| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,812.75 |
3,832.50 |
19.75 |
0.5% |
3,911.50 |
| High |
3,867.00 |
3,848.75 |
-18.25 |
-0.5% |
3,928.00 |
| Low |
3,792.75 |
3,750.00 |
-42.75 |
-1.1% |
3,704.25 |
| Close |
3,835.25 |
3,755.50 |
-79.75 |
-2.1% |
3,779.50 |
| Range |
74.25 |
98.75 |
24.50 |
33.0% |
223.75 |
| ATR |
95.72 |
95.94 |
0.22 |
0.2% |
0.00 |
| Volume |
1,878,046 |
1,889,153 |
11,107 |
0.6% |
10,491,292 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,081.00 |
4,017.00 |
3,809.75 |
|
| R3 |
3,982.25 |
3,918.25 |
3,782.75 |
|
| R2 |
3,883.50 |
3,883.50 |
3,773.50 |
|
| R1 |
3,819.50 |
3,819.50 |
3,764.50 |
3,802.00 |
| PP |
3,784.75 |
3,784.75 |
3,784.75 |
3,776.00 |
| S1 |
3,720.75 |
3,720.75 |
3,746.50 |
3,703.50 |
| S2 |
3,686.00 |
3,686.00 |
3,737.50 |
|
| S3 |
3,587.25 |
3,622.00 |
3,728.25 |
|
| S4 |
3,488.50 |
3,523.25 |
3,701.25 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,475.25 |
4,351.00 |
3,902.50 |
|
| R3 |
4,251.50 |
4,127.25 |
3,841.00 |
|
| R2 |
4,027.75 |
4,027.75 |
3,820.50 |
|
| R1 |
3,903.50 |
3,903.50 |
3,800.00 |
3,853.75 |
| PP |
3,804.00 |
3,804.00 |
3,804.00 |
3,779.00 |
| S1 |
3,679.75 |
3,679.75 |
3,759.00 |
3,630.00 |
| S2 |
3,580.25 |
3,580.25 |
3,738.50 |
|
| S3 |
3,356.50 |
3,456.00 |
3,718.00 |
|
| S4 |
3,132.75 |
3,232.25 |
3,656.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,867.00 |
3,704.25 |
162.75 |
4.3% |
85.75 |
2.3% |
31% |
False |
False |
1,926,538 |
| 10 |
3,928.00 |
3,704.25 |
223.75 |
6.0% |
95.50 |
2.5% |
23% |
False |
False |
2,003,780 |
| 20 |
3,928.00 |
3,502.00 |
426.00 |
11.3% |
102.00 |
2.7% |
60% |
False |
False |
2,212,717 |
| 40 |
3,977.50 |
3,502.00 |
475.50 |
12.7% |
98.25 |
2.6% |
53% |
False |
False |
2,347,045 |
| 60 |
4,332.75 |
3,502.00 |
830.75 |
22.1% |
93.25 |
2.5% |
31% |
False |
False |
1,738,815 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.5% |
86.00 |
2.3% |
30% |
False |
False |
1,305,011 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.5% |
86.25 |
2.3% |
30% |
False |
False |
1,044,610 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.5% |
89.50 |
2.4% |
30% |
False |
False |
870,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,268.50 |
|
2.618 |
4,107.25 |
|
1.618 |
4,008.50 |
|
1.000 |
3,947.50 |
|
0.618 |
3,909.75 |
|
HIGH |
3,848.75 |
|
0.618 |
3,811.00 |
|
0.500 |
3,799.50 |
|
0.382 |
3,787.75 |
|
LOW |
3,750.00 |
|
0.618 |
3,689.00 |
|
1.000 |
3,651.25 |
|
1.618 |
3,590.25 |
|
2.618 |
3,491.50 |
|
4.250 |
3,330.25 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,799.50 |
3,802.50 |
| PP |
3,784.75 |
3,787.00 |
| S1 |
3,770.00 |
3,771.25 |
|