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 |
3,881.0 |
3,874.0 |
-7.0 |
-0.2% |
3,676.0 |
High |
3,914.0 |
3,932.0 |
18.0 |
0.5% |
3,895.0 |
Low |
3,866.0 |
3,847.0 |
-19.0 |
-0.5% |
3,665.0 |
Close |
3,884.0 |
3,905.0 |
21.0 |
0.5% |
3,868.0 |
Range |
48.0 |
85.0 |
37.0 |
77.1% |
230.0 |
ATR |
75.0 |
75.7 |
0.7 |
0.9% |
0.0 |
Volume |
949,065 |
1,130,135 |
181,070 |
19.1% |
4,861,966 |
|
Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,149.7 |
4,112.3 |
3,951.8 |
|
R3 |
4,064.7 |
4,027.3 |
3,928.4 |
|
R2 |
3,979.7 |
3,979.7 |
3,920.6 |
|
R1 |
3,942.3 |
3,942.3 |
3,912.8 |
3,961.0 |
PP |
3,894.7 |
3,894.7 |
3,894.7 |
3,904.0 |
S1 |
3,857.3 |
3,857.3 |
3,897.2 |
3,876.0 |
S2 |
3,809.7 |
3,809.7 |
3,889.4 |
|
S3 |
3,724.7 |
3,772.3 |
3,881.6 |
|
S4 |
3,639.7 |
3,687.3 |
3,858.3 |
|
|
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 |
3,932.0 |
3,697.0 |
235.0 |
6.0% |
76.8 |
2.0% |
89% |
True |
False |
1,084,868 |
10 |
3,932.0 |
3,562.0 |
370.0 |
9.5% |
74.9 |
1.9% |
93% |
True |
False |
993,974 |
20 |
3,932.0 |
3,418.0 |
514.0 |
13.2% |
70.4 |
1.8% |
95% |
True |
False |
947,795 |
40 |
3,932.0 |
3,236.0 |
696.0 |
17.8% |
80.6 |
2.1% |
96% |
True |
False |
1,018,714 |
60 |
3,932.0 |
3,236.0 |
696.0 |
17.8% |
78.1 |
2.0% |
96% |
True |
False |
861,669 |
80 |
3,932.0 |
3,236.0 |
696.0 |
17.8% |
69.5 |
1.8% |
96% |
True |
False |
647,572 |
100 |
3,932.0 |
3,236.0 |
696.0 |
17.8% |
66.6 |
1.7% |
96% |
True |
False |
519,538 |
120 |
3,932.0 |
3,236.0 |
696.0 |
17.8% |
61.6 |
1.6% |
96% |
True |
False |
433,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,293.3 |
2.618 |
4,154.5 |
1.618 |
4,069.5 |
1.000 |
4,017.0 |
0.618 |
3,984.5 |
HIGH |
3,932.0 |
0.618 |
3,899.5 |
0.500 |
3,889.5 |
0.382 |
3,879.5 |
LOW |
3,847.0 |
0.618 |
3,794.5 |
1.000 |
3,762.0 |
1.618 |
3,709.5 |
2.618 |
3,624.5 |
4.250 |
3,485.8 |
|
|
Fisher Pivots for day following 15-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,899.8 |
3,899.3 |
PP |
3,894.7 |
3,893.7 |
S1 |
3,889.5 |
3,888.0 |
|