| 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 |
1,723.5 |
1,771.8 |
48.3 |
2.8% |
1,692.5 |
| High |
1,774.6 |
1,788.4 |
13.8 |
0.8% |
1,788.4 |
| Low |
1,720.2 |
1,764.9 |
44.7 |
2.6% |
1,681.3 |
| Close |
1,767.8 |
1,783.5 |
15.7 |
0.9% |
1,783.5 |
| Range |
54.4 |
23.5 |
-30.9 |
-56.8% |
107.1 |
| ATR |
30.7 |
30.2 |
-0.5 |
-1.7% |
0.0 |
| Volume |
64,736 |
47,441 |
-17,295 |
-26.7% |
267,597 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.4 |
1,840.0 |
1,796.4 |
|
| R3 |
1,825.9 |
1,816.5 |
1,790.0 |
|
| R2 |
1,802.4 |
1,802.4 |
1,787.8 |
|
| R1 |
1,793.0 |
1,793.0 |
1,785.7 |
1,797.7 |
| PP |
1,778.9 |
1,778.9 |
1,778.9 |
1,781.3 |
| S1 |
1,769.5 |
1,769.5 |
1,781.3 |
1,774.2 |
| S2 |
1,755.4 |
1,755.4 |
1,779.2 |
|
| S3 |
1,731.9 |
1,746.0 |
1,777.0 |
|
| S4 |
1,708.4 |
1,722.5 |
1,770.6 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.4 |
2,035.0 |
1,842.4 |
|
| R3 |
1,965.3 |
1,927.9 |
1,813.0 |
|
| R2 |
1,858.2 |
1,858.2 |
1,803.1 |
|
| R1 |
1,820.8 |
1,820.8 |
1,793.3 |
1,839.5 |
| PP |
1,751.1 |
1,751.1 |
1,751.1 |
1,760.4 |
| S1 |
1,713.7 |
1,713.7 |
1,773.7 |
1,732.4 |
| S2 |
1,644.0 |
1,644.0 |
1,763.9 |
|
| S3 |
1,536.9 |
1,606.6 |
1,754.0 |
|
| S4 |
1,429.8 |
1,499.5 |
1,724.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,788.4 |
1,681.3 |
107.1 |
6.0% |
33.3 |
1.9% |
95% |
True |
False |
53,519 |
| 10 |
1,788.4 |
1,632.3 |
156.1 |
8.8% |
32.1 |
1.8% |
97% |
True |
False |
36,521 |
| 20 |
1,788.4 |
1,632.3 |
156.1 |
8.8% |
28.6 |
1.6% |
97% |
True |
False |
22,504 |
| 40 |
1,788.4 |
1,632.3 |
156.1 |
8.8% |
28.3 |
1.6% |
97% |
True |
False |
13,609 |
| 60 |
1,790.9 |
1,632.3 |
158.6 |
8.9% |
26.4 |
1.5% |
95% |
False |
False |
10,007 |
| 80 |
1,836.7 |
1,632.3 |
204.4 |
11.5% |
24.9 |
1.4% |
74% |
False |
False |
8,009 |
| 100 |
1,880.0 |
1,632.3 |
247.7 |
13.9% |
24.6 |
1.4% |
61% |
False |
False |
6,596 |
| 120 |
1,910.6 |
1,632.3 |
278.3 |
15.6% |
24.4 |
1.4% |
54% |
False |
False |
5,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.3 |
|
2.618 |
1,849.9 |
|
1.618 |
1,826.4 |
|
1.000 |
1,811.9 |
|
0.618 |
1,802.9 |
|
HIGH |
1,788.4 |
|
0.618 |
1,779.4 |
|
0.500 |
1,776.7 |
|
0.382 |
1,773.9 |
|
LOW |
1,764.9 |
|
0.618 |
1,750.4 |
|
1.000 |
1,741.4 |
|
1.618 |
1,726.9 |
|
2.618 |
1,703.4 |
|
4.250 |
1,665.0 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,781.2 |
1,773.6 |
| PP |
1,778.9 |
1,763.8 |
| S1 |
1,776.7 |
1,753.9 |
|