| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
4,024.00 |
4,009.75 |
-14.25 |
-0.4% |
3,788.00 |
| High |
4,050.75 |
4,083.75 |
33.00 |
0.8% |
4,042.50 |
| Low |
3,997.50 |
3,993.00 |
-4.50 |
-0.1% |
3,769.75 |
| Close |
3,999.00 |
4,033.00 |
34.00 |
0.9% |
4,033.00 |
| Range |
53.25 |
90.75 |
37.50 |
70.4% |
272.75 |
| ATR |
98.03 |
97.51 |
-0.52 |
-0.5% |
0.00 |
| Volume |
7,836 |
14,879 |
7,043 |
89.9% |
27,640 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,308.75 |
4,261.75 |
4,083.00 |
|
| R3 |
4,218.00 |
4,171.00 |
4,058.00 |
|
| R2 |
4,127.25 |
4,127.25 |
4,049.75 |
|
| R1 |
4,080.25 |
4,080.25 |
4,041.25 |
4,103.75 |
| PP |
4,036.50 |
4,036.50 |
4,036.50 |
4,048.50 |
| S1 |
3,989.50 |
3,989.50 |
4,024.75 |
4,013.00 |
| S2 |
3,945.75 |
3,945.75 |
4,016.25 |
|
| S3 |
3,855.00 |
3,898.75 |
4,008.00 |
|
| S4 |
3,764.25 |
3,808.00 |
3,983.00 |
|
|
| 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 |
4,083.75 |
3,781.00 |
302.75 |
7.5% |
105.25 |
2.6% |
83% |
True |
False |
8,556 |
| 10 |
4,083.75 |
3,735.00 |
348.75 |
8.6% |
100.25 |
2.5% |
85% |
True |
False |
6,252 |
| 20 |
4,083.75 |
3,670.00 |
413.75 |
10.3% |
96.50 |
2.4% |
88% |
True |
False |
4,979 |
| 40 |
4,083.75 |
3,530.25 |
553.50 |
13.7% |
101.25 |
2.5% |
91% |
True |
False |
4,460 |
| 60 |
4,262.25 |
3,530.25 |
732.00 |
18.2% |
95.00 |
2.4% |
69% |
False |
False |
3,267 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
87.00 |
2.2% |
60% |
False |
False |
2,547 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
84.25 |
2.1% |
60% |
False |
False |
2,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,469.50 |
|
2.618 |
4,321.25 |
|
1.618 |
4,230.50 |
|
1.000 |
4,174.50 |
|
0.618 |
4,139.75 |
|
HIGH |
4,083.75 |
|
0.618 |
4,049.00 |
|
0.500 |
4,038.50 |
|
0.382 |
4,027.75 |
|
LOW |
3,993.00 |
|
0.618 |
3,937.00 |
|
1.000 |
3,902.25 |
|
1.618 |
3,846.25 |
|
2.618 |
3,755.50 |
|
4.250 |
3,607.25 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,038.50 |
4,034.00 |
| PP |
4,036.50 |
4,033.75 |
| S1 |
4,034.75 |
4,033.25 |
|