| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,859.75 |
11,948.50 |
88.75 |
0.7% |
11,834.25 |
| High |
12,010.00 |
12,048.50 |
38.50 |
0.3% |
12,048.50 |
| Low |
11,841.50 |
11,887.00 |
45.50 |
0.4% |
11,646.25 |
| Close |
11,982.25 |
11,900.00 |
-82.25 |
-0.7% |
11,900.00 |
| Range |
168.50 |
161.50 |
-7.00 |
-4.2% |
402.25 |
| ATR |
321.48 |
310.05 |
-11.43 |
-3.6% |
0.00 |
| Volume |
746 |
582 |
-164 |
-22.0% |
2,673 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,429.75 |
12,326.25 |
11,988.75 |
|
| R3 |
12,268.25 |
12,164.75 |
11,944.50 |
|
| R2 |
12,106.75 |
12,106.75 |
11,929.50 |
|
| R1 |
12,003.25 |
12,003.25 |
11,914.75 |
11,974.25 |
| PP |
11,945.25 |
11,945.25 |
11,945.25 |
11,930.50 |
| S1 |
11,841.75 |
11,841.75 |
11,885.25 |
11,812.75 |
| S2 |
11,783.75 |
11,783.75 |
11,870.50 |
|
| S3 |
11,622.25 |
11,680.25 |
11,855.50 |
|
| S4 |
11,460.75 |
11,518.75 |
11,811.25 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,071.75 |
12,888.00 |
12,121.25 |
|
| R3 |
12,669.50 |
12,485.75 |
12,010.50 |
|
| R2 |
12,267.25 |
12,267.25 |
11,973.75 |
|
| R1 |
12,083.50 |
12,083.50 |
11,936.75 |
12,175.50 |
| PP |
11,865.00 |
11,865.00 |
11,865.00 |
11,910.75 |
| S1 |
11,681.25 |
11,681.25 |
11,863.25 |
11,773.00 |
| S2 |
11,462.75 |
11,462.75 |
11,826.25 |
|
| S3 |
11,060.50 |
11,279.00 |
11,789.50 |
|
| S4 |
10,658.25 |
10,876.75 |
11,678.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,048.50 |
11,646.25 |
402.25 |
3.4% |
198.75 |
1.7% |
63% |
True |
False |
708 |
| 10 |
12,236.00 |
11,646.25 |
589.75 |
5.0% |
239.50 |
2.0% |
43% |
False |
False |
1,108 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.5% |
322.00 |
2.7% |
77% |
False |
False |
1,123 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
13.8% |
348.25 |
2.9% |
80% |
False |
False |
1,023 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
20.7% |
345.25 |
2.9% |
53% |
False |
False |
831 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.0% |
311.00 |
2.6% |
39% |
False |
False |
628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,735.00 |
|
2.618 |
12,471.25 |
|
1.618 |
12,309.75 |
|
1.000 |
12,210.00 |
|
0.618 |
12,148.25 |
|
HIGH |
12,048.50 |
|
0.618 |
11,986.75 |
|
0.500 |
11,967.75 |
|
0.382 |
11,948.75 |
|
LOW |
11,887.00 |
|
0.618 |
11,787.25 |
|
1.000 |
11,725.50 |
|
1.618 |
11,625.75 |
|
2.618 |
11,464.25 |
|
4.250 |
11,200.50 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,967.75 |
11,882.50 |
| PP |
11,945.25 |
11,865.00 |
| S1 |
11,922.50 |
11,847.50 |
|