| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
4,002.50 |
4,024.00 |
21.50 |
0.5% |
3,788.00 |
| High |
4,042.50 |
4,050.75 |
8.25 |
0.2% |
4,042.50 |
| Low |
3,984.25 |
3,997.50 |
13.25 |
0.3% |
3,769.75 |
| Close |
4,033.00 |
3,999.00 |
-34.00 |
-0.8% |
4,033.00 |
| Range |
58.25 |
53.25 |
-5.00 |
-8.6% |
272.75 |
| ATR |
101.47 |
98.03 |
-3.44 |
-3.4% |
0.00 |
| Volume |
5,167 |
7,836 |
2,669 |
51.7% |
27,640 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,175.50 |
4,140.50 |
4,028.25 |
|
| R3 |
4,122.25 |
4,087.25 |
4,013.75 |
|
| R2 |
4,069.00 |
4,069.00 |
4,008.75 |
|
| R1 |
4,034.00 |
4,034.00 |
4,004.00 |
4,025.00 |
| PP |
4,015.75 |
4,015.75 |
4,015.75 |
4,011.25 |
| S1 |
3,980.75 |
3,980.75 |
3,994.00 |
3,971.50 |
| S2 |
3,962.50 |
3,962.50 |
3,989.25 |
|
| S3 |
3,909.25 |
3,927.50 |
3,984.25 |
|
| S4 |
3,856.00 |
3,874.25 |
3,969.75 |
|
|
| 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 |
4,050.75 |
3,781.00 |
269.75 |
6.7% |
102.00 |
2.6% |
81% |
True |
False |
6,301 |
| 10 |
4,050.75 |
3,735.00 |
315.75 |
7.9% |
98.50 |
2.5% |
84% |
True |
False |
5,034 |
| 20 |
4,050.75 |
3,670.00 |
380.75 |
9.5% |
96.00 |
2.4% |
86% |
True |
False |
4,369 |
| 40 |
4,050.75 |
3,530.25 |
520.50 |
13.0% |
101.25 |
2.5% |
90% |
True |
False |
4,138 |
| 60 |
4,265.75 |
3,530.25 |
735.50 |
18.4% |
95.00 |
2.4% |
64% |
False |
False |
3,026 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
86.50 |
2.2% |
56% |
False |
False |
2,363 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
84.75 |
2.1% |
56% |
False |
False |
1,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,277.00 |
|
2.618 |
4,190.25 |
|
1.618 |
4,137.00 |
|
1.000 |
4,104.00 |
|
0.618 |
4,083.75 |
|
HIGH |
4,050.75 |
|
0.618 |
4,030.50 |
|
0.500 |
4,024.00 |
|
0.382 |
4,017.75 |
|
LOW |
3,997.50 |
|
0.618 |
3,964.50 |
|
1.000 |
3,944.25 |
|
1.618 |
3,911.25 |
|
2.618 |
3,858.00 |
|
4.250 |
3,771.25 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,024.00 |
3,971.50 |
| PP |
4,015.75 |
3,944.25 |
| S1 |
4,007.50 |
3,917.00 |
|