| 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 |
1,881.1 |
1,871.3 |
-9.8 |
-0.5% |
1,791.8 |
| High |
1,895.4 |
1,913.3 |
17.9 |
0.9% |
1,906.1 |
| Low |
1,863.4 |
1,869.4 |
6.0 |
0.3% |
1,759.0 |
| Close |
1,866.0 |
1,893.4 |
27.4 |
1.5% |
1,886.8 |
| Range |
32.0 |
43.9 |
11.9 |
37.2% |
147.1 |
| ATR |
53.2 |
52.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
189,560 |
231,813 |
42,253 |
22.3% |
1,057,888 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.7 |
2,002.5 |
1,917.5 |
|
| R3 |
1,979.8 |
1,958.6 |
1,905.5 |
|
| R2 |
1,935.9 |
1,935.9 |
1,901.4 |
|
| R1 |
1,914.7 |
1,914.7 |
1,897.4 |
1,925.3 |
| PP |
1,892.0 |
1,892.0 |
1,892.0 |
1,897.4 |
| S1 |
1,870.8 |
1,870.8 |
1,889.4 |
1,881.4 |
| S2 |
1,848.1 |
1,848.1 |
1,885.4 |
|
| S3 |
1,804.2 |
1,826.9 |
1,881.3 |
|
| S4 |
1,760.3 |
1,783.0 |
1,869.3 |
|
|
| 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 |
1,913.3 |
1,759.0 |
154.3 |
8.1% |
57.1 |
3.0% |
87% |
True |
False |
222,535 |
| 10 |
1,913.3 |
1,758.3 |
155.0 |
8.2% |
53.8 |
2.8% |
87% |
True |
False |
222,224 |
| 20 |
1,913.3 |
1,695.3 |
218.0 |
11.5% |
51.5 |
2.7% |
91% |
True |
False |
234,376 |
| 40 |
1,913.3 |
1,643.8 |
269.5 |
14.2% |
55.7 |
2.9% |
93% |
True |
False |
247,585 |
| 60 |
1,979.6 |
1,643.8 |
335.8 |
17.7% |
52.3 |
2.8% |
74% |
False |
False |
201,625 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
48.6 |
2.6% |
63% |
False |
False |
151,276 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
20.9% |
46.9 |
2.5% |
63% |
False |
False |
121,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.9 |
|
2.618 |
2,028.2 |
|
1.618 |
1,984.3 |
|
1.000 |
1,957.2 |
|
0.618 |
1,940.4 |
|
HIGH |
1,913.3 |
|
0.618 |
1,896.5 |
|
0.500 |
1,891.4 |
|
0.382 |
1,886.2 |
|
LOW |
1,869.4 |
|
0.618 |
1,842.3 |
|
1.000 |
1,825.5 |
|
1.618 |
1,798.4 |
|
2.618 |
1,754.5 |
|
4.250 |
1,682.8 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.7 |
1,891.7 |
| PP |
1,892.0 |
1,890.0 |
| S1 |
1,891.4 |
1,888.4 |
|