| 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 |
11,747.75 |
11,723.00 |
-24.75 |
-0.2% |
11,791.00 |
| High |
11,843.00 |
11,756.00 |
-87.00 |
-0.7% |
12,118.75 |
| Low |
11,606.75 |
11,553.00 |
-53.75 |
-0.5% |
11,528.25 |
| Close |
11,708.00 |
11,588.00 |
-120.00 |
-1.0% |
11,708.00 |
| Range |
236.25 |
203.00 |
-33.25 |
-14.1% |
590.50 |
| ATR |
357.29 |
346.27 |
-11.02 |
-3.1% |
0.00 |
| Volume |
585,873 |
477,970 |
-107,903 |
-18.4% |
3,170,706 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,241.25 |
12,117.75 |
11,699.75 |
|
| R3 |
12,038.25 |
11,914.75 |
11,643.75 |
|
| R2 |
11,835.25 |
11,835.25 |
11,625.25 |
|
| R1 |
11,711.75 |
11,711.75 |
11,606.50 |
11,672.00 |
| PP |
11,632.25 |
11,632.25 |
11,632.25 |
11,612.50 |
| S1 |
11,508.75 |
11,508.75 |
11,569.50 |
11,469.00 |
| S2 |
11,429.25 |
11,429.25 |
11,550.75 |
|
| S3 |
11,226.25 |
11,305.75 |
11,532.25 |
|
| S4 |
11,023.25 |
11,102.75 |
11,476.25 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,556.50 |
13,222.75 |
12,032.75 |
|
| R3 |
12,966.00 |
12,632.25 |
11,870.50 |
|
| R2 |
12,375.50 |
12,375.50 |
11,816.25 |
|
| R1 |
12,041.75 |
12,041.75 |
11,762.25 |
11,913.50 |
| PP |
11,785.00 |
11,785.00 |
11,785.00 |
11,720.75 |
| S1 |
11,451.25 |
11,451.25 |
11,653.75 |
11,323.00 |
| S2 |
11,194.50 |
11,194.50 |
11,599.75 |
|
| S3 |
10,604.00 |
10,860.75 |
11,545.50 |
|
| S4 |
10,013.50 |
10,270.25 |
11,383.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,118.75 |
11,528.25 |
590.50 |
5.1% |
270.50 |
2.3% |
10% |
False |
False |
614,399 |
| 10 |
12,118.75 |
10,805.00 |
1,313.75 |
11.3% |
337.25 |
2.9% |
60% |
False |
False |
659,101 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.8% |
358.50 |
3.1% |
64% |
False |
False |
682,904 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
14.1% |
370.75 |
3.2% |
68% |
False |
False |
741,207 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
21.6% |
356.50 |
3.1% |
44% |
False |
False |
632,820 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
339.00 |
2.9% |
33% |
False |
False |
474,832 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
336.00 |
2.9% |
33% |
False |
False |
379,998 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
343.50 |
3.0% |
33% |
False |
False |
316,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,618.75 |
|
2.618 |
12,287.50 |
|
1.618 |
12,084.50 |
|
1.000 |
11,959.00 |
|
0.618 |
11,881.50 |
|
HIGH |
11,756.00 |
|
0.618 |
11,678.50 |
|
0.500 |
11,654.50 |
|
0.382 |
11,630.50 |
|
LOW |
11,553.00 |
|
0.618 |
11,427.50 |
|
1.000 |
11,350.00 |
|
1.618 |
11,224.50 |
|
2.618 |
11,021.50 |
|
4.250 |
10,690.25 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,654.50 |
11,685.50 |
| PP |
11,632.25 |
11,653.00 |
| S1 |
11,610.25 |
11,620.50 |
|