Trading Metrics calculated at close of trading on 10-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,723.0 |
3,698.0 |
-25.0 |
-0.7% |
3,633.0 |
High |
3,739.0 |
3,856.0 |
117.0 |
3.1% |
3,712.0 |
Low |
3,698.0 |
3,697.0 |
-1.0 |
0.0% |
3,562.0 |
Close |
3,730.0 |
3,847.0 |
117.0 |
3.1% |
3,687.0 |
Range |
41.0 |
159.0 |
118.0 |
287.8% |
150.0 |
ATR |
73.0 |
79.1 |
6.1 |
8.4% |
0.0 |
Volume |
686,780 |
1,412,255 |
725,475 |
105.6% |
4,638,581 |
|
Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,277.0 |
4,221.0 |
3,934.5 |
|
R3 |
4,118.0 |
4,062.0 |
3,890.7 |
|
R2 |
3,959.0 |
3,959.0 |
3,876.2 |
|
R1 |
3,903.0 |
3,903.0 |
3,861.6 |
3,931.0 |
PP |
3,800.0 |
3,800.0 |
3,800.0 |
3,814.0 |
S1 |
3,744.0 |
3,744.0 |
3,832.4 |
3,772.0 |
S2 |
3,641.0 |
3,641.0 |
3,817.9 |
|
S3 |
3,482.0 |
3,585.0 |
3,803.3 |
|
S4 |
3,323.0 |
3,426.0 |
3,759.6 |
|
|
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 |
3,856.0 |
3,581.0 |
275.0 |
7.1% |
86.6 |
2.3% |
97% |
True |
False |
986,779 |
10 |
3,856.0 |
3,555.0 |
301.0 |
7.8% |
73.9 |
1.9% |
97% |
True |
False |
911,722 |
20 |
3,856.0 |
3,352.0 |
504.0 |
13.1% |
74.4 |
1.9% |
98% |
True |
False |
937,487 |
40 |
3,856.0 |
3,236.0 |
620.0 |
16.1% |
81.7 |
2.1% |
99% |
True |
False |
1,005,852 |
60 |
3,856.0 |
3,236.0 |
620.0 |
16.1% |
77.5 |
2.0% |
99% |
True |
False |
806,972 |
80 |
3,856.0 |
3,236.0 |
620.0 |
16.1% |
69.1 |
1.8% |
99% |
True |
False |
606,074 |
100 |
3,856.0 |
3,236.0 |
620.0 |
16.1% |
66.8 |
1.7% |
99% |
True |
False |
486,439 |
120 |
3,856.0 |
3,236.0 |
620.0 |
16.1% |
60.9 |
1.6% |
99% |
True |
False |
405,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,531.8 |
2.618 |
4,272.3 |
1.618 |
4,113.3 |
1.000 |
4,015.0 |
0.618 |
3,954.3 |
HIGH |
3,856.0 |
0.618 |
3,795.3 |
0.500 |
3,776.5 |
0.382 |
3,757.7 |
LOW |
3,697.0 |
0.618 |
3,598.7 |
1.000 |
3,538.0 |
1.618 |
3,439.7 |
2.618 |
3,280.7 |
4.250 |
3,021.3 |
|
|
Fisher Pivots for day following 10-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,823.5 |
3,822.8 |
PP |
3,800.0 |
3,798.7 |
S1 |
3,776.5 |
3,774.5 |
|