| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,089.25 |
10,841.00 |
-248.25 |
-2.2% |
11,592.50 |
| High |
11,164.25 |
11,677.00 |
512.75 |
4.6% |
11,619.00 |
| Low |
10,822.25 |
10,805.00 |
-17.25 |
-0.2% |
10,636.00 |
| Close |
10,830.75 |
11,632.25 |
801.50 |
7.4% |
10,890.25 |
| Range |
342.00 |
872.00 |
530.00 |
155.0% |
983.00 |
| ATR |
365.02 |
401.23 |
36.21 |
9.9% |
0.00 |
| Volume |
669,071 |
862,147 |
193,076 |
28.9% |
3,570,204 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,987.50 |
13,681.75 |
12,111.75 |
|
| R3 |
13,115.50 |
12,809.75 |
11,872.00 |
|
| R2 |
12,243.50 |
12,243.50 |
11,792.00 |
|
| R1 |
11,937.75 |
11,937.75 |
11,712.25 |
12,090.50 |
| PP |
11,371.50 |
11,371.50 |
11,371.50 |
11,447.75 |
| S1 |
11,065.75 |
11,065.75 |
11,552.25 |
11,218.50 |
| S2 |
10,499.50 |
10,499.50 |
11,472.50 |
|
| S3 |
9,627.50 |
10,193.75 |
11,392.50 |
|
| S4 |
8,755.50 |
9,321.75 |
11,152.75 |
|
|
| 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 |
11,677.00 |
10,636.00 |
1,041.00 |
8.9% |
428.50 |
3.7% |
96% |
True |
False |
739,181 |
| 10 |
11,677.00 |
10,636.00 |
1,041.00 |
8.9% |
410.25 |
3.5% |
96% |
True |
False |
711,324 |
| 20 |
11,734.00 |
10,636.00 |
1,098.00 |
9.4% |
402.50 |
3.5% |
91% |
False |
False |
733,551 |
| 40 |
12,140.50 |
10,484.75 |
1,655.75 |
14.2% |
378.25 |
3.3% |
69% |
False |
False |
765,704 |
| 60 |
13,653.00 |
10,484.75 |
3,168.25 |
27.2% |
360.25 |
3.1% |
36% |
False |
False |
560,767 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
345.00 |
3.0% |
34% |
False |
False |
420,756 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
342.00 |
2.9% |
34% |
False |
False |
336,741 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.7% |
348.75 |
3.0% |
34% |
False |
False |
280,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,383.00 |
|
2.618 |
13,960.00 |
|
1.618 |
13,088.00 |
|
1.000 |
12,549.00 |
|
0.618 |
12,216.00 |
|
HIGH |
11,677.00 |
|
0.618 |
11,344.00 |
|
0.500 |
11,241.00 |
|
0.382 |
11,138.00 |
|
LOW |
10,805.00 |
|
0.618 |
10,266.00 |
|
1.000 |
9,933.00 |
|
1.618 |
9,394.00 |
|
2.618 |
8,522.00 |
|
4.250 |
7,099.00 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,501.75 |
11,501.75 |
| PP |
11,371.50 |
11,371.50 |
| S1 |
11,241.00 |
11,241.00 |
|