| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,973.00 |
3,984.00 |
11.00 |
0.3% |
3,750.00 |
| High |
4,009.75 |
4,017.50 |
7.75 |
0.2% |
4,009.75 |
| Low |
3,951.00 |
3,964.00 |
13.00 |
0.3% |
3,738.25 |
| Close |
4,000.25 |
3,966.00 |
-34.25 |
-0.9% |
4,000.25 |
| Range |
58.75 |
53.50 |
-5.25 |
-8.9% |
271.50 |
| ATR |
101.64 |
98.20 |
-3.44 |
-3.4% |
0.00 |
| Volume |
1,927,068 |
1,592,615 |
-334,453 |
-17.4% |
9,585,517 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,143.00 |
4,108.00 |
3,995.50 |
|
| R3 |
4,089.50 |
4,054.50 |
3,980.75 |
|
| R2 |
4,036.00 |
4,036.00 |
3,975.75 |
|
| R1 |
4,001.00 |
4,001.00 |
3,971.00 |
3,991.75 |
| PP |
3,982.50 |
3,982.50 |
3,982.50 |
3,978.00 |
| S1 |
3,947.50 |
3,947.50 |
3,961.00 |
3,938.25 |
| S2 |
3,929.00 |
3,929.00 |
3,956.25 |
|
| S3 |
3,875.50 |
3,894.00 |
3,951.25 |
|
| S4 |
3,822.00 |
3,840.50 |
3,936.50 |
|
|
| 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 |
4,017.50 |
3,750.00 |
267.50 |
6.7% |
101.50 |
2.6% |
81% |
True |
False |
1,938,997 |
| 10 |
4,017.50 |
3,704.25 |
313.25 |
7.9% |
98.50 |
2.5% |
84% |
True |
False |
1,966,679 |
| 20 |
4,017.50 |
3,641.50 |
376.00 |
9.5% |
96.25 |
2.4% |
86% |
True |
False |
2,110,554 |
| 40 |
4,017.50 |
3,502.00 |
515.50 |
13.0% |
101.50 |
2.6% |
90% |
True |
False |
2,312,623 |
| 60 |
4,239.00 |
3,502.00 |
737.00 |
18.6% |
96.00 |
2.4% |
63% |
False |
False |
1,837,287 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
87.75 |
2.2% |
55% |
False |
False |
1,379,043 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.75 |
2.2% |
55% |
False |
False |
1,103,787 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
89.50 |
2.3% |
55% |
False |
False |
920,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,245.00 |
|
2.618 |
4,157.50 |
|
1.618 |
4,104.00 |
|
1.000 |
4,071.00 |
|
0.618 |
4,050.50 |
|
HIGH |
4,017.50 |
|
0.618 |
3,997.00 |
|
0.500 |
3,990.75 |
|
0.382 |
3,984.50 |
|
LOW |
3,964.00 |
|
0.618 |
3,931.00 |
|
1.000 |
3,910.50 |
|
1.618 |
3,877.50 |
|
2.618 |
3,824.00 |
|
4.250 |
3,736.50 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,990.75 |
3,938.75 |
| PP |
3,982.50 |
3,911.75 |
| S1 |
3,974.25 |
3,884.50 |
|