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 |
3,864.0 |
3,892.0 |
28.0 |
0.7% |
3,681.0 |
High |
3,919.0 |
3,901.0 |
-18.0 |
-0.5% |
3,895.0 |
Low |
3,862.0 |
3,848.0 |
-14.0 |
-0.4% |
3,672.0 |
Close |
3,888.0 |
3,877.0 |
-11.0 |
-0.3% |
3,873.0 |
Range |
57.0 |
53.0 |
-4.0 |
-7.0% |
223.0 |
ATR |
62.6 |
61.9 |
-0.7 |
-1.1% |
0.0 |
Volume |
9,625 |
13,359 |
3,734 |
38.8% |
43,223 |
|
Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.3 |
4,008.7 |
3,906.2 |
|
R3 |
3,981.3 |
3,955.7 |
3,891.6 |
|
R2 |
3,928.3 |
3,928.3 |
3,886.7 |
|
R1 |
3,902.7 |
3,902.7 |
3,881.9 |
3,889.0 |
PP |
3,875.3 |
3,875.3 |
3,875.3 |
3,868.5 |
S1 |
3,849.7 |
3,849.7 |
3,872.1 |
3,836.0 |
S2 |
3,822.3 |
3,822.3 |
3,867.3 |
|
S3 |
3,769.3 |
3,796.7 |
3,862.4 |
|
S4 |
3,716.3 |
3,743.7 |
3,847.9 |
|
|
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 |
3,934.0 |
3,848.0 |
86.0 |
2.2% |
50.2 |
1.3% |
34% |
False |
True |
7,015 |
10 |
3,934.0 |
3,586.0 |
348.0 |
9.0% |
64.2 |
1.7% |
84% |
False |
False |
6,922 |
20 |
3,934.0 |
3,430.0 |
504.0 |
13.0% |
58.1 |
1.5% |
89% |
False |
False |
3,593 |
40 |
3,934.0 |
3,250.0 |
684.0 |
17.6% |
61.5 |
1.6% |
92% |
False |
False |
2,459 |
60 |
3,934.0 |
3,250.0 |
684.0 |
17.6% |
51.7 |
1.3% |
92% |
False |
False |
1,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,126.3 |
2.618 |
4,039.8 |
1.618 |
3,986.8 |
1.000 |
3,954.0 |
0.618 |
3,933.8 |
HIGH |
3,901.0 |
0.618 |
3,880.8 |
0.500 |
3,874.5 |
0.382 |
3,868.2 |
LOW |
3,848.0 |
0.618 |
3,815.2 |
1.000 |
3,795.0 |
1.618 |
3,762.2 |
2.618 |
3,709.2 |
4.250 |
3,622.8 |
|
|
Fisher Pivots for day following 17-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,876.2 |
3,891.0 |
PP |
3,875.3 |
3,886.3 |
S1 |
3,874.5 |
3,881.7 |
|