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 |
11,912.00 |
11,884.25 |
-27.75 |
-0.2% |
10,891.00 |
High |
12,013.75 |
12,236.00 |
222.25 |
1.8% |
11,991.25 |
Low |
11,820.50 |
11,880.75 |
60.25 |
0.5% |
10,870.00 |
Close |
11,851.75 |
12,023.50 |
171.75 |
1.4% |
11,964.50 |
Range |
193.25 |
355.25 |
162.00 |
83.8% |
1,121.25 |
ATR |
374.14 |
374.86 |
0.72 |
0.2% |
0.00 |
Volume |
1,064 |
2,735 |
1,671 |
157.0% |
6,836 |
|
Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,112.50 |
12,923.25 |
12,219.00 |
|
R3 |
12,757.25 |
12,568.00 |
12,121.25 |
|
R2 |
12,402.00 |
12,402.00 |
12,088.75 |
|
R1 |
12,212.75 |
12,212.75 |
12,056.00 |
12,307.50 |
PP |
12,046.75 |
12,046.75 |
12,046.75 |
12,094.00 |
S1 |
11,857.50 |
11,857.50 |
11,991.00 |
11,952.00 |
S2 |
11,691.50 |
11,691.50 |
11,958.25 |
|
S3 |
11,336.25 |
11,502.25 |
11,925.75 |
|
S4 |
10,981.00 |
11,147.00 |
11,828.00 |
|
|
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 |
12,236.00 |
10,932.75 |
1,303.25 |
10.8% |
407.25 |
3.4% |
84% |
True |
False |
1,747 |
10 |
12,236.00 |
10,746.75 |
1,489.25 |
12.4% |
378.00 |
3.1% |
86% |
True |
False |
1,404 |
20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.4% |
374.00 |
3.1% |
86% |
True |
False |
1,158 |
40 |
12,255.00 |
10,595.25 |
1,659.75 |
13.8% |
377.00 |
3.1% |
86% |
False |
False |
1,018 |
60 |
13,369.50 |
10,595.25 |
2,774.25 |
23.1% |
349.50 |
2.9% |
51% |
False |
False |
738 |
80 |
13,929.00 |
10,595.25 |
3,333.75 |
27.7% |
315.00 |
2.6% |
43% |
False |
False |
556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,745.75 |
2.618 |
13,166.00 |
1.618 |
12,810.75 |
1.000 |
12,591.25 |
0.618 |
12,455.50 |
HIGH |
12,236.00 |
0.618 |
12,100.25 |
0.500 |
12,058.50 |
0.382 |
12,016.50 |
LOW |
11,880.75 |
0.618 |
11,661.25 |
1.000 |
11,525.50 |
1.618 |
11,306.00 |
2.618 |
10,950.75 |
4.250 |
10,371.00 |
|
|
Fisher Pivots for day following 15-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
12,058.50 |
12,002.75 |
PP |
12,046.75 |
11,982.25 |
S1 |
12,035.00 |
11,961.50 |
|