Trading Metrics calculated at close of trading on 09-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,718.0 |
3,730.0 |
12.0 |
0.3% |
3,624.0 |
High |
3,743.0 |
3,742.0 |
-1.0 |
0.0% |
3,714.0 |
Low |
3,705.0 |
3,705.0 |
0.0 |
0.0% |
3,580.0 |
Close |
3,741.0 |
3,735.0 |
-6.0 |
-0.2% |
3,692.0 |
Range |
38.0 |
37.0 |
-1.0 |
-2.6% |
134.0 |
ATR |
62.0 |
60.2 |
-1.8 |
-2.9% |
0.0 |
Volume |
1,171 |
13,329 |
12,158 |
1,038.3% |
1,971 |
|
Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,838.3 |
3,823.7 |
3,755.4 |
|
R3 |
3,801.3 |
3,786.7 |
3,745.2 |
|
R2 |
3,764.3 |
3,764.3 |
3,741.8 |
|
R1 |
3,749.7 |
3,749.7 |
3,738.4 |
3,757.0 |
PP |
3,727.3 |
3,727.3 |
3,727.3 |
3,731.0 |
S1 |
3,712.7 |
3,712.7 |
3,731.6 |
3,720.0 |
S2 |
3,690.3 |
3,690.3 |
3,728.2 |
|
S3 |
3,653.3 |
3,675.7 |
3,724.8 |
|
S4 |
3,616.3 |
3,638.7 |
3,714.7 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,064.0 |
4,012.0 |
3,765.7 |
|
R3 |
3,930.0 |
3,878.0 |
3,728.9 |
|
R2 |
3,796.0 |
3,796.0 |
3,716.6 |
|
R1 |
3,744.0 |
3,744.0 |
3,704.3 |
3,770.0 |
PP |
3,662.0 |
3,662.0 |
3,662.0 |
3,675.0 |
S1 |
3,610.0 |
3,610.0 |
3,679.7 |
3,636.0 |
S2 |
3,528.0 |
3,528.0 |
3,667.4 |
|
S3 |
3,394.0 |
3,476.0 |
3,655.2 |
|
S4 |
3,260.0 |
3,342.0 |
3,618.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,743.0 |
3,580.0 |
163.0 |
4.4% |
54.6 |
1.5% |
95% |
False |
False |
3,251 |
10 |
3,743.0 |
3,570.0 |
173.0 |
4.6% |
51.2 |
1.4% |
95% |
False |
False |
1,661 |
20 |
3,743.0 |
3,268.0 |
475.0 |
12.7% |
59.6 |
1.6% |
98% |
False |
False |
1,654 |
40 |
3,743.0 |
3,250.0 |
493.0 |
13.2% |
59.4 |
1.6% |
98% |
False |
False |
1,179 |
60 |
3,761.0 |
3,250.0 |
511.0 |
13.7% |
45.3 |
1.2% |
95% |
False |
False |
979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.3 |
2.618 |
3,838.9 |
1.618 |
3,801.9 |
1.000 |
3,779.0 |
0.618 |
3,764.9 |
HIGH |
3,742.0 |
0.618 |
3,727.9 |
0.500 |
3,723.5 |
0.382 |
3,719.1 |
LOW |
3,705.0 |
0.618 |
3,682.1 |
1.000 |
3,668.0 |
1.618 |
3,645.1 |
2.618 |
3,608.1 |
4.250 |
3,547.8 |
|
|
Fisher Pivots for day following 09-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,731.2 |
3,725.8 |
PP |
3,727.3 |
3,716.7 |
S1 |
3,723.5 |
3,707.5 |
|