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 |
3,786.00 |
4,002.50 |
216.50 |
5.7% |
3,788.00 |
High |
4,007.75 |
4,042.50 |
34.75 |
0.9% |
4,042.50 |
Low |
3,783.00 |
3,984.25 |
201.25 |
5.3% |
3,769.75 |
Close |
3,993.50 |
4,033.00 |
39.50 |
1.0% |
4,033.00 |
Range |
224.75 |
58.25 |
-166.50 |
-74.1% |
272.75 |
ATR |
104.80 |
101.47 |
-3.32 |
-3.2% |
0.00 |
Volume |
12,194 |
5,167 |
-7,027 |
-57.6% |
27,640 |
|
Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,194.75 |
4,172.00 |
4,065.00 |
|
R3 |
4,136.50 |
4,113.75 |
4,049.00 |
|
R2 |
4,078.25 |
4,078.25 |
4,043.75 |
|
R1 |
4,055.50 |
4,055.50 |
4,038.25 |
4,067.00 |
PP |
4,020.00 |
4,020.00 |
4,020.00 |
4,025.50 |
S1 |
3,997.25 |
3,997.25 |
4,027.75 |
4,008.50 |
S2 |
3,961.75 |
3,961.75 |
4,022.25 |
|
S3 |
3,903.50 |
3,939.00 |
4,017.00 |
|
S4 |
3,845.25 |
3,880.75 |
4,001.00 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.75 |
4,672.50 |
4,183.00 |
|
R3 |
4,494.00 |
4,399.75 |
4,108.00 |
|
R2 |
4,221.25 |
4,221.25 |
4,083.00 |
|
R1 |
4,127.00 |
4,127.00 |
4,058.00 |
4,174.00 |
PP |
3,948.50 |
3,948.50 |
3,948.50 |
3,972.00 |
S1 |
3,854.25 |
3,854.25 |
4,008.00 |
3,901.50 |
S2 |
3,675.75 |
3,675.75 |
3,983.00 |
|
S3 |
3,403.00 |
3,581.50 |
3,958.00 |
|
S4 |
3,130.25 |
3,308.75 |
3,883.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,042.50 |
3,769.75 |
272.75 |
6.8% |
108.25 |
2.7% |
97% |
True |
False |
5,528 |
10 |
4,042.50 |
3,735.00 |
307.50 |
7.6% |
97.50 |
2.4% |
97% |
True |
False |
4,450 |
20 |
4,042.50 |
3,620.50 |
422.00 |
10.5% |
99.00 |
2.5% |
98% |
True |
False |
4,097 |
40 |
4,042.50 |
3,530.25 |
512.25 |
12.7% |
102.00 |
2.5% |
98% |
True |
False |
3,977 |
60 |
4,322.00 |
3,530.25 |
791.75 |
19.6% |
95.00 |
2.4% |
63% |
False |
False |
2,900 |
80 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
86.75 |
2.2% |
60% |
False |
False |
2,268 |
100 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
85.00 |
2.1% |
60% |
False |
False |
1,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.00 |
2.618 |
4,195.00 |
1.618 |
4,136.75 |
1.000 |
4,100.75 |
0.618 |
4,078.50 |
HIGH |
4,042.50 |
0.618 |
4,020.25 |
0.500 |
4,013.50 |
0.382 |
4,006.50 |
LOW |
3,984.25 |
0.618 |
3,948.25 |
1.000 |
3,926.00 |
1.618 |
3,890.00 |
2.618 |
3,831.75 |
4.250 |
3,736.75 |
|
|
Fisher Pivots for day following 11-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,026.50 |
3,992.50 |
PP |
4,020.00 |
3,952.25 |
S1 |
4,013.50 |
3,911.75 |
|