| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,832.50 |
3,757.00 |
-75.50 |
-2.0% |
3,911.50 |
| High |
3,848.75 |
3,973.50 |
124.75 |
3.2% |
3,928.00 |
| Low |
3,750.00 |
3,751.50 |
1.50 |
0.0% |
3,704.25 |
| Close |
3,755.50 |
3,961.00 |
205.50 |
5.5% |
3,779.50 |
| Range |
98.75 |
222.00 |
123.25 |
124.8% |
223.75 |
| ATR |
95.94 |
104.94 |
9.00 |
9.4% |
0.00 |
| Volume |
1,889,153 |
2,408,104 |
518,951 |
27.5% |
10,491,292 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,561.25 |
4,483.25 |
4,083.00 |
|
| R3 |
4,339.25 |
4,261.25 |
4,022.00 |
|
| R2 |
4,117.25 |
4,117.25 |
4,001.75 |
|
| R1 |
4,039.25 |
4,039.25 |
3,981.25 |
4,078.25 |
| PP |
3,895.25 |
3,895.25 |
3,895.25 |
3,915.00 |
| S1 |
3,817.25 |
3,817.25 |
3,940.75 |
3,856.25 |
| S2 |
3,673.25 |
3,673.25 |
3,920.25 |
|
| S3 |
3,451.25 |
3,595.25 |
3,900.00 |
|
| S4 |
3,229.25 |
3,373.25 |
3,839.00 |
|
|
| 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 |
3,973.50 |
3,711.00 |
262.50 |
6.6% |
114.50 |
2.9% |
95% |
True |
False |
2,030,647 |
| 10 |
3,973.50 |
3,704.25 |
269.25 |
6.8% |
106.25 |
2.7% |
95% |
True |
False |
2,023,412 |
| 20 |
3,973.50 |
3,590.50 |
383.00 |
9.7% |
103.25 |
2.6% |
97% |
True |
False |
2,168,690 |
| 40 |
3,973.50 |
3,502.00 |
471.50 |
11.9% |
102.00 |
2.6% |
97% |
True |
False |
2,344,350 |
| 60 |
4,313.50 |
3,502.00 |
811.50 |
20.5% |
95.75 |
2.4% |
57% |
False |
False |
1,778,823 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
88.25 |
2.2% |
54% |
False |
False |
1,335,086 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
87.25 |
2.2% |
54% |
False |
False |
1,068,656 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
90.00 |
2.3% |
54% |
False |
False |
890,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,917.00 |
|
2.618 |
4,554.75 |
|
1.618 |
4,332.75 |
|
1.000 |
4,195.50 |
|
0.618 |
4,110.75 |
|
HIGH |
3,973.50 |
|
0.618 |
3,888.75 |
|
0.500 |
3,862.50 |
|
0.382 |
3,836.25 |
|
LOW |
3,751.50 |
|
0.618 |
3,614.25 |
|
1.000 |
3,529.50 |
|
1.618 |
3,392.25 |
|
2.618 |
3,170.25 |
|
4.250 |
2,808.00 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,928.25 |
3,928.00 |
| PP |
3,895.25 |
3,894.75 |
| S1 |
3,862.50 |
3,861.75 |
|