Trading Metrics calculated at close of trading on 11-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
1,709.7 |
1,758.3 |
48.6 |
2.8% |
1,678.6 |
High |
1,760.6 |
1,775.6 |
15.0 |
0.9% |
1,775.6 |
Low |
1,705.5 |
1,750.3 |
44.8 |
2.6% |
1,667.1 |
Close |
1,753.7 |
1,769.4 |
15.7 |
0.9% |
1,769.4 |
Range |
55.1 |
25.3 |
-29.8 |
-54.1% |
108.5 |
ATR |
31.3 |
30.9 |
-0.4 |
-1.4% |
0.0 |
Volume |
305,717 |
227,044 |
-78,673 |
-25.7% |
1,257,613 |
|
Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.0 |
1,830.5 |
1,783.3 |
|
R3 |
1,815.7 |
1,805.2 |
1,776.4 |
|
R2 |
1,790.4 |
1,790.4 |
1,774.0 |
|
R1 |
1,779.9 |
1,779.9 |
1,771.7 |
1,785.2 |
PP |
1,765.1 |
1,765.1 |
1,765.1 |
1,767.7 |
S1 |
1,754.6 |
1,754.6 |
1,767.1 |
1,759.9 |
S2 |
1,739.8 |
1,739.8 |
1,764.8 |
|
S3 |
1,714.5 |
1,729.3 |
1,762.4 |
|
S4 |
1,689.2 |
1,704.0 |
1,755.5 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,062.9 |
2,024.6 |
1,829.1 |
|
R3 |
1,954.4 |
1,916.1 |
1,799.2 |
|
R2 |
1,845.9 |
1,845.9 |
1,789.3 |
|
R1 |
1,807.6 |
1,807.6 |
1,779.3 |
1,826.8 |
PP |
1,737.4 |
1,737.4 |
1,737.4 |
1,746.9 |
S1 |
1,699.1 |
1,699.1 |
1,759.5 |
1,718.3 |
S2 |
1,628.9 |
1,628.9 |
1,749.5 |
|
S3 |
1,520.4 |
1,590.6 |
1,739.6 |
|
S4 |
1,411.9 |
1,482.1 |
1,709.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,775.6 |
1,667.1 |
108.5 |
6.1% |
34.0 |
1.9% |
94% |
True |
False |
251,522 |
10 |
1,775.6 |
1,618.3 |
157.3 |
8.9% |
32.7 |
1.8% |
96% |
True |
False |
235,314 |
20 |
1,775.6 |
1,618.3 |
157.3 |
8.9% |
29.3 |
1.7% |
96% |
True |
False |
210,283 |
40 |
1,775.6 |
1,618.3 |
157.3 |
8.9% |
29.3 |
1.7% |
96% |
True |
False |
201,333 |
60 |
1,778.8 |
1,618.3 |
160.5 |
9.1% |
27.4 |
1.5% |
94% |
False |
False |
191,310 |
80 |
1,824.6 |
1,618.3 |
206.3 |
11.7% |
26.1 |
1.5% |
73% |
False |
False |
175,760 |
100 |
1,868.5 |
1,618.3 |
250.2 |
14.1% |
25.9 |
1.5% |
60% |
False |
False |
148,933 |
120 |
1,900.8 |
1,618.3 |
282.5 |
16.0% |
26.1 |
1.5% |
53% |
False |
False |
125,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.1 |
2.618 |
1,841.8 |
1.618 |
1,816.5 |
1.000 |
1,800.9 |
0.618 |
1,791.2 |
HIGH |
1,775.6 |
0.618 |
1,765.9 |
0.500 |
1,763.0 |
0.382 |
1,760.0 |
LOW |
1,750.3 |
0.618 |
1,734.7 |
1.000 |
1,725.0 |
1.618 |
1,709.4 |
2.618 |
1,684.1 |
4.250 |
1,642.8 |
|
|
Fisher Pivots for day following 11-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,767.3 |
1,759.7 |
PP |
1,765.1 |
1,750.0 |
S1 |
1,763.0 |
1,740.4 |
|