| 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 |
4,061.25 |
4,003.50 |
-57.75 |
-1.4% |
4,011.75 |
| High |
4,061.25 |
4,023.75 |
-37.50 |
-0.9% |
4,094.50 |
| Low |
3,993.50 |
3,974.50 |
-19.00 |
-0.5% |
3,972.00 |
| Close |
4,003.50 |
3,995.00 |
-8.50 |
-0.2% |
4,066.50 |
| Range |
67.75 |
49.25 |
-18.50 |
-27.3% |
122.50 |
| ATR |
78.23 |
76.16 |
-2.07 |
-2.6% |
0.00 |
| Volume |
7,004 |
9,677 |
2,673 |
38.2% |
21,042 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,145.50 |
4,119.50 |
4,022.00 |
|
| R3 |
4,096.25 |
4,070.25 |
4,008.50 |
|
| R2 |
4,047.00 |
4,047.00 |
4,004.00 |
|
| R1 |
4,021.00 |
4,021.00 |
3,999.50 |
4,009.50 |
| PP |
3,997.75 |
3,997.75 |
3,997.75 |
3,992.00 |
| S1 |
3,971.75 |
3,971.75 |
3,990.50 |
3,960.00 |
| S2 |
3,948.50 |
3,948.50 |
3,986.00 |
|
| S3 |
3,899.25 |
3,922.50 |
3,981.50 |
|
| S4 |
3,850.00 |
3,873.25 |
3,968.00 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,411.75 |
4,361.75 |
4,134.00 |
|
| R3 |
4,289.25 |
4,239.25 |
4,100.25 |
|
| R2 |
4,166.75 |
4,166.75 |
4,089.00 |
|
| R1 |
4,116.75 |
4,116.75 |
4,077.75 |
4,141.75 |
| PP |
4,044.25 |
4,044.25 |
4,044.25 |
4,057.00 |
| S1 |
3,994.25 |
3,994.25 |
4,055.25 |
4,019.25 |
| S2 |
3,921.75 |
3,921.75 |
4,044.00 |
|
| S3 |
3,799.25 |
3,871.75 |
4,032.75 |
|
| S4 |
3,676.75 |
3,749.25 |
3,999.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,094.50 |
3,974.50 |
120.00 |
3.0% |
51.25 |
1.3% |
17% |
False |
True |
7,043 |
| 10 |
4,094.50 |
3,945.50 |
149.00 |
3.7% |
57.25 |
1.4% |
33% |
False |
False |
7,779 |
| 20 |
4,094.50 |
3,735.00 |
359.50 |
9.0% |
78.00 |
2.0% |
72% |
False |
False |
6,406 |
| 40 |
4,094.50 |
3,530.25 |
564.25 |
14.1% |
88.75 |
2.2% |
82% |
False |
False |
5,113 |
| 60 |
4,194.25 |
3,530.25 |
664.00 |
16.6% |
91.25 |
2.3% |
70% |
False |
False |
4,241 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
85.50 |
2.1% |
55% |
False |
False |
3,307 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
82.50 |
2.1% |
55% |
False |
False |
2,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,233.00 |
|
2.618 |
4,152.75 |
|
1.618 |
4,103.50 |
|
1.000 |
4,073.00 |
|
0.618 |
4,054.25 |
|
HIGH |
4,023.75 |
|
0.618 |
4,005.00 |
|
0.500 |
3,999.00 |
|
0.382 |
3,993.25 |
|
LOW |
3,974.50 |
|
0.618 |
3,944.00 |
|
1.000 |
3,925.25 |
|
1.618 |
3,894.75 |
|
2.618 |
3,845.50 |
|
4.250 |
3,765.25 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,999.00 |
4,034.50 |
| PP |
3,997.75 |
4,021.25 |
| S1 |
3,996.50 |
4,008.25 |
|