| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
10,841.00 |
11,669.75 |
828.75 |
7.6% |
10,786.50 |
| High |
11,677.00 |
11,876.75 |
199.75 |
1.7% |
11,876.75 |
| Low |
10,805.00 |
11,569.25 |
764.25 |
7.1% |
10,751.00 |
| Close |
11,632.25 |
11,848.00 |
215.75 |
1.9% |
11,848.00 |
| Range |
872.00 |
307.50 |
-564.50 |
-64.7% |
1,125.75 |
| ATR |
401.23 |
394.53 |
-6.69 |
-1.7% |
0.00 |
| Volume |
862,147 |
682,257 |
-179,890 |
-20.9% |
3,497,035 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,687.25 |
12,575.00 |
12,017.00 |
|
| R3 |
12,379.75 |
12,267.50 |
11,932.50 |
|
| R2 |
12,072.25 |
12,072.25 |
11,904.50 |
|
| R1 |
11,960.00 |
11,960.00 |
11,876.25 |
12,016.00 |
| PP |
11,764.75 |
11,764.75 |
11,764.75 |
11,792.75 |
| S1 |
11,652.50 |
11,652.50 |
11,819.75 |
11,708.50 |
| S2 |
11,457.25 |
11,457.25 |
11,791.50 |
|
| S3 |
11,149.75 |
11,345.00 |
11,763.50 |
|
| S4 |
10,842.25 |
11,037.50 |
11,679.00 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,869.25 |
14,484.25 |
12,467.25 |
|
| R3 |
13,743.50 |
13,358.50 |
12,157.50 |
|
| R2 |
12,617.75 |
12,617.75 |
12,054.50 |
|
| R1 |
12,232.75 |
12,232.75 |
11,951.25 |
12,425.25 |
| PP |
11,492.00 |
11,492.00 |
11,492.00 |
11,588.00 |
| S1 |
11,107.00 |
11,107.00 |
11,744.75 |
11,299.50 |
| S2 |
10,366.25 |
10,366.25 |
11,641.50 |
|
| S3 |
9,240.50 |
9,981.25 |
11,538.50 |
|
| S4 |
8,114.75 |
8,855.50 |
11,228.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,876.75 |
10,751.00 |
1,125.75 |
9.5% |
422.25 |
3.6% |
97% |
True |
False |
699,407 |
| 10 |
11,876.75 |
10,636.00 |
1,240.75 |
10.5% |
384.75 |
3.2% |
98% |
True |
False |
706,723 |
| 20 |
11,876.75 |
10,636.00 |
1,240.75 |
10.5% |
391.50 |
3.3% |
98% |
True |
False |
725,488 |
| 40 |
12,140.50 |
10,484.75 |
1,655.75 |
14.0% |
381.25 |
3.2% |
82% |
False |
False |
763,888 |
| 60 |
13,611.50 |
10,484.75 |
3,126.75 |
26.4% |
362.75 |
3.1% |
44% |
False |
False |
572,125 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.2% |
345.50 |
2.9% |
41% |
False |
False |
429,275 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.2% |
341.00 |
2.9% |
41% |
False |
False |
343,557 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.2% |
349.25 |
2.9% |
41% |
False |
False |
286,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,183.50 |
|
2.618 |
12,681.75 |
|
1.618 |
12,374.25 |
|
1.000 |
12,184.25 |
|
0.618 |
12,066.75 |
|
HIGH |
11,876.75 |
|
0.618 |
11,759.25 |
|
0.500 |
11,723.00 |
|
0.382 |
11,686.75 |
|
LOW |
11,569.25 |
|
0.618 |
11,379.25 |
|
1.000 |
11,261.75 |
|
1.618 |
11,071.75 |
|
2.618 |
10,764.25 |
|
4.250 |
10,262.50 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,806.25 |
11,679.00 |
| PP |
11,764.75 |
11,510.00 |
| S1 |
11,723.00 |
11,341.00 |
|