| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,871.3 |
1,889.8 |
18.5 |
1.0% |
1,791.8 |
| High |
1,913.3 |
1,903.0 |
-10.3 |
-0.5% |
1,906.1 |
| Low |
1,869.4 |
1,853.5 |
-15.9 |
-0.9% |
1,759.0 |
| Close |
1,893.4 |
1,857.9 |
-35.5 |
-1.9% |
1,886.8 |
| Range |
43.9 |
49.5 |
5.6 |
12.8% |
147.1 |
| ATR |
52.8 |
52.5 |
-0.2 |
-0.4% |
0.0 |
| Volume |
231,813 |
188,258 |
-43,555 |
-18.8% |
1,057,888 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.0 |
1,988.4 |
1,885.1 |
|
| R3 |
1,970.5 |
1,938.9 |
1,871.5 |
|
| R2 |
1,921.0 |
1,921.0 |
1,867.0 |
|
| R1 |
1,889.4 |
1,889.4 |
1,862.4 |
1,880.5 |
| PP |
1,871.5 |
1,871.5 |
1,871.5 |
1,867.0 |
| S1 |
1,839.9 |
1,839.9 |
1,853.4 |
1,831.0 |
| S2 |
1,822.0 |
1,822.0 |
1,848.8 |
|
| S3 |
1,772.5 |
1,790.4 |
1,844.3 |
|
| S4 |
1,723.0 |
1,740.9 |
1,830.7 |
|
|
| 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 |
1,763.6 |
149.7 |
8.1% |
55.1 |
3.0% |
63% |
False |
False |
221,314 |
| 10 |
1,913.3 |
1,758.3 |
155.0 |
8.3% |
50.7 |
2.7% |
64% |
False |
False |
214,518 |
| 20 |
1,913.3 |
1,695.3 |
218.0 |
11.7% |
50.7 |
2.7% |
75% |
False |
False |
231,281 |
| 40 |
1,913.3 |
1,643.8 |
269.5 |
14.5% |
55.3 |
3.0% |
79% |
False |
False |
246,269 |
| 60 |
1,979.6 |
1,643.8 |
335.8 |
18.1% |
52.6 |
2.8% |
64% |
False |
False |
204,760 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.3% |
49.0 |
2.6% |
54% |
False |
False |
153,619 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.3% |
47.1 |
2.5% |
54% |
False |
False |
122,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.4 |
|
2.618 |
2,032.6 |
|
1.618 |
1,983.1 |
|
1.000 |
1,952.5 |
|
0.618 |
1,933.6 |
|
HIGH |
1,903.0 |
|
0.618 |
1,884.1 |
|
0.500 |
1,878.3 |
|
0.382 |
1,872.4 |
|
LOW |
1,853.5 |
|
0.618 |
1,822.9 |
|
1.000 |
1,804.0 |
|
1.618 |
1,773.4 |
|
2.618 |
1,723.9 |
|
4.250 |
1,643.1 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.3 |
1,883.4 |
| PP |
1,871.5 |
1,874.9 |
| S1 |
1,864.7 |
1,866.4 |
|