| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
10,786.50 |
11,016.00 |
229.50 |
2.1% |
11,592.50 |
| High |
11,038.50 |
11,231.25 |
192.75 |
1.7% |
11,619.00 |
| Low |
10,751.00 |
10,928.75 |
177.75 |
1.7% |
10,636.00 |
| Close |
11,014.25 |
11,094.25 |
80.00 |
0.7% |
10,890.25 |
| Range |
287.50 |
302.50 |
15.00 |
5.2% |
983.00 |
| ATR |
371.73 |
366.79 |
-4.95 |
-1.3% |
0.00 |
| Volume |
554,692 |
728,868 |
174,176 |
31.4% |
3,570,204 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,992.25 |
11,845.75 |
11,260.50 |
|
| R3 |
11,689.75 |
11,543.25 |
11,177.50 |
|
| R2 |
11,387.25 |
11,387.25 |
11,149.75 |
|
| R1 |
11,240.75 |
11,240.75 |
11,122.00 |
11,314.00 |
| PP |
11,084.75 |
11,084.75 |
11,084.75 |
11,121.50 |
| S1 |
10,938.25 |
10,938.25 |
11,066.50 |
11,011.50 |
| S2 |
10,782.25 |
10,782.25 |
11,038.75 |
|
| S3 |
10,479.75 |
10,635.75 |
11,011.00 |
|
| S4 |
10,177.25 |
10,333.25 |
10,928.00 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,997.50 |
13,426.75 |
11,431.00 |
|
| R3 |
13,014.50 |
12,443.75 |
11,160.50 |
|
| R2 |
12,031.50 |
12,031.50 |
11,070.50 |
|
| R1 |
11,460.75 |
11,460.75 |
10,980.25 |
11,254.50 |
| PP |
11,048.50 |
11,048.50 |
11,048.50 |
10,945.25 |
| S1 |
10,477.75 |
10,477.75 |
10,800.25 |
10,271.50 |
| S2 |
10,065.50 |
10,065.50 |
10,710.00 |
|
| S3 |
9,082.50 |
9,494.75 |
10,620.00 |
|
| S4 |
8,099.50 |
8,511.75 |
10,349.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,460.00 |
10,636.00 |
824.00 |
7.4% |
353.50 |
3.2% |
56% |
False |
False |
728,144 |
| 10 |
11,703.50 |
10,636.00 |
1,067.50 |
9.6% |
379.50 |
3.4% |
43% |
False |
False |
713,573 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.3% |
383.25 |
3.5% |
49% |
False |
False |
746,063 |
| 40 |
12,268.75 |
10,484.75 |
1,784.00 |
16.1% |
360.50 |
3.2% |
34% |
False |
False |
763,123 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
348.00 |
3.1% |
18% |
False |
False |
535,272 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
338.75 |
3.1% |
18% |
False |
False |
401,633 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
336.50 |
3.0% |
18% |
False |
False |
321,445 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
346.25 |
3.1% |
18% |
False |
False |
267,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,517.00 |
|
2.618 |
12,023.25 |
|
1.618 |
11,720.75 |
|
1.000 |
11,533.75 |
|
0.618 |
11,418.25 |
|
HIGH |
11,231.25 |
|
0.618 |
11,115.75 |
|
0.500 |
11,080.00 |
|
0.382 |
11,044.25 |
|
LOW |
10,928.75 |
|
0.618 |
10,741.75 |
|
1.000 |
10,626.25 |
|
1.618 |
10,439.25 |
|
2.618 |
10,136.75 |
|
4.250 |
9,643.00 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,089.50 |
11,040.75 |
| PP |
11,084.75 |
10,987.25 |
| S1 |
11,080.00 |
10,933.50 |
|