Trading Metrics calculated at close of trading on 16-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
4,009.75 |
4,021.75 |
12.00 |
0.3% |
3,788.00 |
High |
4,083.75 |
4,049.50 |
-34.25 |
-0.8% |
4,042.50 |
Low |
3,993.00 |
3,995.50 |
2.50 |
0.1% |
3,769.75 |
Close |
4,033.00 |
4,001.75 |
-31.25 |
-0.8% |
4,033.00 |
Range |
90.75 |
54.00 |
-36.75 |
-40.5% |
272.75 |
ATR |
97.51 |
94.40 |
-3.11 |
-3.2% |
0.00 |
Volume |
14,879 |
9,377 |
-5,502 |
-37.0% |
27,640 |
|
Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,177.50 |
4,143.75 |
4,031.50 |
|
R3 |
4,123.50 |
4,089.75 |
4,016.50 |
|
R2 |
4,069.50 |
4,069.50 |
4,011.75 |
|
R1 |
4,035.75 |
4,035.75 |
4,006.75 |
4,025.50 |
PP |
4,015.50 |
4,015.50 |
4,015.50 |
4,010.50 |
S1 |
3,981.75 |
3,981.75 |
3,996.75 |
3,971.50 |
S2 |
3,961.50 |
3,961.50 |
3,991.75 |
|
S3 |
3,907.50 |
3,927.75 |
3,987.00 |
|
S4 |
3,853.50 |
3,873.75 |
3,972.00 |
|
|
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 |
3,783.00 |
300.75 |
7.5% |
96.25 |
2.4% |
73% |
False |
False |
9,890 |
10 |
4,083.75 |
3,735.00 |
348.75 |
8.7% |
91.00 |
2.3% |
76% |
False |
False |
6,482 |
20 |
4,083.75 |
3,670.00 |
413.75 |
10.3% |
94.50 |
2.4% |
80% |
False |
False |
5,356 |
40 |
4,083.75 |
3,530.25 |
553.50 |
13.8% |
99.25 |
2.5% |
85% |
False |
False |
4,601 |
60 |
4,262.25 |
3,530.25 |
732.00 |
18.3% |
95.25 |
2.4% |
64% |
False |
False |
3,415 |
80 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
87.25 |
2.2% |
56% |
False |
False |
2,663 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
84.25 |
2.1% |
56% |
False |
False |
2,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,279.00 |
2.618 |
4,190.75 |
1.618 |
4,136.75 |
1.000 |
4,103.50 |
0.618 |
4,082.75 |
HIGH |
4,049.50 |
0.618 |
4,028.75 |
0.500 |
4,022.50 |
0.382 |
4,016.25 |
LOW |
3,995.50 |
0.618 |
3,962.25 |
1.000 |
3,941.50 |
1.618 |
3,908.25 |
2.618 |
3,854.25 |
4.250 |
3,766.00 |
|
|
Fisher Pivots for day following 16-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
4,022.50 |
4,038.50 |
PP |
4,015.50 |
4,026.25 |
S1 |
4,008.75 |
4,014.00 |
|