| 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 |
10,962.00 |
11,768.00 |
806.00 |
7.4% |
10,891.00 |
| High |
11,788.50 |
11,991.25 |
202.75 |
1.7% |
11,991.25 |
| Low |
10,944.00 |
11,687.00 |
743.00 |
6.8% |
10,870.00 |
| Close |
11,746.00 |
11,964.50 |
218.50 |
1.9% |
11,964.50 |
| Range |
844.50 |
304.25 |
-540.25 |
-64.0% |
1,121.25 |
| ATR |
394.50 |
388.05 |
-6.45 |
-1.6% |
0.00 |
| Volume |
2,052 |
1,566 |
-486 |
-23.7% |
6,836 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,793.75 |
12,683.25 |
12,131.75 |
|
| R3 |
12,489.50 |
12,379.00 |
12,048.25 |
|
| R2 |
12,185.25 |
12,185.25 |
12,020.25 |
|
| R1 |
12,074.75 |
12,074.75 |
11,992.50 |
12,130.00 |
| PP |
11,881.00 |
11,881.00 |
11,881.00 |
11,908.50 |
| S1 |
11,770.50 |
11,770.50 |
11,936.50 |
11,825.75 |
| S2 |
11,576.75 |
11,576.75 |
11,908.75 |
|
| S3 |
11,272.50 |
11,466.25 |
11,880.75 |
|
| S4 |
10,968.25 |
11,162.00 |
11,797.25 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,972.25 |
14,589.75 |
12,581.25 |
|
| R3 |
13,851.00 |
13,468.50 |
12,272.75 |
|
| R2 |
12,729.75 |
12,729.75 |
12,170.00 |
|
| R1 |
12,347.25 |
12,347.25 |
12,067.25 |
12,538.50 |
| PP |
11,608.50 |
11,608.50 |
11,608.50 |
11,704.25 |
| S1 |
11,226.00 |
11,226.00 |
11,861.75 |
11,417.25 |
| S2 |
10,487.25 |
10,487.25 |
11,759.00 |
|
| S3 |
9,366.00 |
10,104.75 |
11,656.25 |
|
| S4 |
8,244.75 |
8,983.50 |
11,347.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,991.25 |
10,870.00 |
1,121.25 |
9.4% |
413.50 |
3.5% |
98% |
True |
False |
1,367 |
| 10 |
11,991.25 |
10,746.75 |
1,244.50 |
10.4% |
378.25 |
3.2% |
98% |
True |
False |
1,149 |
| 20 |
11,991.25 |
10,746.75 |
1,244.50 |
10.4% |
385.25 |
3.2% |
98% |
True |
False |
1,034 |
| 40 |
12,255.00 |
10,595.25 |
1,659.75 |
13.9% |
376.75 |
3.1% |
82% |
False |
False |
946 |
| 60 |
13,498.00 |
10,595.25 |
2,902.75 |
24.3% |
343.25 |
2.9% |
47% |
False |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,284.25 |
|
2.618 |
12,787.75 |
|
1.618 |
12,483.50 |
|
1.000 |
12,295.50 |
|
0.618 |
12,179.25 |
|
HIGH |
11,991.25 |
|
0.618 |
11,875.00 |
|
0.500 |
11,839.00 |
|
0.382 |
11,803.25 |
|
LOW |
11,687.00 |
|
0.618 |
11,499.00 |
|
1.000 |
11,382.75 |
|
1.618 |
11,194.75 |
|
2.618 |
10,890.50 |
|
4.250 |
10,394.00 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,922.75 |
11,797.00 |
| PP |
11,881.00 |
11,629.50 |
| S1 |
11,839.00 |
11,462.00 |
|