| 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 |
3,868.75 |
3,786.00 |
-82.75 |
-2.1% |
3,943.00 |
| High |
3,880.00 |
4,007.75 |
127.75 |
3.3% |
3,959.25 |
| Low |
3,781.00 |
3,783.00 |
2.00 |
0.1% |
3,735.00 |
| Close |
3,786.00 |
3,993.50 |
207.50 |
5.5% |
3,810.25 |
| Range |
99.00 |
224.75 |
125.75 |
127.0% |
224.25 |
| ATR |
95.57 |
104.80 |
9.23 |
9.7% |
0.00 |
| Volume |
2,706 |
12,194 |
9,488 |
350.6% |
16,863 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,602.25 |
4,522.75 |
4,117.00 |
|
| R3 |
4,377.50 |
4,298.00 |
4,055.25 |
|
| R2 |
4,152.75 |
4,152.75 |
4,034.75 |
|
| R1 |
4,073.25 |
4,073.25 |
4,014.00 |
4,113.00 |
| PP |
3,928.00 |
3,928.00 |
3,928.00 |
3,948.00 |
| S1 |
3,848.50 |
3,848.50 |
3,973.00 |
3,888.25 |
| S2 |
3,703.25 |
3,703.25 |
3,952.25 |
|
| S3 |
3,478.50 |
3,623.75 |
3,931.75 |
|
| S4 |
3,253.75 |
3,399.00 |
3,870.00 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,507.50 |
4,383.25 |
3,933.50 |
|
| R3 |
4,283.25 |
4,159.00 |
3,872.00 |
|
| R2 |
4,059.00 |
4,059.00 |
3,851.25 |
|
| R1 |
3,934.75 |
3,934.75 |
3,830.75 |
3,884.75 |
| PP |
3,834.75 |
3,834.75 |
3,834.75 |
3,810.00 |
| S1 |
3,710.50 |
3,710.50 |
3,789.75 |
3,660.50 |
| S2 |
3,610.50 |
3,610.50 |
3,769.25 |
|
| S3 |
3,386.25 |
3,486.25 |
3,748.50 |
|
| S4 |
3,162.00 |
3,262.00 |
3,687.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,007.75 |
3,745.00 |
262.75 |
6.6% |
115.00 |
2.9% |
95% |
True |
False |
4,981 |
| 10 |
4,007.75 |
3,735.00 |
272.75 |
6.8% |
106.50 |
2.7% |
95% |
True |
False |
4,571 |
| 20 |
4,007.75 |
3,620.50 |
387.25 |
9.7% |
103.25 |
2.6% |
96% |
True |
False |
3,982 |
| 40 |
4,007.75 |
3,530.25 |
477.50 |
12.0% |
101.50 |
2.5% |
97% |
True |
False |
3,884 |
| 60 |
4,341.50 |
3,530.25 |
811.25 |
20.3% |
94.75 |
2.4% |
57% |
False |
False |
2,821 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
87.00 |
2.2% |
55% |
False |
False |
2,203 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
85.50 |
2.1% |
55% |
False |
False |
1,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,963.00 |
|
2.618 |
4,596.25 |
|
1.618 |
4,371.50 |
|
1.000 |
4,232.50 |
|
0.618 |
4,146.75 |
|
HIGH |
4,007.75 |
|
0.618 |
3,922.00 |
|
0.500 |
3,895.50 |
|
0.382 |
3,868.75 |
|
LOW |
3,783.00 |
|
0.618 |
3,644.00 |
|
1.000 |
3,558.25 |
|
1.618 |
3,419.25 |
|
2.618 |
3,194.50 |
|
4.250 |
2,827.75 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,960.75 |
3,960.50 |
| PP |
3,928.00 |
3,927.50 |
| S1 |
3,895.50 |
3,894.50 |
|