| 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 |
11,884.25 |
11,980.00 |
95.75 |
0.8% |
10,891.00 |
| High |
12,236.00 |
12,077.50 |
-158.50 |
-1.3% |
11,991.25 |
| Low |
11,880.75 |
11,825.25 |
-55.50 |
-0.5% |
10,870.00 |
| Close |
12,023.50 |
11,856.75 |
-166.75 |
-1.4% |
11,964.50 |
| Range |
355.25 |
252.25 |
-103.00 |
-29.0% |
1,121.25 |
| ATR |
374.86 |
366.10 |
-8.76 |
-2.3% |
0.00 |
| Volume |
2,735 |
1,282 |
-1,453 |
-53.1% |
6,836 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,676.50 |
12,519.00 |
11,995.50 |
|
| R3 |
12,424.25 |
12,266.75 |
11,926.00 |
|
| R2 |
12,172.00 |
12,172.00 |
11,903.00 |
|
| R1 |
12,014.50 |
12,014.50 |
11,879.75 |
11,967.00 |
| PP |
11,919.75 |
11,919.75 |
11,919.75 |
11,896.25 |
| S1 |
11,762.25 |
11,762.25 |
11,833.75 |
11,715.00 |
| S2 |
11,667.50 |
11,667.50 |
11,810.50 |
|
| S3 |
11,415.25 |
11,510.00 |
11,787.50 |
|
| S4 |
11,163.00 |
11,257.75 |
11,718.00 |
|
|
| 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 |
10,944.00 |
1,292.00 |
10.9% |
390.00 |
3.3% |
71% |
False |
False |
1,739 |
| 10 |
12,236.00 |
10,746.75 |
1,489.25 |
12.6% |
348.75 |
2.9% |
75% |
False |
False |
1,402 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.6% |
370.25 |
3.1% |
75% |
False |
False |
1,197 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
13.8% |
371.00 |
3.1% |
77% |
False |
False |
1,037 |
| 60 |
13,369.50 |
10,595.25 |
2,774.25 |
23.4% |
351.00 |
3.0% |
45% |
False |
False |
759 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.1% |
316.50 |
2.7% |
38% |
False |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,149.50 |
|
2.618 |
12,738.00 |
|
1.618 |
12,485.75 |
|
1.000 |
12,329.75 |
|
0.618 |
12,233.50 |
|
HIGH |
12,077.50 |
|
0.618 |
11,981.25 |
|
0.500 |
11,951.50 |
|
0.382 |
11,921.50 |
|
LOW |
11,825.25 |
|
0.618 |
11,669.25 |
|
1.000 |
11,573.00 |
|
1.618 |
11,417.00 |
|
2.618 |
11,164.75 |
|
4.250 |
10,753.25 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,951.50 |
12,028.25 |
| PP |
11,919.75 |
11,971.00 |
| S1 |
11,888.25 |
11,914.00 |
|