Trading Metrics calculated at close of trading on 18-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,881.0 |
3,892.0 |
11.0 |
0.3% |
3,881.0 |
High |
3,909.0 |
3,936.0 |
27.0 |
0.7% |
3,936.0 |
Low |
3,840.0 |
3,888.0 |
48.0 |
1.3% |
3,840.0 |
Close |
3,872.0 |
3,923.0 |
51.0 |
1.3% |
3,923.0 |
Range |
69.0 |
48.0 |
-21.0 |
-30.4% |
96.0 |
ATR |
74.3 |
73.6 |
-0.7 |
-1.0% |
0.0 |
Volume |
876,850 |
1,115,215 |
238,365 |
27.2% |
5,134,717 |
|
Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,059.7 |
4,039.3 |
3,949.4 |
|
R3 |
4,011.7 |
3,991.3 |
3,936.2 |
|
R2 |
3,963.7 |
3,963.7 |
3,931.8 |
|
R1 |
3,943.3 |
3,943.3 |
3,927.4 |
3,953.5 |
PP |
3,915.7 |
3,915.7 |
3,915.7 |
3,920.8 |
S1 |
3,895.3 |
3,895.3 |
3,918.6 |
3,905.5 |
S2 |
3,867.7 |
3,867.7 |
3,914.2 |
|
S3 |
3,819.7 |
3,847.3 |
3,909.8 |
|
S4 |
3,771.7 |
3,799.3 |
3,896.6 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,187.7 |
4,151.3 |
3,975.8 |
|
R3 |
4,091.7 |
4,055.3 |
3,949.4 |
|
R2 |
3,995.7 |
3,995.7 |
3,940.6 |
|
R1 |
3,959.3 |
3,959.3 |
3,931.8 |
3,977.5 |
PP |
3,899.7 |
3,899.7 |
3,899.7 |
3,908.8 |
S1 |
3,863.3 |
3,863.3 |
3,914.2 |
3,881.5 |
S2 |
3,803.7 |
3,803.7 |
3,905.4 |
|
S3 |
3,707.7 |
3,767.3 |
3,896.6 |
|
S4 |
3,611.7 |
3,671.3 |
3,870.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,936.0 |
3,840.0 |
96.0 |
2.4% |
62.2 |
1.6% |
86% |
True |
False |
1,026,943 |
10 |
3,936.0 |
3,665.0 |
271.0 |
6.9% |
66.4 |
1.7% |
95% |
True |
False |
999,668 |
20 |
3,936.0 |
3,469.0 |
467.0 |
11.9% |
68.8 |
1.8% |
97% |
True |
False |
963,335 |
40 |
3,936.0 |
3,236.0 |
700.0 |
17.8% |
77.4 |
2.0% |
98% |
True |
False |
1,017,495 |
60 |
3,936.0 |
3,236.0 |
700.0 |
17.8% |
78.9 |
2.0% |
98% |
True |
False |
911,105 |
80 |
3,936.0 |
3,236.0 |
700.0 |
17.8% |
69.9 |
1.8% |
98% |
True |
False |
685,622 |
100 |
3,936.0 |
3,236.0 |
700.0 |
17.8% |
66.7 |
1.7% |
98% |
True |
False |
549,896 |
120 |
3,936.0 |
3,236.0 |
700.0 |
17.8% |
62.5 |
1.6% |
98% |
True |
False |
458,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.0 |
2.618 |
4,061.7 |
1.618 |
4,013.7 |
1.000 |
3,984.0 |
0.618 |
3,965.7 |
HIGH |
3,936.0 |
0.618 |
3,917.7 |
0.500 |
3,912.0 |
0.382 |
3,906.3 |
LOW |
3,888.0 |
0.618 |
3,858.3 |
1.000 |
3,840.0 |
1.618 |
3,810.3 |
2.618 |
3,762.3 |
4.250 |
3,684.0 |
|
|
Fisher Pivots for day following 18-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,919.3 |
3,911.3 |
PP |
3,915.7 |
3,899.7 |
S1 |
3,912.0 |
3,888.0 |
|