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 |
3,698.0 |
3,858.0 |
160.0 |
4.3% |
3,676.0 |
High |
3,856.0 |
3,895.0 |
39.0 |
1.0% |
3,895.0 |
Low |
3,697.0 |
3,844.0 |
147.0 |
4.0% |
3,665.0 |
Close |
3,847.0 |
3,868.0 |
21.0 |
0.5% |
3,868.0 |
Range |
159.0 |
51.0 |
-108.0 |
-67.9% |
230.0 |
ATR |
79.1 |
77.1 |
-2.0 |
-2.5% |
0.0 |
Volume |
1,412,255 |
1,246,108 |
-166,147 |
-11.8% |
4,861,966 |
|
Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,022.0 |
3,996.0 |
3,896.1 |
|
R3 |
3,971.0 |
3,945.0 |
3,882.0 |
|
R2 |
3,920.0 |
3,920.0 |
3,877.4 |
|
R1 |
3,894.0 |
3,894.0 |
3,872.7 |
3,907.0 |
PP |
3,869.0 |
3,869.0 |
3,869.0 |
3,875.5 |
S1 |
3,843.0 |
3,843.0 |
3,863.3 |
3,856.0 |
S2 |
3,818.0 |
3,818.0 |
3,858.7 |
|
S3 |
3,767.0 |
3,792.0 |
3,854.0 |
|
S4 |
3,716.0 |
3,741.0 |
3,840.0 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,499.3 |
4,413.7 |
3,994.5 |
|
R3 |
4,269.3 |
4,183.7 |
3,931.3 |
|
R2 |
4,039.3 |
4,039.3 |
3,910.2 |
|
R1 |
3,953.7 |
3,953.7 |
3,889.1 |
3,996.5 |
PP |
3,809.3 |
3,809.3 |
3,809.3 |
3,830.8 |
S1 |
3,723.7 |
3,723.7 |
3,846.9 |
3,766.5 |
S2 |
3,579.3 |
3,579.3 |
3,825.8 |
|
S3 |
3,349.3 |
3,493.7 |
3,804.8 |
|
S4 |
3,119.3 |
3,263.7 |
3,741.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,895.0 |
3,665.0 |
230.0 |
5.9% |
70.6 |
1.8% |
88% |
True |
False |
972,393 |
10 |
3,895.0 |
3,562.0 |
333.0 |
8.6% |
70.2 |
1.8% |
92% |
True |
False |
950,054 |
20 |
3,895.0 |
3,359.0 |
536.0 |
13.9% |
72.1 |
1.9% |
95% |
True |
False |
934,604 |
40 |
3,895.0 |
3,236.0 |
659.0 |
17.0% |
81.7 |
2.1% |
96% |
True |
False |
1,007,413 |
60 |
3,895.0 |
3,236.0 |
659.0 |
17.0% |
77.9 |
2.0% |
96% |
True |
False |
827,563 |
80 |
3,895.0 |
3,236.0 |
659.0 |
17.0% |
69.0 |
1.8% |
96% |
True |
False |
621,600 |
100 |
3,895.0 |
3,236.0 |
659.0 |
17.0% |
66.8 |
1.7% |
96% |
True |
False |
498,899 |
120 |
3,895.0 |
3,236.0 |
659.0 |
17.0% |
61.1 |
1.6% |
96% |
True |
False |
416,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.8 |
2.618 |
4,028.5 |
1.618 |
3,977.5 |
1.000 |
3,946.0 |
0.618 |
3,926.5 |
HIGH |
3,895.0 |
0.618 |
3,875.5 |
0.500 |
3,869.5 |
0.382 |
3,863.5 |
LOW |
3,844.0 |
0.618 |
3,812.5 |
1.000 |
3,793.0 |
1.618 |
3,761.5 |
2.618 |
3,710.5 |
4.250 |
3,627.3 |
|
|
Fisher Pivots for day following 11-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,869.5 |
3,844.0 |
PP |
3,869.0 |
3,820.0 |
S1 |
3,868.5 |
3,796.0 |
|