| 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 |
11,768.00 |
11,912.00 |
144.00 |
1.2% |
10,891.00 |
| High |
11,991.25 |
12,013.75 |
22.50 |
0.2% |
11,991.25 |
| Low |
11,687.00 |
11,820.50 |
133.50 |
1.1% |
10,870.00 |
| Close |
11,964.50 |
11,851.75 |
-112.75 |
-0.9% |
11,964.50 |
| Range |
304.25 |
193.25 |
-111.00 |
-36.5% |
1,121.25 |
| ATR |
388.05 |
374.14 |
-13.91 |
-3.6% |
0.00 |
| Volume |
1,566 |
1,064 |
-502 |
-32.1% |
6,836 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,475.00 |
12,356.75 |
11,958.00 |
|
| R3 |
12,281.75 |
12,163.50 |
11,905.00 |
|
| R2 |
12,088.50 |
12,088.50 |
11,887.25 |
|
| R1 |
11,970.25 |
11,970.25 |
11,869.50 |
11,932.75 |
| PP |
11,895.25 |
11,895.25 |
11,895.25 |
11,876.50 |
| S1 |
11,777.00 |
11,777.00 |
11,834.00 |
11,739.50 |
| S2 |
11,702.00 |
11,702.00 |
11,816.25 |
|
| S3 |
11,508.75 |
11,583.75 |
11,798.50 |
|
| S4 |
11,315.50 |
11,390.50 |
11,745.50 |
|
|
| 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 |
12,013.75 |
10,932.75 |
1,081.00 |
9.1% |
396.50 |
3.3% |
85% |
True |
False |
1,434 |
| 10 |
12,013.75 |
10,746.75 |
1,267.00 |
10.7% |
375.25 |
3.2% |
87% |
True |
False |
1,198 |
| 20 |
12,013.75 |
10,746.75 |
1,267.00 |
10.7% |
373.50 |
3.2% |
87% |
True |
False |
1,059 |
| 40 |
12,255.00 |
10,595.25 |
1,659.75 |
14.0% |
374.75 |
3.2% |
76% |
False |
False |
960 |
| 60 |
13,369.50 |
10,595.25 |
2,774.25 |
23.4% |
345.25 |
2.9% |
45% |
False |
False |
692 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.1% |
312.25 |
2.6% |
38% |
False |
False |
523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,835.00 |
|
2.618 |
12,519.75 |
|
1.618 |
12,326.50 |
|
1.000 |
12,207.00 |
|
0.618 |
12,133.25 |
|
HIGH |
12,013.75 |
|
0.618 |
11,940.00 |
|
0.500 |
11,917.00 |
|
0.382 |
11,894.25 |
|
LOW |
11,820.50 |
|
0.618 |
11,701.00 |
|
1.000 |
11,627.25 |
|
1.618 |
11,507.75 |
|
2.618 |
11,314.50 |
|
4.250 |
10,999.25 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,917.00 |
11,727.50 |
| PP |
11,895.25 |
11,603.25 |
| S1 |
11,873.50 |
11,479.00 |
|