| 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 |
1,764.5 |
1,877.8 |
113.3 |
6.4% |
1,791.8 |
| High |
1,877.4 |
1,906.1 |
28.7 |
1.5% |
1,906.1 |
| Low |
1,763.6 |
1,869.9 |
106.3 |
6.0% |
1,759.0 |
| Close |
1,870.4 |
1,886.8 |
16.4 |
0.9% |
1,886.8 |
| Range |
113.8 |
36.2 |
-77.6 |
-68.2% |
147.1 |
| ATR |
56.3 |
54.8 |
-1.4 |
-2.5% |
0.0 |
| Volume |
267,493 |
229,449 |
-38,044 |
-14.2% |
1,057,888 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,996.2 |
1,977.7 |
1,906.7 |
|
| R3 |
1,960.0 |
1,941.5 |
1,896.8 |
|
| R2 |
1,923.8 |
1,923.8 |
1,893.4 |
|
| R1 |
1,905.3 |
1,905.3 |
1,890.1 |
1,914.6 |
| PP |
1,887.6 |
1,887.6 |
1,887.6 |
1,892.2 |
| S1 |
1,869.1 |
1,869.1 |
1,883.5 |
1,878.4 |
| S2 |
1,851.4 |
1,851.4 |
1,880.2 |
|
| S3 |
1,815.2 |
1,832.9 |
1,876.8 |
|
| S4 |
1,779.0 |
1,796.7 |
1,866.9 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.9 |
2,236.5 |
1,967.7 |
|
| R3 |
2,144.8 |
2,089.4 |
1,927.3 |
|
| R2 |
1,997.7 |
1,997.7 |
1,913.8 |
|
| R1 |
1,942.3 |
1,942.3 |
1,900.3 |
1,970.0 |
| PP |
1,850.6 |
1,850.6 |
1,850.6 |
1,864.5 |
| S1 |
1,795.2 |
1,795.2 |
1,873.3 |
1,822.9 |
| S2 |
1,703.5 |
1,703.5 |
1,859.8 |
|
| S3 |
1,556.4 |
1,648.1 |
1,846.3 |
|
| S4 |
1,409.3 |
1,501.0 |
1,805.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,906.1 |
1,759.0 |
147.1 |
7.8% |
59.0 |
3.1% |
87% |
True |
False |
211,577 |
| 10 |
1,906.1 |
1,758.3 |
147.8 |
7.8% |
51.7 |
2.7% |
87% |
True |
False |
222,464 |
| 20 |
1,906.1 |
1,685.0 |
221.1 |
11.7% |
53.3 |
2.8% |
91% |
True |
False |
236,456 |
| 40 |
1,906.1 |
1,643.8 |
262.3 |
13.9% |
56.2 |
3.0% |
93% |
True |
False |
245,295 |
| 60 |
2,004.2 |
1,643.8 |
360.4 |
19.1% |
52.5 |
2.8% |
67% |
False |
False |
194,608 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
48.6 |
2.6% |
62% |
False |
False |
146,010 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
47.1 |
2.5% |
62% |
False |
False |
116,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,060.0 |
|
2.618 |
2,000.9 |
|
1.618 |
1,964.7 |
|
1.000 |
1,942.3 |
|
0.618 |
1,928.5 |
|
HIGH |
1,906.1 |
|
0.618 |
1,892.3 |
|
0.500 |
1,888.0 |
|
0.382 |
1,883.7 |
|
LOW |
1,869.9 |
|
0.618 |
1,847.5 |
|
1.000 |
1,833.7 |
|
1.618 |
1,811.3 |
|
2.618 |
1,775.1 |
|
4.250 |
1,716.1 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.0 |
1,868.7 |
| PP |
1,887.6 |
1,850.6 |
| S1 |
1,887.2 |
1,832.6 |
|