| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,757.00 |
3,973.00 |
216.00 |
5.7% |
3,750.00 |
| High |
3,973.50 |
4,009.75 |
36.25 |
0.9% |
4,009.75 |
| Low |
3,751.50 |
3,951.00 |
199.50 |
5.3% |
3,738.25 |
| Close |
3,961.00 |
4,000.25 |
39.25 |
1.0% |
4,000.25 |
| Range |
222.00 |
58.75 |
-163.25 |
-73.5% |
271.50 |
| ATR |
104.94 |
101.64 |
-3.30 |
-3.1% |
0.00 |
| Volume |
2,408,104 |
1,927,068 |
-481,036 |
-20.0% |
9,585,517 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,163.25 |
4,140.50 |
4,032.50 |
|
| R3 |
4,104.50 |
4,081.75 |
4,016.50 |
|
| R2 |
4,045.75 |
4,045.75 |
4,011.00 |
|
| R1 |
4,023.00 |
4,023.00 |
4,005.75 |
4,034.50 |
| PP |
3,987.00 |
3,987.00 |
3,987.00 |
3,992.75 |
| S1 |
3,964.25 |
3,964.25 |
3,994.75 |
3,975.50 |
| S2 |
3,928.25 |
3,928.25 |
3,989.50 |
|
| S3 |
3,869.50 |
3,905.50 |
3,984.00 |
|
| S4 |
3,810.75 |
3,846.75 |
3,968.00 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,730.50 |
4,637.00 |
4,149.50 |
|
| R3 |
4,459.00 |
4,365.50 |
4,075.00 |
|
| R2 |
4,187.50 |
4,187.50 |
4,050.00 |
|
| R1 |
4,094.00 |
4,094.00 |
4,025.25 |
4,140.75 |
| PP |
3,916.00 |
3,916.00 |
3,916.00 |
3,939.50 |
| S1 |
3,822.50 |
3,822.50 |
3,975.25 |
3,869.25 |
| S2 |
3,644.50 |
3,644.50 |
3,950.50 |
|
| S3 |
3,373.00 |
3,551.00 |
3,925.50 |
|
| S4 |
3,101.50 |
3,279.50 |
3,851.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,009.75 |
3,738.25 |
271.50 |
6.8% |
107.50 |
2.7% |
97% |
True |
False |
1,917,103 |
| 10 |
4,009.75 |
3,704.25 |
305.50 |
7.6% |
97.50 |
2.4% |
97% |
True |
False |
2,007,680 |
| 20 |
4,009.75 |
3,590.50 |
419.25 |
10.5% |
99.00 |
2.5% |
98% |
True |
False |
2,128,523 |
| 40 |
4,009.75 |
3,502.00 |
507.75 |
12.7% |
102.25 |
2.6% |
98% |
True |
False |
2,325,311 |
| 60 |
4,305.50 |
3,502.00 |
803.50 |
20.1% |
96.25 |
2.4% |
62% |
False |
False |
1,810,843 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
88.00 |
2.2% |
59% |
False |
False |
1,359,152 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
86.75 |
2.2% |
59% |
False |
False |
1,087,905 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
90.00 |
2.2% |
59% |
False |
False |
906,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,259.50 |
|
2.618 |
4,163.50 |
|
1.618 |
4,104.75 |
|
1.000 |
4,068.50 |
|
0.618 |
4,046.00 |
|
HIGH |
4,009.75 |
|
0.618 |
3,987.25 |
|
0.500 |
3,980.50 |
|
0.382 |
3,973.50 |
|
LOW |
3,951.00 |
|
0.618 |
3,914.75 |
|
1.000 |
3,892.25 |
|
1.618 |
3,856.00 |
|
2.618 |
3,797.25 |
|
4.250 |
3,701.25 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,993.50 |
3,960.00 |
| PP |
3,987.00 |
3,920.00 |
| S1 |
3,980.50 |
3,880.00 |
|