Trading Metrics calculated at close of trading on 14-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,858.0 |
3,881.0 |
23.0 |
0.6% |
3,676.0 |
High |
3,895.0 |
3,914.0 |
19.0 |
0.5% |
3,895.0 |
Low |
3,844.0 |
3,866.0 |
22.0 |
0.6% |
3,665.0 |
Close |
3,868.0 |
3,884.0 |
16.0 |
0.4% |
3,868.0 |
Range |
51.0 |
48.0 |
-3.0 |
-5.9% |
230.0 |
ATR |
77.1 |
75.0 |
-2.1 |
-2.7% |
0.0 |
Volume |
1,246,108 |
949,065 |
-297,043 |
-23.8% |
4,861,966 |
|
Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,032.0 |
4,006.0 |
3,910.4 |
|
R3 |
3,984.0 |
3,958.0 |
3,897.2 |
|
R2 |
3,936.0 |
3,936.0 |
3,892.8 |
|
R1 |
3,910.0 |
3,910.0 |
3,888.4 |
3,923.0 |
PP |
3,888.0 |
3,888.0 |
3,888.0 |
3,894.5 |
S1 |
3,862.0 |
3,862.0 |
3,879.6 |
3,875.0 |
S2 |
3,840.0 |
3,840.0 |
3,875.2 |
|
S3 |
3,792.0 |
3,814.0 |
3,870.8 |
|
S4 |
3,744.0 |
3,766.0 |
3,857.6 |
|
|
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 |
3,914.0 |
3,693.0 |
221.0 |
5.7% |
69.4 |
1.8% |
86% |
True |
False |
1,005,568 |
10 |
3,914.0 |
3,562.0 |
352.0 |
9.1% |
71.9 |
1.9% |
91% |
True |
False |
967,282 |
20 |
3,914.0 |
3,418.0 |
496.0 |
12.8% |
69.7 |
1.8% |
94% |
True |
False |
942,936 |
40 |
3,914.0 |
3,236.0 |
678.0 |
17.5% |
81.1 |
2.1% |
96% |
True |
False |
1,015,012 |
60 |
3,914.0 |
3,236.0 |
678.0 |
17.5% |
78.0 |
2.0% |
96% |
True |
False |
843,125 |
80 |
3,914.0 |
3,236.0 |
678.0 |
17.5% |
69.0 |
1.8% |
96% |
True |
False |
633,451 |
100 |
3,914.0 |
3,236.0 |
678.0 |
17.5% |
66.4 |
1.7% |
96% |
True |
False |
508,237 |
120 |
3,914.0 |
3,236.0 |
678.0 |
17.5% |
61.1 |
1.6% |
96% |
True |
False |
423,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,118.0 |
2.618 |
4,039.7 |
1.618 |
3,991.7 |
1.000 |
3,962.0 |
0.618 |
3,943.7 |
HIGH |
3,914.0 |
0.618 |
3,895.7 |
0.500 |
3,890.0 |
0.382 |
3,884.3 |
LOW |
3,866.0 |
0.618 |
3,836.3 |
1.000 |
3,818.0 |
1.618 |
3,788.3 |
2.618 |
3,740.3 |
4.250 |
3,662.0 |
|
|
Fisher Pivots for day following 14-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,890.0 |
3,857.8 |
PP |
3,888.0 |
3,831.7 |
S1 |
3,886.0 |
3,805.5 |
|