| 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 |
11,733.50 |
11,634.75 |
-98.75 |
-0.8% |
11,834.25 |
| High |
11,820.00 |
12,194.00 |
374.00 |
3.2% |
12,048.50 |
| Low |
11,580.50 |
11,612.75 |
32.25 |
0.3% |
11,646.25 |
| Close |
11,639.50 |
12,160.25 |
520.75 |
4.5% |
11,900.00 |
| Range |
239.50 |
581.25 |
341.75 |
142.7% |
402.25 |
| ATR |
298.66 |
318.84 |
20.19 |
6.8% |
0.00 |
| Volume |
1,574 |
4,332 |
2,758 |
175.2% |
2,673 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,732.75 |
13,527.75 |
12,480.00 |
|
| R3 |
13,151.50 |
12,946.50 |
12,320.00 |
|
| R2 |
12,570.25 |
12,570.25 |
12,266.75 |
|
| R1 |
12,365.25 |
12,365.25 |
12,213.50 |
12,467.75 |
| PP |
11,989.00 |
11,989.00 |
11,989.00 |
12,040.25 |
| S1 |
11,784.00 |
11,784.00 |
12,107.00 |
11,886.50 |
| S2 |
11,407.75 |
11,407.75 |
12,053.75 |
|
| S3 |
10,826.50 |
11,202.75 |
12,000.50 |
|
| S4 |
10,245.25 |
10,621.50 |
11,840.50 |
|
|
| 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 |
12,194.00 |
11,580.50 |
613.50 |
5.0% |
273.00 |
2.2% |
94% |
True |
False |
1,813 |
| 10 |
12,194.00 |
11,580.50 |
613.50 |
5.0% |
257.75 |
2.1% |
94% |
True |
False |
1,346 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.2% |
318.00 |
2.6% |
95% |
False |
False |
1,375 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
13.5% |
344.50 |
2.8% |
95% |
False |
False |
1,170 |
| 60 |
13,054.25 |
10,595.25 |
2,459.00 |
20.2% |
346.25 |
2.8% |
64% |
False |
False |
957 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
27.4% |
316.50 |
2.6% |
47% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,664.25 |
|
2.618 |
13,715.75 |
|
1.618 |
13,134.50 |
|
1.000 |
12,775.25 |
|
0.618 |
12,553.25 |
|
HIGH |
12,194.00 |
|
0.618 |
11,972.00 |
|
0.500 |
11,903.50 |
|
0.382 |
11,834.75 |
|
LOW |
11,612.75 |
|
0.618 |
11,253.50 |
|
1.000 |
11,031.50 |
|
1.618 |
10,672.25 |
|
2.618 |
10,091.00 |
|
4.250 |
9,142.50 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,074.50 |
12,069.25 |
| PP |
11,989.00 |
11,978.25 |
| S1 |
11,903.50 |
11,887.25 |
|