Trading Metrics calculated at close of trading on 17-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,873.0 |
3,881.0 |
8.0 |
0.2% |
3,676.0 |
High |
3,919.0 |
3,909.0 |
-10.0 |
-0.3% |
3,895.0 |
Low |
3,858.0 |
3,840.0 |
-18.0 |
-0.5% |
3,665.0 |
Close |
3,883.0 |
3,872.0 |
-11.0 |
-0.3% |
3,868.0 |
Range |
61.0 |
69.0 |
8.0 |
13.1% |
230.0 |
ATR |
74.7 |
74.3 |
-0.4 |
-0.5% |
0.0 |
Volume |
1,063,452 |
876,850 |
-186,602 |
-17.5% |
4,861,966 |
|
Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,080.7 |
4,045.3 |
3,910.0 |
|
R3 |
4,011.7 |
3,976.3 |
3,891.0 |
|
R2 |
3,942.7 |
3,942.7 |
3,884.7 |
|
R1 |
3,907.3 |
3,907.3 |
3,878.3 |
3,890.5 |
PP |
3,873.7 |
3,873.7 |
3,873.7 |
3,865.3 |
S1 |
3,838.3 |
3,838.3 |
3,865.7 |
3,821.5 |
S2 |
3,804.7 |
3,804.7 |
3,859.4 |
|
S3 |
3,735.7 |
3,769.3 |
3,853.0 |
|
S4 |
3,666.7 |
3,700.3 |
3,834.1 |
|
|
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 |
3,840.0 |
92.0 |
2.4% |
62.8 |
1.6% |
35% |
False |
True |
1,053,122 |
10 |
3,932.0 |
3,581.0 |
351.0 |
9.1% |
74.7 |
1.9% |
83% |
False |
False |
1,019,950 |
20 |
3,932.0 |
3,418.0 |
514.0 |
13.3% |
71.0 |
1.8% |
88% |
False |
False |
960,629 |
40 |
3,932.0 |
3,236.0 |
696.0 |
18.0% |
79.3 |
2.0% |
91% |
False |
False |
1,021,933 |
60 |
3,932.0 |
3,236.0 |
696.0 |
18.0% |
78.8 |
2.0% |
91% |
False |
False |
892,876 |
80 |
3,932.0 |
3,236.0 |
696.0 |
18.0% |
70.2 |
1.8% |
91% |
False |
False |
671,696 |
100 |
3,932.0 |
3,236.0 |
696.0 |
18.0% |
66.9 |
1.7% |
91% |
False |
False |
538,753 |
120 |
3,932.0 |
3,236.0 |
696.0 |
18.0% |
62.1 |
1.6% |
91% |
False |
False |
449,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,202.3 |
2.618 |
4,089.6 |
1.618 |
4,020.6 |
1.000 |
3,978.0 |
0.618 |
3,951.6 |
HIGH |
3,909.0 |
0.618 |
3,882.6 |
0.500 |
3,874.5 |
0.382 |
3,866.4 |
LOW |
3,840.0 |
0.618 |
3,797.4 |
1.000 |
3,771.0 |
1.618 |
3,728.4 |
2.618 |
3,659.4 |
4.250 |
3,546.8 |
|
|
Fisher Pivots for day following 17-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,874.5 |
3,886.0 |
PP |
3,873.7 |
3,881.3 |
S1 |
3,872.8 |
3,876.7 |
|