| 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 |
3,874.0 |
3,873.0 |
-1.0 |
0.0% |
3,676.0 |
| High |
3,932.0 |
3,919.0 |
-13.0 |
-0.3% |
3,895.0 |
| Low |
3,847.0 |
3,858.0 |
11.0 |
0.3% |
3,665.0 |
| Close |
3,905.0 |
3,883.0 |
-22.0 |
-0.6% |
3,868.0 |
| Range |
85.0 |
61.0 |
-24.0 |
-28.2% |
230.0 |
| ATR |
75.7 |
74.7 |
-1.1 |
-1.4% |
0.0 |
| Volume |
1,130,135 |
1,063,452 |
-66,683 |
-5.9% |
4,861,966 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,069.7 |
4,037.3 |
3,916.6 |
|
| R3 |
4,008.7 |
3,976.3 |
3,899.8 |
|
| R2 |
3,947.7 |
3,947.7 |
3,894.2 |
|
| R1 |
3,915.3 |
3,915.3 |
3,888.6 |
3,931.5 |
| PP |
3,886.7 |
3,886.7 |
3,886.7 |
3,894.8 |
| S1 |
3,854.3 |
3,854.3 |
3,877.4 |
3,870.5 |
| S2 |
3,825.7 |
3,825.7 |
3,871.8 |
|
| S3 |
3,764.7 |
3,793.3 |
3,866.2 |
|
| S4 |
3,703.7 |
3,732.3 |
3,849.5 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,499.3 |
4,413.7 |
3,994.5 |
|
| R3 |
4,269.3 |
4,183.7 |
3,931.3 |
|
| R2 |
4,039.3 |
4,039.3 |
3,910.2 |
|
| R1 |
3,953.7 |
3,953.7 |
3,889.1 |
3,996.5 |
| PP |
3,809.3 |
3,809.3 |
3,809.3 |
3,830.8 |
| S1 |
3,723.7 |
3,723.7 |
3,846.9 |
3,766.5 |
| S2 |
3,579.3 |
3,579.3 |
3,825.8 |
|
| S3 |
3,349.3 |
3,493.7 |
3,804.8 |
|
| S4 |
3,119.3 |
3,263.7 |
3,741.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,932.0 |
3,697.0 |
235.0 |
6.1% |
80.8 |
2.1% |
79% |
False |
False |
1,160,203 |
| 10 |
3,932.0 |
3,562.0 |
370.0 |
9.5% |
71.4 |
1.8% |
87% |
False |
False |
1,014,246 |
| 20 |
3,932.0 |
3,418.0 |
514.0 |
13.2% |
70.5 |
1.8% |
90% |
False |
False |
959,777 |
| 40 |
3,932.0 |
3,236.0 |
696.0 |
17.9% |
79.7 |
2.1% |
93% |
False |
False |
1,024,686 |
| 60 |
3,932.0 |
3,236.0 |
696.0 |
17.9% |
78.3 |
2.0% |
93% |
False |
False |
879,199 |
| 80 |
3,932.0 |
3,236.0 |
696.0 |
17.9% |
69.9 |
1.8% |
93% |
False |
False |
660,861 |
| 100 |
3,932.0 |
3,236.0 |
696.0 |
17.9% |
66.5 |
1.7% |
93% |
False |
False |
530,111 |
| 120 |
3,932.0 |
3,236.0 |
696.0 |
17.9% |
62.0 |
1.6% |
93% |
False |
False |
442,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,178.3 |
|
2.618 |
4,078.7 |
|
1.618 |
4,017.7 |
|
1.000 |
3,980.0 |
|
0.618 |
3,956.7 |
|
HIGH |
3,919.0 |
|
0.618 |
3,895.7 |
|
0.500 |
3,888.5 |
|
0.382 |
3,881.3 |
|
LOW |
3,858.0 |
|
0.618 |
3,820.3 |
|
1.000 |
3,797.0 |
|
1.618 |
3,759.3 |
|
2.618 |
3,698.3 |
|
4.250 |
3,598.8 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,888.5 |
3,889.5 |
| PP |
3,886.7 |
3,887.3 |
| S1 |
3,884.8 |
3,885.2 |
|