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 |
3,992.00 |
3,977.25 |
-14.75 |
-0.4% |
3,750.00 |
High |
4,015.75 |
3,990.25 |
-25.50 |
-0.6% |
4,009.75 |
Low |
3,962.00 |
3,912.50 |
-49.50 |
-1.2% |
3,738.25 |
Close |
3,968.50 |
3,955.25 |
-13.25 |
-0.3% |
4,000.25 |
Range |
53.75 |
77.75 |
24.00 |
44.7% |
271.50 |
ATR |
94.53 |
93.33 |
-1.20 |
-1.3% |
0.00 |
Volume |
1,502,501 |
1,560,808 |
58,307 |
3.9% |
9,585,517 |
|
Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,186.00 |
4,148.25 |
3,998.00 |
|
R3 |
4,108.25 |
4,070.50 |
3,976.75 |
|
R2 |
4,030.50 |
4,030.50 |
3,969.50 |
|
R1 |
3,992.75 |
3,992.75 |
3,962.50 |
3,972.75 |
PP |
3,952.75 |
3,952.75 |
3,952.75 |
3,942.50 |
S1 |
3,915.00 |
3,915.00 |
3,948.00 |
3,895.00 |
S2 |
3,875.00 |
3,875.00 |
3,941.00 |
|
S3 |
3,797.25 |
3,837.25 |
3,933.75 |
|
S4 |
3,719.50 |
3,759.50 |
3,912.50 |
|
|
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 |
4,050.75 |
3,912.50 |
138.25 |
3.5% |
67.00 |
1.7% |
31% |
False |
True |
1,762,707 |
10 |
4,050.75 |
3,711.00 |
339.75 |
8.6% |
90.75 |
2.3% |
72% |
False |
False |
1,896,677 |
20 |
4,050.75 |
3,641.50 |
409.25 |
10.3% |
94.25 |
2.4% |
77% |
False |
False |
2,000,275 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.9% |
99.75 |
2.5% |
83% |
False |
False |
2,260,574 |
60 |
4,234.25 |
3,502.00 |
732.25 |
18.5% |
96.75 |
2.4% |
62% |
False |
False |
1,925,185 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
88.25 |
2.2% |
54% |
False |
False |
1,445,157 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
85.75 |
2.2% |
54% |
False |
False |
1,156,667 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
88.75 |
2.2% |
54% |
False |
False |
964,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,320.75 |
2.618 |
4,193.75 |
1.618 |
4,116.00 |
1.000 |
4,068.00 |
0.618 |
4,038.25 |
HIGH |
3,990.25 |
0.618 |
3,960.50 |
0.500 |
3,951.50 |
0.382 |
3,942.25 |
LOW |
3,912.50 |
0.618 |
3,864.50 |
1.000 |
3,834.75 |
1.618 |
3,786.75 |
2.618 |
3,709.00 |
4.250 |
3,582.00 |
|
|
Fisher Pivots for day following 17-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,954.00 |
3,981.50 |
PP |
3,952.75 |
3,972.75 |
S1 |
3,951.50 |
3,964.00 |
|