| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,625.00 |
11,520.00 |
-105.00 |
-0.9% |
11,723.00 |
| High |
11,704.50 |
12,078.50 |
374.00 |
3.2% |
11,933.00 |
| Low |
11,465.00 |
11,497.75 |
32.75 |
0.3% |
11,526.50 |
| Close |
11,524.75 |
12,042.25 |
517.50 |
4.5% |
11,782.75 |
| Range |
239.50 |
580.75 |
341.25 |
142.5% |
406.50 |
| ATR |
302.81 |
322.66 |
19.85 |
6.6% |
0.00 |
| Volume |
555,859 |
769,082 |
213,223 |
38.4% |
1,736,068 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,615.00 |
13,409.50 |
12,361.75 |
|
| R3 |
13,034.25 |
12,828.75 |
12,202.00 |
|
| R2 |
12,453.50 |
12,453.50 |
12,148.75 |
|
| R1 |
12,248.00 |
12,248.00 |
12,095.50 |
12,350.75 |
| PP |
11,872.75 |
11,872.75 |
11,872.75 |
11,924.25 |
| S1 |
11,667.25 |
11,667.25 |
11,989.00 |
11,770.00 |
| S2 |
11,292.00 |
11,292.00 |
11,935.75 |
|
| S3 |
10,711.25 |
11,086.50 |
11,882.50 |
|
| S4 |
10,130.50 |
10,505.75 |
11,722.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,967.00 |
12,781.25 |
12,006.25 |
|
| R3 |
12,560.50 |
12,374.75 |
11,894.50 |
|
| R2 |
12,154.00 |
12,154.00 |
11,857.25 |
|
| R1 |
11,968.25 |
11,968.25 |
11,820.00 |
12,061.00 |
| PP |
11,747.50 |
11,747.50 |
11,747.50 |
11,793.75 |
| S1 |
11,561.75 |
11,561.75 |
11,745.50 |
11,654.50 |
| S2 |
11,341.00 |
11,341.00 |
11,708.25 |
|
| S3 |
10,934.50 |
11,155.25 |
11,671.00 |
|
| S4 |
10,528.00 |
10,748.75 |
11,559.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,078.50 |
11,465.00 |
613.50 |
5.1% |
274.50 |
2.3% |
94% |
True |
False |
511,640 |
| 10 |
12,078.50 |
11,465.00 |
613.50 |
5.1% |
260.00 |
2.2% |
94% |
True |
False |
538,946 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.3% |
322.25 |
2.7% |
95% |
False |
False |
629,608 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
13.6% |
349.00 |
2.9% |
95% |
False |
False |
692,457 |
| 60 |
12,992.00 |
10,484.75 |
2,507.25 |
20.8% |
352.50 |
2.9% |
62% |
False |
False |
683,949 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
337.50 |
2.8% |
47% |
False |
False |
513,406 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
334.50 |
2.8% |
47% |
False |
False |
410,853 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
27.7% |
339.75 |
2.8% |
47% |
False |
False |
342,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,546.75 |
|
2.618 |
13,599.00 |
|
1.618 |
13,018.25 |
|
1.000 |
12,659.25 |
|
0.618 |
12,437.50 |
|
HIGH |
12,078.50 |
|
0.618 |
11,856.75 |
|
0.500 |
11,788.00 |
|
0.382 |
11,719.50 |
|
LOW |
11,497.75 |
|
0.618 |
11,138.75 |
|
1.000 |
10,917.00 |
|
1.618 |
10,558.00 |
|
2.618 |
9,977.25 |
|
4.250 |
9,029.50 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,957.50 |
11,952.00 |
| PP |
11,872.75 |
11,862.00 |
| S1 |
11,788.00 |
11,771.75 |
|