| 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 |
1,889.8 |
1,861.9 |
-27.9 |
-1.5% |
1,791.8 |
| High |
1,903.0 |
1,867.1 |
-35.9 |
-1.9% |
1,906.1 |
| Low |
1,853.5 |
1,820.6 |
-32.9 |
-1.8% |
1,759.0 |
| Close |
1,857.9 |
1,842.6 |
-15.3 |
-0.8% |
1,886.8 |
| Range |
49.5 |
46.5 |
-3.0 |
-6.1% |
147.1 |
| ATR |
52.5 |
52.1 |
-0.4 |
-0.8% |
0.0 |
| Volume |
188,258 |
178,212 |
-10,046 |
-5.3% |
1,057,888 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,982.9 |
1,959.3 |
1,868.2 |
|
| R3 |
1,936.4 |
1,912.8 |
1,855.4 |
|
| R2 |
1,889.9 |
1,889.9 |
1,851.1 |
|
| R1 |
1,866.3 |
1,866.3 |
1,846.9 |
1,854.9 |
| PP |
1,843.4 |
1,843.4 |
1,843.4 |
1,837.7 |
| S1 |
1,819.8 |
1,819.8 |
1,838.3 |
1,808.4 |
| S2 |
1,796.9 |
1,796.9 |
1,834.1 |
|
| S3 |
1,750.4 |
1,773.3 |
1,829.8 |
|
| S4 |
1,703.9 |
1,726.8 |
1,817.0 |
|
|
| 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 |
1,820.6 |
92.7 |
5.0% |
41.6 |
2.3% |
24% |
False |
True |
203,458 |
| 10 |
1,913.3 |
1,759.0 |
154.3 |
8.4% |
51.2 |
2.8% |
54% |
False |
False |
209,639 |
| 20 |
1,913.3 |
1,695.3 |
218.0 |
11.8% |
50.4 |
2.7% |
68% |
False |
False |
228,611 |
| 40 |
1,913.3 |
1,643.8 |
269.5 |
14.6% |
54.9 |
3.0% |
74% |
False |
False |
244,528 |
| 60 |
1,979.6 |
1,643.8 |
335.8 |
18.2% |
52.8 |
2.9% |
59% |
False |
False |
207,729 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.4% |
49.0 |
2.7% |
50% |
False |
False |
155,845 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.4% |
47.0 |
2.6% |
50% |
False |
False |
124,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,064.7 |
|
2.618 |
1,988.8 |
|
1.618 |
1,942.3 |
|
1.000 |
1,913.6 |
|
0.618 |
1,895.8 |
|
HIGH |
1,867.1 |
|
0.618 |
1,849.3 |
|
0.500 |
1,843.9 |
|
0.382 |
1,838.4 |
|
LOW |
1,820.6 |
|
0.618 |
1,791.9 |
|
1.000 |
1,774.1 |
|
1.618 |
1,745.4 |
|
2.618 |
1,698.9 |
|
4.250 |
1,623.0 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.9 |
1,867.0 |
| PP |
1,843.4 |
1,858.8 |
| S1 |
1,843.0 |
1,850.7 |
|