Trading Metrics calculated at close of trading on 18-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,977.25 |
3,960.50 |
-16.75 |
-0.4% |
3,984.00 |
High |
3,990.25 |
3,994.00 |
3.75 |
0.1% |
4,050.75 |
Low |
3,912.50 |
3,942.50 |
30.00 |
0.8% |
3,912.50 |
Close |
3,955.25 |
3,974.00 |
18.75 |
0.5% |
3,974.00 |
Range |
77.75 |
51.50 |
-26.25 |
-33.8% |
138.25 |
ATR |
93.33 |
90.35 |
-2.99 |
-3.2% |
0.00 |
Volume |
1,560,808 |
1,534,155 |
-26,653 |
-1.7% |
8,420,622 |
|
Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,124.75 |
4,100.75 |
4,002.25 |
|
R3 |
4,073.25 |
4,049.25 |
3,988.25 |
|
R2 |
4,021.75 |
4,021.75 |
3,983.50 |
|
R1 |
3,997.75 |
3,997.75 |
3,978.75 |
4,009.75 |
PP |
3,970.25 |
3,970.25 |
3,970.25 |
3,976.00 |
S1 |
3,946.25 |
3,946.25 |
3,969.25 |
3,958.25 |
S2 |
3,918.75 |
3,918.75 |
3,964.50 |
|
S3 |
3,867.25 |
3,894.75 |
3,959.75 |
|
S4 |
3,815.75 |
3,843.25 |
3,945.75 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.75 |
4,322.25 |
4,050.00 |
|
R3 |
4,255.50 |
4,184.00 |
4,012.00 |
|
R2 |
4,117.25 |
4,117.25 |
3,999.25 |
|
R1 |
4,045.75 |
4,045.75 |
3,986.75 |
4,012.50 |
PP |
3,979.00 |
3,979.00 |
3,979.00 |
3,962.50 |
S1 |
3,907.50 |
3,907.50 |
3,961.25 |
3,874.00 |
S2 |
3,840.75 |
3,840.75 |
3,948.75 |
|
S3 |
3,702.50 |
3,769.25 |
3,936.00 |
|
S4 |
3,564.25 |
3,631.00 |
3,898.00 |
|
|
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% |
65.50 |
1.6% |
44% |
False |
False |
1,684,124 |
10 |
4,050.75 |
3,738.25 |
312.50 |
7.9% |
86.50 |
2.2% |
75% |
False |
False |
1,800,613 |
20 |
4,050.75 |
3,704.25 |
346.50 |
8.7% |
90.25 |
2.3% |
78% |
False |
False |
1,942,932 |
40 |
4,050.75 |
3,502.00 |
548.75 |
13.8% |
98.00 |
2.5% |
86% |
False |
False |
2,226,089 |
60 |
4,234.25 |
3,502.00 |
732.25 |
18.4% |
96.50 |
2.4% |
64% |
False |
False |
1,950,683 |
80 |
4,345.75 |
3,502.00 |
843.75 |
21.2% |
87.25 |
2.2% |
56% |
False |
False |
1,464,311 |
100 |
4,345.75 |
3,502.00 |
843.75 |
21.2% |
85.75 |
2.2% |
56% |
False |
False |
1,171,983 |
120 |
4,345.75 |
3,502.00 |
843.75 |
21.2% |
88.25 |
2.2% |
56% |
False |
False |
976,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,213.00 |
2.618 |
4,128.75 |
1.618 |
4,077.25 |
1.000 |
4,045.50 |
0.618 |
4,025.75 |
HIGH |
3,994.00 |
0.618 |
3,974.25 |
0.500 |
3,968.25 |
0.382 |
3,962.25 |
LOW |
3,942.50 |
0.618 |
3,910.75 |
1.000 |
3,891.00 |
1.618 |
3,859.25 |
2.618 |
3,807.75 |
4.250 |
3,723.50 |
|
|
Fisher Pivots for day following 18-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,972.00 |
3,970.75 |
PP |
3,970.25 |
3,967.50 |
S1 |
3,968.25 |
3,964.00 |
|