Trading Metrics calculated at close of trading on 16-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,890.0 |
3,864.0 |
-26.0 |
-0.7% |
3,681.0 |
High |
3,934.0 |
3,919.0 |
-15.0 |
-0.4% |
3,895.0 |
Low |
3,867.0 |
3,862.0 |
-5.0 |
-0.1% |
3,672.0 |
Close |
3,911.0 |
3,888.0 |
-23.0 |
-0.6% |
3,873.0 |
Range |
67.0 |
57.0 |
-10.0 |
-14.9% |
223.0 |
ATR |
63.0 |
62.6 |
-0.4 |
-0.7% |
0.0 |
Volume |
1,006 |
9,625 |
8,619 |
856.8% |
43,223 |
|
Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,060.7 |
4,031.3 |
3,919.4 |
|
R3 |
4,003.7 |
3,974.3 |
3,903.7 |
|
R2 |
3,946.7 |
3,946.7 |
3,898.5 |
|
R1 |
3,917.3 |
3,917.3 |
3,893.2 |
3,932.0 |
PP |
3,889.7 |
3,889.7 |
3,889.7 |
3,897.0 |
S1 |
3,860.3 |
3,860.3 |
3,882.8 |
3,875.0 |
S2 |
3,832.7 |
3,832.7 |
3,877.6 |
|
S3 |
3,775.7 |
3,803.3 |
3,872.3 |
|
S4 |
3,718.7 |
3,746.3 |
3,856.7 |
|
|
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 |
3,934.0 |
3,720.0 |
214.0 |
5.5% |
67.2 |
1.7% |
79% |
False |
False |
7,931 |
10 |
3,934.0 |
3,580.0 |
354.0 |
9.1% |
60.9 |
1.6% |
87% |
False |
False |
5,591 |
20 |
3,934.0 |
3,430.0 |
504.0 |
13.0% |
57.2 |
1.5% |
91% |
False |
False |
2,929 |
40 |
3,934.0 |
3,250.0 |
684.0 |
17.6% |
61.3 |
1.6% |
93% |
False |
False |
2,126 |
60 |
3,934.0 |
3,250.0 |
684.0 |
17.6% |
50.8 |
1.3% |
93% |
False |
False |
1,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,161.3 |
2.618 |
4,068.2 |
1.618 |
4,011.2 |
1.000 |
3,976.0 |
0.618 |
3,954.2 |
HIGH |
3,919.0 |
0.618 |
3,897.2 |
0.500 |
3,890.5 |
0.382 |
3,883.8 |
LOW |
3,862.0 |
0.618 |
3,826.8 |
1.000 |
3,805.0 |
1.618 |
3,769.8 |
2.618 |
3,712.8 |
4.250 |
3,619.8 |
|
|
Fisher Pivots for day following 16-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,890.5 |
3,898.0 |
PP |
3,889.7 |
3,894.7 |
S1 |
3,888.8 |
3,891.3 |
|