Trading Metrics calculated at close of trading on 10-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,730.0 |
3,720.0 |
-10.0 |
-0.3% |
3,624.0 |
High |
3,742.0 |
3,858.0 |
116.0 |
3.1% |
3,714.0 |
Low |
3,705.0 |
3,720.0 |
15.0 |
0.4% |
3,580.0 |
Close |
3,735.0 |
3,852.0 |
117.0 |
3.1% |
3,692.0 |
Range |
37.0 |
138.0 |
101.0 |
273.0% |
134.0 |
ATR |
60.2 |
65.7 |
5.6 |
9.2% |
0.0 |
Volume |
13,329 |
17,939 |
4,610 |
34.6% |
1,971 |
|
Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,224.0 |
4,176.0 |
3,927.9 |
|
R3 |
4,086.0 |
4,038.0 |
3,890.0 |
|
R2 |
3,948.0 |
3,948.0 |
3,877.3 |
|
R1 |
3,900.0 |
3,900.0 |
3,864.7 |
3,924.0 |
PP |
3,810.0 |
3,810.0 |
3,810.0 |
3,822.0 |
S1 |
3,762.0 |
3,762.0 |
3,839.4 |
3,786.0 |
S2 |
3,672.0 |
3,672.0 |
3,826.7 |
|
S3 |
3,534.0 |
3,624.0 |
3,814.1 |
|
S4 |
3,396.0 |
3,486.0 |
3,776.1 |
|
|
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 |
3,858.0 |
3,586.0 |
272.0 |
7.1% |
78.2 |
2.0% |
98% |
True |
False |
6,830 |
10 |
3,858.0 |
3,570.0 |
288.0 |
7.5% |
60.2 |
1.6% |
98% |
True |
False |
3,445 |
20 |
3,858.0 |
3,366.0 |
492.0 |
12.8% |
59.9 |
1.6% |
99% |
True |
False |
1,992 |
40 |
3,858.0 |
3,250.0 |
608.0 |
15.8% |
62.5 |
1.6% |
99% |
True |
False |
1,584 |
60 |
3,858.0 |
3,250.0 |
608.0 |
15.8% |
47.6 |
1.2% |
99% |
True |
False |
1,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,444.5 |
2.618 |
4,219.3 |
1.618 |
4,081.3 |
1.000 |
3,996.0 |
0.618 |
3,943.3 |
HIGH |
3,858.0 |
0.618 |
3,805.3 |
0.500 |
3,789.0 |
0.382 |
3,772.7 |
LOW |
3,720.0 |
0.618 |
3,634.7 |
1.000 |
3,582.0 |
1.618 |
3,496.7 |
2.618 |
3,358.7 |
4.250 |
3,133.5 |
|
|
Fisher Pivots for day following 10-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,831.0 |
3,828.5 |
PP |
3,810.0 |
3,805.0 |
S1 |
3,789.0 |
3,781.5 |
|