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 |
3,720.0 |
3,862.0 |
142.0 |
3.8% |
3,681.0 |
High |
3,858.0 |
3,895.0 |
37.0 |
1.0% |
3,895.0 |
Low |
3,720.0 |
3,862.0 |
142.0 |
3.8% |
3,672.0 |
Close |
3,852.0 |
3,873.0 |
21.0 |
0.5% |
3,873.0 |
Range |
138.0 |
33.0 |
-105.0 |
-76.1% |
223.0 |
ATR |
65.7 |
64.1 |
-1.6 |
-2.5% |
0.0 |
Volume |
17,939 |
10,751 |
-7,188 |
-40.1% |
43,223 |
|
Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.7 |
3,957.3 |
3,891.2 |
|
R3 |
3,942.7 |
3,924.3 |
3,882.1 |
|
R2 |
3,909.7 |
3,909.7 |
3,879.1 |
|
R1 |
3,891.3 |
3,891.3 |
3,876.0 |
3,900.5 |
PP |
3,876.7 |
3,876.7 |
3,876.7 |
3,881.3 |
S1 |
3,858.3 |
3,858.3 |
3,870.0 |
3,867.5 |
S2 |
3,843.7 |
3,843.7 |
3,867.0 |
|
S3 |
3,810.7 |
3,825.3 |
3,863.9 |
|
S4 |
3,777.7 |
3,792.3 |
3,854.9 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.3 |
4,400.7 |
3,995.7 |
|
R3 |
4,259.3 |
4,177.7 |
3,934.3 |
|
R2 |
4,036.3 |
4,036.3 |
3,913.9 |
|
R1 |
3,954.7 |
3,954.7 |
3,893.4 |
3,995.5 |
PP |
3,813.3 |
3,813.3 |
3,813.3 |
3,833.8 |
S1 |
3,731.7 |
3,731.7 |
3,852.6 |
3,772.5 |
S2 |
3,590.3 |
3,590.3 |
3,832.1 |
|
S3 |
3,367.3 |
3,508.7 |
3,811.7 |
|
S4 |
3,144.3 |
3,285.7 |
3,750.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,895.0 |
3,672.0 |
223.0 |
5.8% |
59.2 |
1.5% |
90% |
True |
False |
8,644 |
10 |
3,895.0 |
3,580.0 |
315.0 |
8.1% |
55.8 |
1.4% |
93% |
True |
False |
4,519 |
20 |
3,895.0 |
3,386.0 |
509.0 |
13.1% |
57.3 |
1.5% |
96% |
True |
False |
2,500 |
40 |
3,895.0 |
3,250.0 |
645.0 |
16.7% |
62.8 |
1.6% |
97% |
True |
False |
1,852 |
60 |
3,895.0 |
3,250.0 |
645.0 |
16.7% |
48.2 |
1.2% |
97% |
True |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,035.3 |
2.618 |
3,981.4 |
1.618 |
3,948.4 |
1.000 |
3,928.0 |
0.618 |
3,915.4 |
HIGH |
3,895.0 |
0.618 |
3,882.4 |
0.500 |
3,878.5 |
0.382 |
3,874.6 |
LOW |
3,862.0 |
0.618 |
3,841.6 |
1.000 |
3,829.0 |
1.618 |
3,808.6 |
2.618 |
3,775.6 |
4.250 |
3,721.8 |
|
|
Fisher Pivots for day following 11-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,878.5 |
3,848.7 |
PP |
3,876.7 |
3,824.3 |
S1 |
3,874.8 |
3,800.0 |
|