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 |
1,769.4 |
1,774.0 |
4.6 |
0.3% |
1,678.6 |
High |
1,778.4 |
1,791.8 |
13.4 |
0.8% |
1,775.6 |
Low |
1,755.8 |
1,770.2 |
14.4 |
0.8% |
1,667.1 |
Close |
1,776.9 |
1,776.8 |
-0.1 |
0.0% |
1,769.4 |
Range |
22.6 |
21.6 |
-1.0 |
-4.4% |
108.5 |
ATR |
30.3 |
29.7 |
-0.6 |
-2.0% |
0.0 |
Volume |
191,347 |
283,019 |
91,672 |
47.9% |
1,257,613 |
|
Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.4 |
1,832.2 |
1,788.7 |
|
R3 |
1,822.8 |
1,810.6 |
1,782.7 |
|
R2 |
1,801.2 |
1,801.2 |
1,780.8 |
|
R1 |
1,789.0 |
1,789.0 |
1,778.8 |
1,795.1 |
PP |
1,779.6 |
1,779.6 |
1,779.6 |
1,782.7 |
S1 |
1,767.4 |
1,767.4 |
1,774.8 |
1,773.5 |
S2 |
1,758.0 |
1,758.0 |
1,772.8 |
|
S3 |
1,736.4 |
1,745.8 |
1,770.9 |
|
S4 |
1,714.8 |
1,724.2 |
1,764.9 |
|
|
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 |
1,791.8 |
1,705.1 |
86.7 |
4.9% |
29.1 |
1.6% |
83% |
True |
False |
249,354 |
10 |
1,791.8 |
1,618.3 |
173.5 |
9.8% |
33.0 |
1.9% |
91% |
True |
False |
250,112 |
20 |
1,791.8 |
1,618.3 |
173.5 |
9.8% |
29.5 |
1.7% |
91% |
True |
False |
218,399 |
40 |
1,791.8 |
1,618.3 |
173.5 |
9.8% |
29.4 |
1.7% |
91% |
True |
False |
206,064 |
60 |
1,791.8 |
1,618.3 |
173.5 |
9.8% |
27.5 |
1.6% |
91% |
True |
False |
194,523 |
80 |
1,824.6 |
1,618.3 |
206.3 |
11.6% |
26.0 |
1.5% |
77% |
False |
False |
179,811 |
100 |
1,862.7 |
1,618.3 |
244.4 |
13.8% |
26.0 |
1.5% |
65% |
False |
False |
153,558 |
120 |
1,900.8 |
1,618.3 |
282.5 |
15.9% |
26.1 |
1.5% |
56% |
False |
False |
128,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,883.6 |
2.618 |
1,848.3 |
1.618 |
1,826.7 |
1.000 |
1,813.4 |
0.618 |
1,805.1 |
HIGH |
1,791.8 |
0.618 |
1,783.5 |
0.500 |
1,781.0 |
0.382 |
1,778.5 |
LOW |
1,770.2 |
0.618 |
1,756.9 |
1.000 |
1,748.6 |
1.618 |
1,735.3 |
2.618 |
1,713.7 |
4.250 |
1,678.4 |
|
|
Fisher Pivots for day following 15-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,781.0 |
1,774.9 |
PP |
1,779.6 |
1,773.0 |
S1 |
1,778.2 |
1,771.1 |
|