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 |
1,797.0 |
1,775.0 |
-22.0 |
-1.2% |
1,692.5 |
High |
1,802.7 |
1,792.6 |
-10.1 |
-0.6% |
1,788.4 |
Low |
1,788.3 |
1,771.4 |
-16.9 |
-0.9% |
1,681.3 |
Close |
1,791.0 |
1,777.8 |
-13.2 |
-0.7% |
1,783.5 |
Range |
14.4 |
21.2 |
6.8 |
47.2% |
107.1 |
ATR |
28.0 |
27.5 |
-0.5 |
-1.7% |
0.0 |
Volume |
48,042 |
28,826 |
-19,216 |
-40.0% |
267,597 |
|
Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.2 |
1,832.2 |
1,789.5 |
|
R3 |
1,823.0 |
1,811.0 |
1,783.6 |
|
R2 |
1,801.8 |
1,801.8 |
1,781.7 |
|
R1 |
1,789.8 |
1,789.8 |
1,779.7 |
1,795.8 |
PP |
1,780.6 |
1,780.6 |
1,780.6 |
1,783.6 |
S1 |
1,768.6 |
1,768.6 |
1,775.9 |
1,774.6 |
S2 |
1,759.4 |
1,759.4 |
1,773.9 |
|
S3 |
1,738.2 |
1,747.4 |
1,772.0 |
|
S4 |
1,717.0 |
1,726.2 |
1,766.1 |
|
|
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 |
1,806.0 |
1,764.9 |
41.1 |
2.3% |
20.6 |
1.2% |
31% |
False |
False |
48,802 |
10 |
1,806.0 |
1,645.8 |
160.2 |
9.0% |
30.1 |
1.7% |
82% |
False |
False |
48,225 |
20 |
1,806.0 |
1,632.3 |
173.7 |
9.8% |
28.1 |
1.6% |
84% |
False |
False |
31,693 |
40 |
1,806.0 |
1,632.3 |
173.7 |
9.8% |
27.8 |
1.6% |
84% |
False |
False |
18,383 |
60 |
1,806.0 |
1,632.3 |
173.7 |
9.8% |
26.5 |
1.5% |
84% |
False |
False |
13,183 |
80 |
1,836.7 |
1,632.3 |
204.4 |
11.5% |
24.9 |
1.4% |
71% |
False |
False |
10,423 |
100 |
1,866.8 |
1,632.3 |
234.5 |
13.2% |
24.7 |
1.4% |
62% |
False |
False |
8,542 |
120 |
1,910.6 |
1,632.3 |
278.3 |
15.7% |
24.6 |
1.4% |
52% |
False |
False |
7,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.7 |
2.618 |
1,848.1 |
1.618 |
1,826.9 |
1.000 |
1,813.8 |
0.618 |
1,805.7 |
HIGH |
1,792.6 |
0.618 |
1,784.5 |
0.500 |
1,782.0 |
0.382 |
1,779.5 |
LOW |
1,771.4 |
0.618 |
1,758.3 |
1.000 |
1,750.2 |
1.618 |
1,737.1 |
2.618 |
1,715.9 |
4.250 |
1,681.3 |
|
|
Fisher Pivots for day following 17-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,782.0 |
1,788.7 |
PP |
1,780.6 |
1,785.1 |
S1 |
1,779.2 |
1,781.4 |
|