| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,268.7530 |
1,226.7040 |
-42.0490 |
-3.3% |
1,645.8350 |
| High |
1,291.1610 |
1,288.7130 |
-2.4480 |
-0.2% |
1,664.7070 |
| Low |
1,173.8060 |
1,214.5590 |
40.7530 |
3.5% |
1,077.4300 |
| Close |
1,226.8590 |
1,245.6820 |
18.8230 |
1.5% |
1,268.7520 |
| Range |
117.3550 |
74.1540 |
-43.2010 |
-36.8% |
587.2770 |
| ATR |
124.5158 |
120.9186 |
-3.5973 |
-2.9% |
0.0000 |
| Volume |
9,175 |
767,375 |
758,200 |
8,263.8% |
8,454,559 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,472.1133 |
1,433.0517 |
1,286.4667 |
|
| R3 |
1,397.9593 |
1,358.8977 |
1,266.0744 |
|
| R2 |
1,323.8053 |
1,323.8053 |
1,259.2769 |
|
| R1 |
1,284.7437 |
1,284.7437 |
1,252.4795 |
1,304.2745 |
| PP |
1,249.6513 |
1,249.6513 |
1,249.6513 |
1,259.4168 |
| S1 |
1,210.5897 |
1,210.5897 |
1,238.8846 |
1,230.1205 |
| S2 |
1,175.4973 |
1,175.4973 |
1,232.0871 |
|
| S3 |
1,101.3433 |
1,136.4357 |
1,225.2897 |
|
| S4 |
1,027.1893 |
1,062.2817 |
1,204.8973 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,098.7940 |
2,771.0500 |
1,591.7544 |
|
| R3 |
2,511.5170 |
2,183.7730 |
1,430.2532 |
|
| R2 |
1,924.2400 |
1,924.2400 |
1,376.4195 |
|
| R1 |
1,596.4960 |
1,596.4960 |
1,322.5857 |
1,466.7295 |
| PP |
1,336.9630 |
1,336.9630 |
1,336.9630 |
1,272.0798 |
| S1 |
1,009.2190 |
1,009.2190 |
1,214.9183 |
879.4525 |
| S2 |
749.6860 |
749.6860 |
1,161.0846 |
|
| S3 |
162.4090 |
421.9420 |
1,107.2508 |
|
| S4 |
-424.8680 |
-165.3350 |
945.7497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,345.3510 |
1,077.4300 |
267.9210 |
21.5% |
163.6834 |
13.1% |
63% |
False |
False |
1,375,278 |
| 10 |
1,668.4800 |
1,077.4300 |
591.0500 |
47.4% |
157.6583 |
12.7% |
28% |
False |
False |
1,095,078 |
| 20 |
1,668.4800 |
1,077.4300 |
591.0500 |
47.4% |
120.2835 |
9.7% |
28% |
False |
False |
913,055 |
| 40 |
1,668.4800 |
1,077.4300 |
591.0500 |
47.4% |
93.0195 |
7.5% |
28% |
False |
False |
764,524 |
| 60 |
1,787.3340 |
1,077.4300 |
709.9040 |
57.0% |
99.9755 |
8.0% |
24% |
False |
False |
730,837 |
| 80 |
2,028.6500 |
1,077.4300 |
951.2200 |
76.4% |
108.6201 |
8.7% |
18% |
False |
False |
713,234 |
| 100 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
82.4% |
111.1522 |
8.9% |
24% |
False |
False |
719,656 |
| 120 |
2,028.6500 |
883.1590 |
1,145.4910 |
92.0% |
117.7415 |
9.5% |
32% |
False |
False |
705,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,603.8675 |
|
2.618 |
1,482.8482 |
|
1.618 |
1,408.6942 |
|
1.000 |
1,362.8670 |
|
0.618 |
1,334.5402 |
|
HIGH |
1,288.7130 |
|
0.618 |
1,260.3862 |
|
0.500 |
1,251.6360 |
|
0.382 |
1,242.8858 |
|
LOW |
1,214.5590 |
|
0.618 |
1,168.7318 |
|
1.000 |
1,140.4050 |
|
1.618 |
1,094.5778 |
|
2.618 |
1,020.4238 |
|
4.250 |
899.4045 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,251.6360 |
1,250.2210 |
| PP |
1,249.6513 |
1,248.7080 |
| S1 |
1,247.6667 |
1,247.1950 |
|