| 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 |
11,864.75 |
11,834.25 |
-30.50 |
-0.3% |
11,912.00 |
| High |
11,960.00 |
11,869.25 |
-90.75 |
-0.8% |
12,236.00 |
| Low |
11,723.50 |
11,671.50 |
-52.00 |
-0.4% |
11,646.25 |
| Close |
11,825.50 |
11,705.00 |
-120.50 |
-1.0% |
11,825.50 |
| Range |
236.50 |
197.75 |
-38.75 |
-16.4% |
589.75 |
| ATR |
352.24 |
341.21 |
-11.04 |
-3.1% |
0.00 |
| Volume |
867 |
714 |
-153 |
-17.6% |
6,850 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,341.75 |
12,221.25 |
11,813.75 |
|
| R3 |
12,144.00 |
12,023.50 |
11,759.50 |
|
| R2 |
11,946.25 |
11,946.25 |
11,741.25 |
|
| R1 |
11,825.75 |
11,825.75 |
11,723.25 |
11,787.00 |
| PP |
11,748.50 |
11,748.50 |
11,748.50 |
11,729.25 |
| S1 |
11,628.00 |
11,628.00 |
11,686.75 |
11,589.50 |
| S2 |
11,550.75 |
11,550.75 |
11,668.75 |
|
| S3 |
11,353.00 |
11,430.25 |
11,650.50 |
|
| S4 |
11,155.25 |
11,232.50 |
11,596.25 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,671.75 |
13,338.50 |
12,149.75 |
|
| R3 |
13,082.00 |
12,748.75 |
11,987.75 |
|
| R2 |
12,492.25 |
12,492.25 |
11,933.50 |
|
| R1 |
12,159.00 |
12,159.00 |
11,879.50 |
12,030.75 |
| PP |
11,902.50 |
11,902.50 |
11,902.50 |
11,838.50 |
| S1 |
11,569.25 |
11,569.25 |
11,771.50 |
11,441.00 |
| S2 |
11,312.75 |
11,312.75 |
11,717.50 |
|
| S3 |
10,723.00 |
10,979.50 |
11,663.25 |
|
| S4 |
10,133.25 |
10,389.75 |
11,501.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,236.00 |
11,646.25 |
589.75 |
5.0% |
267.75 |
2.3% |
10% |
False |
False |
1,300 |
| 10 |
12,236.00 |
10,932.75 |
1,303.25 |
11.1% |
332.00 |
2.8% |
59% |
False |
False |
1,367 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.7% |
353.00 |
3.0% |
64% |
False |
False |
1,219 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
14.0% |
366.00 |
3.1% |
68% |
False |
False |
1,045 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
21.0% |
348.50 |
3.0% |
45% |
False |
False |
800 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.5% |
313.75 |
2.7% |
33% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,709.75 |
|
2.618 |
12,387.00 |
|
1.618 |
12,189.25 |
|
1.000 |
12,067.00 |
|
0.618 |
11,991.50 |
|
HIGH |
11,869.25 |
|
0.618 |
11,793.75 |
|
0.500 |
11,770.50 |
|
0.382 |
11,747.00 |
|
LOW |
11,671.50 |
|
0.618 |
11,549.25 |
|
1.000 |
11,473.75 |
|
1.618 |
11,351.50 |
|
2.618 |
11,153.75 |
|
4.250 |
10,831.00 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,770.50 |
11,803.00 |
| PP |
11,748.50 |
11,770.50 |
| S1 |
11,726.75 |
11,737.75 |
|