Trading Metrics calculated at close of trading on 09-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,710.0 |
3,723.0 |
13.0 |
0.4% |
3,633.0 |
High |
3,741.0 |
3,739.0 |
-2.0 |
-0.1% |
3,712.0 |
Low |
3,693.0 |
3,698.0 |
5.0 |
0.1% |
3,562.0 |
Close |
3,736.0 |
3,730.0 |
-6.0 |
-0.2% |
3,687.0 |
Range |
48.0 |
41.0 |
-7.0 |
-14.6% |
150.0 |
ATR |
75.4 |
73.0 |
-2.5 |
-3.3% |
0.0 |
Volume |
733,634 |
686,780 |
-46,854 |
-6.4% |
4,638,581 |
|
Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,845.3 |
3,828.7 |
3,752.6 |
|
R3 |
3,804.3 |
3,787.7 |
3,741.3 |
|
R2 |
3,763.3 |
3,763.3 |
3,737.5 |
|
R1 |
3,746.7 |
3,746.7 |
3,733.8 |
3,755.0 |
PP |
3,722.3 |
3,722.3 |
3,722.3 |
3,726.5 |
S1 |
3,705.7 |
3,705.7 |
3,726.2 |
3,714.0 |
S2 |
3,681.3 |
3,681.3 |
3,722.5 |
|
S3 |
3,640.3 |
3,664.7 |
3,718.7 |
|
S4 |
3,599.3 |
3,623.7 |
3,707.5 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.7 |
4,045.3 |
3,769.5 |
|
R3 |
3,953.7 |
3,895.3 |
3,728.3 |
|
R2 |
3,803.7 |
3,803.7 |
3,714.5 |
|
R1 |
3,745.3 |
3,745.3 |
3,700.8 |
3,774.5 |
PP |
3,653.7 |
3,653.7 |
3,653.7 |
3,668.3 |
S1 |
3,595.3 |
3,595.3 |
3,673.3 |
3,624.5 |
S2 |
3,503.7 |
3,503.7 |
3,659.5 |
|
S3 |
3,353.7 |
3,445.3 |
3,645.8 |
|
S4 |
3,203.7 |
3,295.3 |
3,604.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,741.0 |
3,562.0 |
179.0 |
4.8% |
62.0 |
1.7% |
94% |
False |
False |
868,289 |
10 |
3,741.0 |
3,555.0 |
186.0 |
5.0% |
63.5 |
1.7% |
94% |
False |
False |
868,493 |
20 |
3,741.0 |
3,251.0 |
490.0 |
13.1% |
74.0 |
2.0% |
98% |
False |
False |
946,465 |
40 |
3,741.0 |
3,236.0 |
505.0 |
13.5% |
79.3 |
2.1% |
98% |
False |
False |
995,122 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.4% |
76.0 |
2.0% |
86% |
False |
False |
783,505 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.4% |
67.6 |
1.8% |
86% |
False |
False |
588,666 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.4% |
65.8 |
1.8% |
86% |
False |
False |
472,328 |
120 |
3,815.0 |
3,236.0 |
579.0 |
15.5% |
59.6 |
1.6% |
85% |
False |
False |
393,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,913.3 |
2.618 |
3,846.3 |
1.618 |
3,805.3 |
1.000 |
3,780.0 |
0.618 |
3,764.3 |
HIGH |
3,739.0 |
0.618 |
3,723.3 |
0.500 |
3,718.5 |
0.382 |
3,713.7 |
LOW |
3,698.0 |
0.618 |
3,672.7 |
1.000 |
3,657.0 |
1.618 |
3,631.7 |
2.618 |
3,590.7 |
4.250 |
3,523.8 |
|
|
Fisher Pivots for day following 09-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,726.2 |
3,721.0 |
PP |
3,722.3 |
3,712.0 |
S1 |
3,718.5 |
3,703.0 |
|