |
| ATR |
1,013.82 |
1,033.04 |
19.22 |
1.9% |
0.00 |
| Volume |
48,542 |
838 |
-47,704 |
-98.3% |
247,236 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,829.03 |
19,009.85 |
16,330.44 |
|
| R3 |
18,546.11 |
17,726.93 |
15,977.63 |
|
| R2 |
17,263.19 |
17,263.19 |
15,860.03 |
|
| R1 |
16,444.01 |
16,444.01 |
15,742.43 |
16,212.14 |
| PP |
15,980.27 |
15,980.27 |
15,980.27 |
15,864.34 |
| S1 |
15,161.09 |
15,161.09 |
15,507.23 |
14,929.22 |
| S2 |
14,697.35 |
14,697.35 |
15,389.63 |
|
| S3 |
13,414.43 |
13,878.17 |
15,272.03 |
|
| S4 |
12,131.51 |
12,595.25 |
14,919.22 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,470.68 |
19,868.63 |
17,361.97 |
|
| R3 |
19,157.15 |
18,555.10 |
17,000.75 |
|
| R2 |
17,843.62 |
17,843.62 |
16,880.34 |
|
| R1 |
17,241.57 |
17,241.57 |
16,759.94 |
16,885.83 |
| PP |
16,530.09 |
16,530.09 |
16,530.09 |
16,352.22 |
| S1 |
15,928.04 |
15,928.04 |
16,519.12 |
15,572.30 |
| S2 |
15,216.56 |
15,216.56 |
16,398.72 |
|
| S3 |
13,903.03 |
14,614.51 |
16,278.31 |
|
| S4 |
12,589.50 |
13,300.98 |
15,917.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,077.81 |
15,516.53 |
1,561.28 |
10.0% |
664.82 |
4.3% |
7% |
False |
True |
49,421 |
| 10 |
20,679.67 |
15,516.53 |
5,163.14 |
33.0% |
1,482.62 |
9.5% |
2% |
False |
True |
103,944 |
| 20 |
21,466.76 |
15,516.53 |
5,950.23 |
38.1% |
1,110.96 |
7.1% |
2% |
False |
True |
74,398 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
38.1% |
905.29 |
5.8% |
2% |
False |
True |
66,261 |
| 60 |
22,718.84 |
15,516.53 |
7,202.31 |
46.1% |
964.56 |
6.2% |
2% |
False |
True |
61,884 |
| 80 |
25,198.76 |
15,516.53 |
9,682.23 |
62.0% |
983.54 |
6.3% |
1% |
False |
True |
57,629 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
62.0% |
1,071.43 |
6.9% |
1% |
False |
True |
57,639 |
| 120 |
31,724.20 |
15,516.53 |
16,207.67 |
103.7% |
1,199.69 |
7.7% |
1% |
False |
True |
56,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,251.86 |
|
2.618 |
20,158.13 |
|
1.618 |
18,875.21 |
|
1.000 |
18,082.37 |
|
0.618 |
17,592.29 |
|
HIGH |
16,799.45 |
|
0.618 |
16,309.37 |
|
0.500 |
16,157.99 |
|
0.382 |
16,006.61 |
|
LOW |
15,516.53 |
|
0.618 |
14,723.69 |
|
1.000 |
14,233.61 |
|
1.618 |
13,440.77 |
|
2.618 |
12,157.85 |
|
4.250 |
10,064.12 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,157.99 |
16,245.27 |
| PP |
15,980.27 |
16,038.46 |
| S1 |
15,802.55 |
15,831.64 |
|